EBA欧洲银行-Barclays-2013_2页_351kb

报告摘要

Country Code: UK
Bank Name: Barclays
Reporting Date: 31/12/2013
Reporting Currency: GBP
Euro Conversion Rate: 1.1995
Reporting Unit: 1,000,000
Accounting Standard: IFRS
Public Disclosure Location: http://www.barclays.com/content/dam/barclayspublic/docs/investorRelations/IRNewsPresentations/2014News/31-July-

Counterparty Exposure of Derivatives Contracts (Method 1): 64,721
Gross Value of Securities Financing Transactions (SFTs): 301,056
Counterparty Exposure of SFTs: 66,566
Other Assets: 802,428
Total On-Balance Sheet Items (Sum of 2.a, 2.b, 2.c, 2.d, minus 2.d.(1)): 1,234,772
Potential Future Exposure of Derivative Contracts (Method 1): 231,062
Notional Amount of Off-Balance Sheet Items with 0% CCF: 117,289
- Unconditionally Cancellable Credit Card Commitments: 95,752
- Other Unconditionally Cancellable Commitments: 21,537
Notional Amount of Off-Balance Sheet Items with 20% CCF: 10,075
Notional Amount of Off-Balance Sheet Items with 50% CCF: 106,564
Notional Amount of Off-Balance Sheet Items with 100% CCF: 42,874
Total Off-Balance Sheet Items (Sum of 2.f, 2.g, 2.h through 2.j, minus 0.9×2.g.(1) and 2.g.(2)): 402,304
On-Balance Sheet Assets (Consolidated for Accounting Purposes): 10,636
Potential Future Exposure of Derivatives (Consolidated for Accounting Purposes): 0
Unconditionally Cancellable Commitments (Consolidated for Accounting Purposes): 0
Other Off-Balance Sheet Commitments (Consolidated for Accounting Purposes): 2,589
Investment Value in Consolidated Entities: 33
Regulatory Adjustments: 14,016
Total Exposures Indicator (Sum of 2.e, 2.f, 2.l.(1), 2.l.(2), 0.1×2.l.(3), 2.l.(4), minus 2.l.(5) and 2.m): 1,636,253

Intra-Financial System Assets:
- Funds Deposited with or Lent to Other Financial Institutions: 39,976
  - Certificates of Deposit: 687
- Undrawn Committed Lines Extended to Other Financial Institutions: 14,551
- Holdings of Securities Issued by Other Financial Institutions:
  - Secured Debt Securities: 11,263
  - Senior Unsecured Debt Securities: 9,662
  - Subordinated Debt Securities: 508
  - Commercial Paper: 351
  - Stock (Including Par and Surplus of Common and Preferred Shares): 2,714
  - Offsetting Short Positions: 0
- Net Positive Current Exposure of SFTs with Other Financial Institutions: 18,480
- OTC Derivatives with Net Positive Fair Value: 9,382
- Potential Future Exposure of OTC Derivatives: 109,618
- Intra-Financial System Assets Indicator (Sum of 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), 3.e.(2), minus 3.c.(6)): 216,505
Intra-Financial System Liabilities:
- Deposits Due to Depository Institutions: 12,100
- Deposits Due to Non-Depository Financial Institutions: 34,807
- Undrawn Committed Lines Obtained from Other Financial Institutions: 0
- Net Negative Current Exposure of SFTs with Other Financial Institutions: 17,765
- OTC Derivatives with Net Negative Fair Value:
  - Net Negative Fair Value: 14,712
  - Potential Future Exposure: 55,869
- Intra-Financial System Liabilities Indicator (Sum of 4.a through 4.e.(2)): 135,253

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- Australian Dollars (AUD): 1,405,932
- Brazilian Real (BRL): 111,936
- Canadian Dollars (CAD): 1,436,603
- Swiss Francs (CHF): 1,299,709
- Chinese Yuan (CNY): 2,164,511
- Euros (EUR): 6,347,327
- British Pounds (GBP): 8,965,149
- Hong Kong Dollars (HKD): 3,843,110
- Indian Rupee (INR): 2,845,286
- Japanese Yen (JPY): 557,187,063
- Swedish Krona (SEK): 2,339,592
- United States Dollars (USD): 17,348,455
Payments Activity Indicator (Sum of 6.a through 6.l): 32,608,085

Section 8: Underwritten Transactions in Debt and Equity Markets:
- Equity Underwriting Activity: 23,715
- Debt Underwriting Activity: 236,916
- Underwriting Activity Indicator (Sum of 8.a and 8.b): 260,631
Section 9: Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared through Central Counterparty: 21,855,751
- OTC Derivatives Settled Bilaterally: 18,365,517
- OTC Derivatives Indicator (Sum of 9.a and 9.b): 40,221,268
Section 10: Trading and Available-for-Sale Securities:
- Held-for-Trading Securities (HFT): 132,984
- Available-for-Sale Securities (AFS): 89,521
- Level 1 Assets: 71,110
- Level 2 Assets (with Haircuts): 20,482
- Trading and AFS Securities Indicator (Sum of 10.a and 10.b, minus 10.c and 10.d): 130,913
Section 11: Level 3 Assets:
- Level 3 Assets Indicator: 32,914
Section 12: Cross-Jurisdictional Claims:
- Foreign Claims on an Ultimate Risk Basis (Excluding Derivatives Activity): 584,795
- Cross-Jurisdictional Claims Indicator (Item 12.a): 584,795
Section 13: Cross-Jurisdictional Liabilities:
- Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 460,856
  - Foreign Liabilities to Related Offices: 207,809
- Local Liabilities in Local Currency (Excluding Derivatives Activity): 233,728
- Cross-Jurisdictional Liabilities Indicator (Sum of 13.a and 13.b, minus 13.a.(1)): 486,775