EBA欧洲银行-Santander-2018_2页_182kb

报告摘要

Bank Name: Banco Santander
Country Code: ES (Spain)
Reporting Date: 2018-12-31
Reporting Currency: EUR
Euro Conversion Rate: 1
Submission Date: 2019-07-12
Reporting Unit: 1 000 000
Accounting Standard: IFRS
Date of Public Disclosure: 2019-04-26
Language of Public Disclosure: Spanish
Web Address of Public Disclosure: https://www.santander.com/csgs/Satellite/CFWCSancomQP0

The total exposures indicator is calculated based on the sum of the following components:

Derivatives:
- Counterparty exposure: 12,659
- Capped notional amount of credit derivatives: 1,320
- Potential future exposure: 28,352
Securities Financing Transactions (SFTs):
- Adjusted gross value: 76,423
- Counterparty exposure: 2,666
Other Assets: 1,291,768
Off-Balance Sheet Items (Gross Notional Amount):
- 0% CCF: 91,575
- 20% CCF: 73,368
- 50% CCF: 107,326
- 100% CCF: 32,409
Regulatory Adjustments: 35,056

Total Exposures Indicator: 1,523,092.14

Funds deposited with or lent to other financial institutions: 39,598
- Certificates of deposit: 0
Unused portion of committed lines extended to other financial institutions: 13,157
Holdings of securities issued by other financial institutions:
- Secured debt securities: 470
- Senior unsecured debt securities: 15,661
- Subordinated debt securities: 421
- Commercial paper: 0
- Equity securities: 5,691
- Offsetting short positions in relation to equity securities: 1,500
Net positive current exposure of SFTs: 1,523
OTC derivatives with net positive fair value:
- Net positive fair value: 2,508
- Potential future exposure: 7,598

Intra-Financial System Assets Indicator: 85,126

Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 59,000
- Deposits due to non-depository financial institutions: 55,321
- Loans obtained from other financial institutions: 0
Unused portion of committed lines obtained from other financial institutions: 9,944
Net negative current exposure of SFTs: 5,503
OTC derivatives with net negative fair value:
- Net negative fair value: 2,332
- Potential future exposure: 15,513

Intra-Financial System Liabilities Indicator: 147,612

Securities Outstanding Indicator: 289,326

Payments Activity Indicator: 11,748,003

Underwriting Activity Indicator: 54,228

OTC Derivatives Indicator: 5,786,567

Trading and AFS Securities Indicator: 15,502

Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 972,514

Foreign liabilities (excluding derivatives and local liabilities in local currency): 162,174
- Any foreign liabilities to related offices: 19,969
Local liabilities in local currency (excluding derivatives activity): 552,210

Cross-Jurisdictional Liabilities Indicator: 694,414