EBA欧洲银行-SEB-2013_2页_351kb

SEB Bank Data Summary (Reporting Date: 31/12/2013)

General Information

• Country Code: SE
• Bank Name: SEB
• Reporting Date: 31/12/2013
• Reporting Currency: SEK
• Euro Conversion Rate: 0.1129
• Reporting Unit: 1 000
• Accounting Standard: IFRS
• Location of Public Disclosure: Not specified

Total Exposures

• Counterparty Exposure of Derivatives Contracts (Method 1): 52,402,060
• Gross Value of Securities Financing Transactions (SFTs): 240,663,834
• Counterparty Exposure of SFTs: 19,678,445
• Other Assets: 1,691,160,553
• Securities Received in SFTs Recognised as Assets: 26,158,971
• Total On-Balance Sheet Items: 1,977,745,921 (calculated as sum of a, b, c, and d minus d(1))
• Potential Future Exposure of Derivative Contracts (Method 1): 63,734,298
• Notional Amount of Off-Balance Sheet Items with 0% CCF: 55,524,815
  • Unconditionally Cancellable Credit Card Commitments: 32,743,702
  • Other Unconditionally Cancellable Commitments: 22,781,113
• Notional Amount of Off-Balance Sheet Items with 20% CCF: 42,207,092
• Notional Amount of Off-Balance Sheet Items with 50% CCF: 345,613,779
• Notional Amount of Off-Balance Sheet Items with 100% CCF: 76,838,950
• Total Off-Balance Sheet Items: 533,946,601 (calculated as sum of f, g, h, i, j minus 0.9 times g(1) and g(2))
• Regulatory Adjustments: 17,736,419
• Total Exposures Indicator: 2,493,956,103 (calculated as sum of e, k, l(1), l(2), 0.1 times l(3), l(4) minus l(5) and m)

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 40,674,433
• Undrawn Committed Lines Extended to Other Financial Institutions: 20,146,207
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 127,839,121
  • Stock (Common and Preferred Shares): 132,458,829
  • Offsetting Short Positions in Relation to Stock Holdings: 44,230,133
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 30,782,112
• OTC Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 15,984,407
  • Potential Future Exposure: 19,620,992
• Intra-Financial System Assets Indicator: 343,275,969 (calculated as sum of a, b through c(5), d, e(1), e(2) minus c(6))

Intra-Financial System Liabilities

• Deposits Due to Depository Institutions: 141,567,572
• Deposits Due to Non-Depository Financial Institutions: 235,831,350
• Undrawn Committed Lines Obtained from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 10,304,741
• OTC Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 20,891,928
  • Potential Future Exposure: 14,291,850
• Intra-Financial System Liabilities Indicator: 422,887,440 (calculated as sum of a through e(2))

Securities Outstanding

• Secured Debt Securities: 309,524,760
• Senior Unsecured Debt Securities: 138,569,888
• Subordinated Debt Securities: 22,809,430
• Commercial Paper: 153,477,361
• Certificates of Deposit: 112,273,703
• Common Equity: 185,947,000
• Preferred Shares and Subordinated Funding: 0
• Securities Outstanding Indicator: 922,602,141 (sum of a through g)

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments): 48,093,477,674
  • Australian Dollars (AUD): 216,039,640
  • Brazilian Real (BRL): 1,696,045
  • Canadian Dollars (CAD): 222,711,150
  • Swiss Francs (CHF): 321,867,509
  • Chinese Yuan (CNY): 74,711,198
  • Euros (EUR): 9,870,518,817
  • British Pounds (GBP): 855,680,598
  • Hong Kong Dollars (HKD): 97,479,459
  • Indian Rupees (INR): 2,373,543
  • Japanese Yen (JPY): 396,101,880
  • Swedish Krona (SEK): 26,928,430,609
  • United States Dollars (USD): 9,105,867,228

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared Through Central Counterparty: 4,944,151
  • OTC Derivatives Settled Bilaterally: 12,328,669,620
  • OTC Derivatives Indicator: 12,333,613,771 (sum of a and b)
• Trading and Available-for-Sale Securities:
  • Held-for-Trading Securities (HFT): 318,329,241
  • Available-for-Sale Securities (AFS): 48,857,992
  • Level 1 Assets: 97,943,421
  • Level 2 Assets (with Haircuts): 81,073,475
  • Trading and AFS Securities Indicator: 188,170,337 (sum of a and b minus c and d)
• Level 3 Assets Indicator: 25,755,000

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims:
  • Foreign Claims on an Ultimate Risk Basis (Excluding Derivatives Activity): 1,096,975,501
  • Cross-Jurisdictional Claims Indicator: 1,096,975,501 (same as item 12.a)
• Cross-Jurisdictional Liabilities:
  • Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 1,068,608,375
    • Foreign Liabilities to Related Offices Included in Item 13.a: 201,216,872
  • Local Liabilities in Local Currency (Excluding Derivatives Activity): 365,718,391
  • Cross-Jurisdictional Liabilities Indicator: 1,233,109,894 (sum of a and b minus a(1))

Summary of Key Indicators