EBA欧洲银行-Sabadell_2页_76kb

报告摘要

Country Code: ES
Bank Name: Sabadell
Reporting Date: 2017-12-31
Reporting Currency: EUR
Submission Date: 2018-06-22
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.grubancsabadell.com/en/INFORMATION_ACC

Counterparty Exposure of Derivatives Contracts: 881,480
Capped Notional Amount of Credit Derivatives: 61,000
Potential Future Exposure of Derivatives Contracts: 909,224
Adjusted Gross Value of SFTs: 112,457
Counterparty Exposure of SFTs: 361,738
Other Assets: 213,087,175
Gross Notional Amount of Off-Balance Sheet Items:
- Items with 0% CCF: 8,625,364
- Items with 20% CCF: 12,633,903
- Items with 50% CCF: 7,732,229
- Items with 100% CCF: 3,830,558
Regulatory Adjustments: 2,970,511
Total Exposures Indicator (Prior to Regulatory Adjustments): 226,499,063.50

Funds Deposited with or Lent to Other Financial Institutions: 4,335,036
- Certificates of Deposit: 0
Unused Portion of Committed Lines Extended to Other Financial Institutions: 360,554
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 8,947
- Senior Unsecured Debt Securities: 560,498
- Subordinated Debt Securities: 1,501
- Commercial Paper: 0
- Equity Securities: 291,318
- Offsetting Short Positions in Equity Securities: 0
Net Positive Current Exposure of SFTs with Other Financial Institutions: 516,438
OTC Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 125,938
- Potential Future Exposure: 575,124
Intra-Financial System Assets Indicator: 6,775,354

Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits Due to Depository Institutions: 1,954,898
- Deposits Due to Non-Depository Financial Institutions: 12,730,262
- Loans Obtained from Other Financial Institutions: 249,487
Unused Portion of Committed Lines from Other Financial Institutions: 0
Net Negative Current Exposure of SFTs with Other Financial Institutions: 22,871
OTC Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 129,010
- Potential Future Exposure: 131,788
Intra-Financial System Liabilities Indicator: 15,218,316

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- Australian Dollars (AUD): 94,589
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 60,256
- Swiss Francs (CHF): 21,897
- Euros (EUR): 225,216,583
- British Pounds (GBP): 730,485
- Hong Kong Dollars (HKD): 3,234
- Indian Rupee (INR): 0
- Japanese Yen (JPY): 115,377
- Mexican Pesos (MXN): 238,755
- Swedish Krona (SEK): 34,163
- United States Dollars (USD): 13,425,698
Payments Activity Indicator: 239,967,671

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared through a Central Counterparty: 49,017,112
- OTC Derivatives Settled Bilaterally: 118,219,293
- OTC Derivatives Indicator (Total): 167,236,405

Held-for-Trading Securities (HFT): 131,761
Available-for-Sale Securities (AFS): 13,180,716
Trading and AFS Securities that Meet Level 1 Assets Definition: 12,051,952
Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 44,764
Trading and AFS Securities Indicator: 1,215,761

Cross-Jurisdictional Claims Indicator (Total Foreign Claims on Ultimate Risk Basis): 57,486,855
Cross-Jurisdictional Liabilities Indicator:
- Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 59,234,682
- Foreign Liabilities to Related Offices: 6,514,762
- Local Liabilities in Local Currency (Excluding Derivatives Activity): 5,116,814
- Total Cross-Jurisdictional Liabilities Indicator: 57,836,734