EBA欧洲银行-Nationwide-2018_2页_182kb

Nationwide Bank Summary

Core Information

• Bank Name: Nationwide
• GSIB Status: Yes
• Reporting Date: 2018-12-31
• Reporting Currency: GBP
• Euro Conversion Rate: 1,117905492
• Submission Date: 2019-05-16
• Reporting Unit: 1 000 000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-07-26
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.nationwide.co.uk/about/corporate-information/rest

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Total Exposures

• Counterparty Exposure of Derivatives Contracts: 2
• Capped Notional Amount of Credit Derivatives: 0
• Potential Future Exposure of Derivatives Contracts: 2 106
• Adjusted Gross Value of SFTs: 0
• Counterparty Exposure of SFTs: 8 357
• Other Assets: 235 176
• Items subject to a 0% CCF: 9 707
• Items subject to a 20% CCF: 7 606
• Items subject to a 50% CCF: 5 241
• Items subject to a 100% CCF: 0
• Regulatory Adjustments: 1 223
• Total Exposures Indicator (Prior to Regulatory Adjustments): 250 753,44

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Interconnectedness Indicators

• Funds Deposited with or Lent to Other Financial Institutions: 452
  • Certificates of Deposit: 0
• Unused Portion of Committed Lines to Other Financial Institutions: 0
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 887
  • Senior Unsecured Debt Securities: 0
  • Subordinated Debt Securities: 0
  • Commercial Paper: 0
  • Equity Securities: 0
  • Offsetting Short Positions in Equity Securities: 0
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 9
• OTC Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 13
  • Potential Future Exposure: 1 727
• Intra-Financial System Assets Indicator: 3 089

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Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to Depository Institutions: 1 062
  • Deposits due to Non-Depository Financial Institutions: 1 707
  • Loans Obtained from Other Financial Institutions: 0
• Unused Portion of Committed Lines from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 0
• OTC Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 98
  • Potential Future Exposure: 379
• Intra-Financial System Liabilities Indicator: 3 246

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Securities Outstanding

• Secured Debt Securities: 20 441
• Senior Unsecured Debt Securities: 8 278
• Subordinated Debt Securities: 7 212
• Commercial Paper: 2 658
• Certificates of Deposit: 4 587
• Common Equity: 2 482
• Preferred Shares and Subordinated Funding (not captured in 5.c): 0
• Securities Outstanding Indicator (sum of items 5.a through 5.g): 45 659

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Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in Reporting Year (excluding Intragroup Payments):
  • Australian Dollars (AUD): 39
  • Brazilian Real (BRL): 0
  • Canadian Dollars (CAD): 15
  • Swiss Francs (CHF): 5
  • Chinese Yuan (CNY): 0
  • Euros (EUR): 27 057
  • British Pounds (GBP): 309 675
  • Hong Kong Dollars (HKD): 46
  • Indian Rupee (INR): 1
  • Japanese Yen (JPY): 95
  • Mexican Pesos (MXN): 1
  • Swedish Krona (SEK): 4
  • United States Dollars (USD): 53 057
• Payments Activity Indicator (sum of items 6.a through 6.m): 389 995

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Assets Under Custody

• Assets Under Custody Indicator: 0.7.a.

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Underwritten Transactions in Debt and Equity Markets

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

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Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through a Central Counterparty: 204 299
  • OTC Derivatives Settled Bilaterally: 77 583
  • OTC Derivatives Indicator (sum of items 9.a and 9.b): 281 882

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Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 58
• Available-for-Sale Securities (AFS): 13 236
• Level 1 Assets (HFT and AFS): 11 275
• Level 2 Assets (HFT and AFS with Haircuts): 1 226
• Trading and AFS Securities Indicator (sum of 10.a and 10.b, minus 10.c and 10.d): 794

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Level 3 Assets

• Level 3 Assets Indicator (Assets valued using Level 3 measurement inputs): 191

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Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 5 882
• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 1 961
  • Foreign Liabilities to Related Offices: 0
• Local Liabilities in Local Currency (excluding derivatives activity): 0
• Cross-Jurisdictional Liabilities Indicator (sum of items 13.a and 13.b, minus 13.a.(1)): 1 961