EBA欧洲银行-Swedbank-2014_2页_200kb

Swedbank General Bank and Risk Indicators Summary

1. General Bank Data

Swedbank is a Global Systemically Important Bank (GSIB) that reported its data on 2014-12-31 in SEK (Swedish krona). The euro conversion rate used was 0.106462259. The bank's general information is as follows:

• Country code: SE
• Bank name: Swedbank
• 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.swedbank.com/investor-relations/risk-and-capital

2. Size Indicator

Swedbank's total exposures are calculated based on various financial items, including on-balance-sheet and off-balance-sheet assets and liabilities. The key figures are:

• Counterparty exposure of derivatives contracts: 57,373,506 SEK
• Gross value of securities financing transactions (SFTs): 83,856,669 SEK
• Counterparty exposure of SFTs: 10,511,923 SEK
• Other assets: 1,775,766,632 SEK
• Potential future exposure of derivative contracts: 30,412,033 SEK
• Notional amount of off-balance-sheet items with a 0% credit conversion factor: 27,958,481 SEK
• Notional amount of off-balance-sheet items with a 20% credit conversion factor: 50,449,674 SEK
• Notional amount of off-balance-sheet items with a 50% credit conversion factor: 185,054,466 SEK
• Notional amount of off-balance-sheet items with a 100% credit conversion factor: 11,429,239 SEK
• Regulatory adjustments: 19,174,284 SEK

The total exposures indicator is calculated as the sum of on-balance-sheet items, off-balance-sheet items, and consolidated entities, minus regulatory adjustments. The total is 2,334,157,408 SEK.

3. Interconnectedness Indicators

Swedbank's interconnectedness is measured through intra-financial system assets and liabilities:

3.1 Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 81,339,959 SEK
• Unused portion of committed lines extended to other financial institutions: 8,839,789 SEK
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 11,605,345 SEK
  • Senior unsecured debt securities: 88,569,016 SEK
  • Subordinated debt securities: 52,497 SEK
  • Commercial paper: 4,107,181 SEK
  • Equity securities: 988,500 SEK
• Net positive current exposure of securities financing transactions: 275,125 SEK
• Over-the-counter derivatives with a net positive fair value:
  • Net positive fair value: 9,613,630 SEK
  • Potential future exposure: 15,725,427 SEK

Intra-financial system assets indicator: 221,116,469 SEK

3.2 Intra-Financial System Liabilities

• Deposits due to depository institutions: 154,548,538 SEK
• Deposits due to non-depository financial institutions: 53,872,414 SEK
• Net negative current exposure of securities financing transactions: 92,585 SEK
• Over-the-counter derivatives with a net negative fair value:
  • Net negative fair value: 9,449,545 SEK
  • Potential future exposure: 6,990,333 SEK

Intra-financial system liabilities indicator: 224,953,415 SEK

4. Securities Outstanding

Swedbank's securities outstanding include various types of debt and equity securities:

• Secured debt securities: 513,330,280 SEK
• Senior unsecured debt securities: 114,838,933 SEK
• Subordinated debt securities: 18,982,072 SEK
• Commercial paper: 129,502,155 SEK
• Certificates of deposit: 79,003,298 SEK
• Common equity: 221,307,119 SEK

Securities outstanding indicator: 1,076,963,857 SEK

5. Substitutability/Financial Institution Infrastructure Indicators

Swedbank's payments activity across different currencies is as follows:

• Australian dollars (AUD): 8,029,182 AUD (49,684,887 SEK)
• Brazilian real (BRL): 109,220 BRL (318,815 SEK)
• Canadian dollars (CAD): 10,967,935 CAD (68,149,591 SEK)
• Swiss francs (CHF): 12,958,054 CHF (97,081,685 SEK)
• Chinese yuan (CNY): 80,676,353 CNY (89,882,746 SEK)
• Euros (EUR): 743,767,086 EUR (6,767,164,832 SEK)
• British pounds (GBP): 46,000,860 GBP (519,612,044 SEK)
• Hong Kong dollars (HKD): 45,461,075 HKD (40,236,188 SEK)
• Indian rupee (INR): 2,711,294 INR (304,933 SEK)
• Japanese yen (JPY): 999,560,244 JPY (64,847,915 SEK)
• Swedish krona (SEK): 9,896,339,908 SEK
• United States dollars (USD): 1,725,005,993 USD (11,839,770,962 SEK)

Payments activity indicator: 29,433,394,507 SEK

6. Assets Under Custody

• Assets under custody indicator: 1,385,872,107 SEK

7. Underwritten Transactions in Debt and Equity Markets

Swedbank's underwriting activities are as follows:

• Equity underwriting activity: 310,836 SEK
• Debt underwriting activity: 268,024 SEK

Underwriting activity indicator: 578,860 SEK

8. Complexity Indicators

Swedbank's OTC derivatives are categorized as:

• OTC derivatives cleared through a central counterparty: 3,407,121,000 SEK
• OTC derivatives settled bilaterally: 5,248,996,562 SEK

OTC derivatives indicator: 8,656,117,562 SEK

9. Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 178,774,000 SEK
• Available-for-sale securities (AFS): 51,000 SEK
• Level 1 assets (trading and AFS): 56,915,818 SEK
• Level 2 assets (trading and AFS with haircuts): 81,235,407 SEK

Trading and AFS securities indicator: 40,673,775 SEK

10. Level 3 Assets

• Level 3 assets indicator: 158,000 SEK

11. Cross-Jurisdictional Activity Indicators

• Cross-jurisdictional claims indicator: 205,251,118 SEK
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 147,092,282 SEK
  • Foreign liabilities to related offices: 59,585,814 SEK
• Local liabilities in local currency (excluding derivatives activity): 765,592,230 SEK

Cross-jurisdictional liabilities indicator: 853,098,698 SEK