EBA欧洲银行-NordLB-2014_2页_200kb

报告摘要

Country Code: DE (Germany)
Bank Name: NordLB
Reporting Date: 2014-12-31
Reporting Currency: EUR
Euro Conversion Rate: 1
Reporting Unit: 1,000
Accounting Standard: IFRS
Date of Public Disclosure: 2015-04-30
Language of Public Disclosure: English
Web Address of Public Disclosure: https://www.nordlb.com/fileadmin/reduktion_en/branchen/investorrelati

Counterparty exposure of derivatives contracts: 6,900,757
Gross value of securities financing transactions (SFTs): 13,271,650
Counterparty exposure of SFTs: 828,525
Other assets: 174,545,962
Total on-balance-sheet items: 195,546,894 (calculated as sum of on-balance-sheet items minus 2.d.(1))

Potential future exposure of derivative contracts: 2,374,786
Notional amount of off-balance-sheet items with 0% credit conversion factor: 8,191,965 (includes unconditionally cancellable credit card commitments and other unconditionally cancellable commitments)
Notional amount of off-balance-sheet items with 20% credit conversion factor: 3,184,504
Notional amount of off-balance-sheet items with 50% credit conversion factor: 9,736,491
Notional amount of off-balance-sheet items with 100% credit conversion factor: 3,996,355
Total off-balance-sheet items: 20,513,345 (calculated as sum of off-balance-sheet items minus 0.9 times the 0% credit conversion factor items)

Total exposures indicator: 215,609,093 (calculated as sum of on-balance-sheet items, off-balance-sheet items, and regulatory adjustments)

Funds deposited with or lent to other financial institutions: 31,271,407
Unused portion of committed lines extended to other financial institutions: 4,711,689
Holdings of securities issued by other financial institutions:
- Secured debt securities: 4,300,409
- Senior unsecured debt securities: 21,726,037
- Subordinated debt securities: 68,444
- Commercial paper: 0
- Equity securities: 11,286
Net positive current exposure of SFTs: 0
OTC derivatives with net positive fair value:
- Net positive fair value: 1,898,812
- Potential future exposure: 539,611
Intra-financial system assets indicator: 64,527,695

Deposits due to depository institutions: 42,491,205
Deposits due to non-depository financial institutions: 22,859,655
Unused portion of committed lines obtained from other financial institutions: 3,673,584
Net negative current exposure of SFTs: 3,503,891
OTC derivatives with net negative fair value:
- Net negative fair value: 3,047,785
- Potential future exposure: 743,641
Intra-financial system liabilities indicator: 76,319,761

Payments made in the reporting year (excluding intragroup payments):
- Australian dollars: 1,856,437
- Euros: 484,162,203
- British pounds: 40,396,680
- Other currencies (AUD, BRL, CAD, CHF, CNY, HKD, INR, JPY, SEK, USD): 710,414,272
Payments activity indicator: 710,414,272

Held-for-trading securities (HFT): 4,700,872
Available-for-sale securities (AFS): 40,461,092
Trading and AFS securities that meet Level 1 assets: 19,273,193
Trading and AFS securities that meet Level 2 assets (with haircuts): 4,766,481
Trading and AFS securities indicator: 21,122,290

Level 3 assets indicator: 563,026 (assets valued using Level 3 measurement inputs)

Cross-jurisdictional claims indicator: 61,637,914 (Total foreign claims on an ultimate risk basis)

Foreign liabilities (excluding derivatives and local liabilities in local currency): 29,398,553
Any foreign liabilities to related offices included in item 13.a: 9,363,787
Local liabilities in local currency (excluding derivatives activity): 23,107,625
Cross-jurisdictional liabilities indicator: 43,142,391 (calculated as sum of 13.a and 13.b minus 13.a.(1))

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