EBA欧洲银行-Swedbank_2页_76kb

Swedbank General Bank Data Summary

1. General Information

• Country Code: SE
• Bank Name: Swedbank
• Reporting Date: 2017-12-31
• Reporting Currency: SEK
• Submission Date: 2018-04-06
• Reporting Unit: 1,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2018-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.swedbank.se/om-swedbank/investor-relations/bin

2. Total Exposures

• Counterparty Exposure of Derivatives Contracts: 22,837,507
• Capped Notional Amount of Credit Derivatives: 589,440
• Potential Future Exposure of Derivative Contracts: 26,108,677
• Adjusted Gross Value of SFTs: 34,965,693
• Counterparty Exposure of SFTs: 1,561,804
• Other Assets: 1,937,545,252
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 26,166,250
  • 20% CCF: 86,969,890
  • 50% CCF: 185,222,728
  • 100% CCF: 9,596,915
• Regulatory Adjustments: 18,976,695
• Total Exposures Indicator (Prior to Regulatory Adjustments): 2,145,827,255.00

3. Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 27,259,151
  • Certificates of deposit: 0
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 5,731,298
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 13,899,649
  • Senior Unsecured Debt Securities: 36,928,031
  • Subordinated Debt Securities: 170,003
  • Commercial Paper: 972,255
  • Equity Securities: 5,696,435
  • Offsetting Short Positions in Equity Securities: 199,365
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 159,439
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 1,083,394
  • Potential Future Exposure: 9,807,837
• Intra-Financial System Assets Indicator: 101,508,127

4. Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to Depository Institutions: 42,438,485
  • Deposits due to Non-Depository Financial Institutions: 77,241,617
  • Loans Obtained from Other Financial Institutions: 628,467
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 114,901
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 3,156,422
  • Potential Future Exposure: 5,506,039
• Intra-Financial System Liabilities Indicator: 129,085,931

5. Securities Outstanding

• Secured Debt Securities: 525,038,352
• Senior Unsecured Debt Securities: 159,612,673
• Subordinated Debt Securities: 25,507,518
• Commercial Paper: 14,847,010
• Certificates of Deposit: 149,976,377
• Common Equity: 221,485,007
• Preferred Shares and Subordinated Funding (not in 5.c): 0
• Securities Outstanding Indicator (Total of items 5.a through 5.g): 1,096,466,937

6. Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • Australian Dollars (AUD): 1061
  • Brazilian Real (BRL): 0
  • Canadian Dollars (CAD): 144,203,450
  • Swiss Francs (CHF): 183,651,095
  • Chinese Yuan (CNY): 133,373,669
  • Euros (EUR): 9,626,698,718
  • British Pounds (GBP): 522,438,341
  • Hong Kong Dollars (HKD): 44,120,835
  • Indian Rupee (INR): 59,863
  • Japanese Yen (JPY): 98,529,799
  • Mexican Pesos (MXN): 6,814,108
  • Swedish Krona (SEK): 9,859,767,020
  • United States Dollars (USD): 65,556,383,093
• Payments Activity Indicator (sum of items 6.a through 6.m): 86,229,415,330

7. Assets Under Custody

• Assets Under Custody Indicator: 1,848,261,047

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 647,422
• Debt Underwriting Activity: 0
• Underwriting Activity Indicator (sum of 8.a and 8.b): 647,422

9. Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through Central Counterparty: 3,858,575,165
  • OTC Derivatives Settled Bilaterally: 3,066,585,648
  • OTC Derivatives Indicator (sum of 9.a and 9.b)**: 6,925,160,813

10. Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 95,694,267
• Available-for-Sale Securities (AFS): 24,250
• Trading and AFS Securities that Meet Level 1 Assets Definition: 30,168,263
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 39,007,108
• Trading and AFS Securities Indicator (sum of 10.a and 10.b, minus 10.c and 10.d): 26,543,146

11. Level 3 Assets

• Level 3 Assets Indicator (Assets Valued Using Level 3 Measurement Inputs): 406,298

12. Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 335,593,241

13. Cross-Jurisdictional Liabilities

• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 103,893,110
  • Foreign Liabilities to Related Offices: 45,258,465
• Local Liabilities in Local Currency (excluding Derivatives Activity): 80,647,625
• Cross-Jurisdictional Liabilities Indicator (sum of 13.a and 13.b, minus 13.a.(1)): 139,282,270