EBA欧洲银行-Bayern-LB-2018_2页_182kb

Bayern LB Summary Report

Core Information

• Bank Name: BayernLB
• Reporting Date: 2018-12-31
• Submission Date: 2019-05-10
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Public Disclosure Date: 2019-04-25
• Language of Public Disclosure: English
• Web Address for Public Disclosure: www.bayernlb.de/internet/media/de/ir/downloads_1/investor_n

Size Indicator

The bank's total exposures are calculated based on various financial instruments and adjusted for regulatory factors. Key components include:

• Derivatives:

  • Counterparty Exposure: 3,663,686 EUR
  • Potential Future Exposure: 3,930,878 EUR

• Securities Financing Transactions (SFTs):

  • Adjusted Gross Value: 4,038,748 EUR
  • Counterparty Exposure: 2,984,288 EUR

• Other Assets: 205,182,472 EUR

• Off-Balance Sheet Items (Gross Notional Amount):

  • 0% CCF: 22,084,451 EUR
  • 20% CCF: 3,143,481 EUR
  • 50% CCF: 32,537,327 EUR
  • 100% CCF: 2,449,441 EUR

• Regulatory Adjustments: -341,600 EUR

• Total Exposures Indicator (Prior to Regulatory Adjustments): 241,355,318.71 EUR

Interconnectedness Indicators

Bayern LB's interconnectedness with other financial institutions is measured through assets and liabilities:

• Intra-Financial System Assets:

  • Funds Deposited with Other Financial Institutions: 29,149,923 EUR

  • Unused Portion of Committed Lines: 5,058,919 EUR

  • Securities Holdings:

    • Secured Debt Securities: 6,377,874 EUR
    • Senior Unsecured Debt Securities: 1,809,573 EUR
    • Equity Securities: 333,056 EUR
    • Offsetting Short Positions: 179,179 EUR

  • Net Positive Current Exposure (SFTs): 2,334,738 EUR

  • OTC Derivatives with Net Positive Fair Value:

    • Net Positive Fair Value: 2,607,675 EUR
    • Potential Future Exposure: 2,396,407 EUR

  • Intra-Financial System Assets Indicator: 49,888,987 EUR

• Intra-Financial System Liabilities:

  • Funds Deposited by Other Financial Institutions:

    • Deposits due to Depository Institutions: 53,103,484 EUR
    • Deposits due to Non-Depository Institutions: 26,894,621 EUR

  • Unused Portion of Committed Lines: 473,551 EUR

  • Net Negative Current Exposure (SFTs): 3,876,818 EUR

  • OTC Derivatives with Net Negative Fair Value:

    • Net Negative Fair Value: 2,050,986 EUR
    • Potential Future Exposure: 1,570,646 EUR

  • Intra-Financial System Liabilities Indicator: 87,970,107 EUR

Securities Outstanding

• Secured Debt Securities: 16,801,054 EUR
• Senior Unsecured Debt Securities: 19,470,435 EUR
• Subordinated Debt Securities: 1,096,961 EUR
• Commercial Paper: 9,085,578 EUR
• Certificates of Deposit: 1,960,378 EUR
• Securities Outstanding Indicator (Total): 48,414,407 EUR

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made (Excluding Intragroup):

  • AUD: 6,574,720 EUR

  • CAD: 33,032,153 EUR

  • CHF: 34,883,743 EUR

  • CNY: 21,156,025 EUR

  • EUR: 1,524,659,102 EUR

  • GBP: 130,343,063 EUR

  • HKD: 2,913,868 EUR

  • INR: 3,023 EUR

  • JPY: 9,707,952 EUR

  • MXN: 3,628,302 EUR

  • SEK: 9,299,610 EUR

  • USD: 488,133,989 EUR

  • Payments Activity Indicator: 2,264,335,550 EUR

• Assets Under Custody Indicator: 107,872,189 EUR

• Underwriting Activity:

  • Equity Underwriting: 0 EUR
  • Debt Underwriting: 11,543,733 EUR
  • Underwriting Activity Indicator: 11,543,733 EUR

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 37,809,672 EUR

• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 17,458,660 EUR

  • Foreign Liabilities to Related Offices: 5,813,877 EUR

• Local Liabilities in Local Currency (Excluding Derivatives Activity): 3,779,801 EUR

• Cross-Jurisdictional Liabilities Indicator: 15,424,584 EUR

Complexity Indicators

• OTC Derivatives:

  • Cleared through Central Counterparty: 523,395,332 EUR
  • Bilaterally Settled: 333,063,184 EUR
  • OTC Derivatives Indicator (Total): 856,458,515 EUR

• Trading and Available-for-Sale Securities:

  • Held-for-Trading Securities (HFT): 2,705,890 EUR
  • Available-for-Sale Securities (AFS): 24,574,684 EUR
  • Level 1 Assets: 14,731,797 EUR
  • Level 2 Assets (with Haircuts): 6,356,518 EUR
  • Trading and AFS Securities Indicator: 6,192,260 EUR

• Level 3 Assets Indicator: 585,244 EUR

Summary of Key Indicators