EBA欧洲银行-Nationwide-2014_2页_199kb

Nationwide Bank Summary

General Information

• Country Code: GB
• Bank Name: Nationwide
• Reporting Date: 2014-12-31
• Reporting Currency: GBP
• Euro Conversion Rate: 1.283861856
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2015-07-31
• Language of Public Disclosure: English
• Web Address of Public Disclosure: http://www.nationwide.co.uk/about/corporate-information/results-and-

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 2,360
• Gross Value of Securities Financing Transactions (SFTs): 0
• Counterparty Exposure of SFTs: 4,230
• Other Assets: 193,165
• Securities Received in SFTs Recognised as Assets: 0
• Total On-Balance-Sheet Items: 199,754
• Potential Future Exposure of Derivative Contracts: 1,458
• Notional Amount of Off-Balance-Sheet Items with 0% Credit Conversion Factor: 7,926
  • Unconditionally Cancellable Credit Card Commitments: 6,089
  • Other Unconditionally Cancellable Commitments: 1,837
• Notional Amount of Off-Balance-Sheet Items with 20% Credit Conversion Factor: 5,601
• Notional Amount of Off-Balance-Sheet Items with 50% Credit Conversion Factor: 9,552
• Notional Amount of Off-Balance-Sheet Items with 100% Credit Conversion Factor: 0
• Total Off-Balance-Sheet Items: 17,403
• Entities Consolidated for Accounting Purposes but Not for Risk-Based Regulatory Purposes:
  • On-Balance-Sheet Assets: 0
  • Potential Future Exposure of Derivatives Contracts: 0
  • Unconditionally Cancellable Commitments: 0
  • Other Off-Balance-Sheet Commitments: 0
  • Investment Value in Consolidated Entities: 0
• Regulatory Adjustments: 1,403
• Total Exposures Indicator: 215,754

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 952
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 298
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 1,024
  • Senior Unsecured Debt Securities: 19
  • Subordinated Debt Securities: 0
  • Commercial Paper: 0
  • Equity Securities: 0
  • Offsetting Short Positions in Relation to Equity Securities: 0
• Net Positive Current Exposure of Securities Financing Transactions with Other Financial Institutions: 0
• Over-the-Counter Derivatives with Other Financial Institutions that Have a Net Positive Fair Value:
  • Net Positive Fair Value: 247
  • Potential Future Exposure: 493
• Intra-Financial System Assets Indicator: 3,033

Intra-Financial System Liabilities

• Deposits Due to Depository Institutions: 2,151
• Deposits Due to Non-Depository Financial Institutions: 3,534
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 0
• Net Negative Current Exposure of Securities Financing Transactions with Other Financial Institutions: 55
• Over-the-Counter Derivatives with Other Financial Institutions that Have a Net Negative Fair Value:
  • Net Negative Fair Value: 138
  • Potential Future Exposure: 964
• Intra-Financial System Liabilities Indicator: 6,842

Securities Outstanding

• Secured Debt Securities: 15,814
• Senior Unsecured Debt Securities: 5,045
• Subordinated Debt Securities: 2,114
• Commercial Paper: 2,372
• Certificates of Deposit: 3,516
• Common Equity: 1,666
• Preferred Shares and Other Subordinated Funding: 0
• Securities Outstanding Indicator: 30,526

Payments Activity

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • Australian Dollars: 34
  • Brazilian Real: 0
  • Canadian Dollars: 20
  • Swiss Francs: 4
  • Chinese Yuan: 0
  • Euros: 25,573
  • British Pounds: 253,438
  • Hong Kong Dollars: 1
  • Indian Rupee: 1
  • Japanese Yen: 16
  • Swedish Krona: 43
  • United States Dollars: 38,647
• Payments Activity Indicator: 317,776

Assets Under Custody

• Assets Under Custody Indicator: 0

Underwritten Transactions

• Equity Underwriting Activity: 0
• Debt Underwriting Activity: 0
• Underwriting Activity Indicator: 0

Complexity Indicators

• Notional Amount of Over-the-Counter (OTC) Derivatives:
  • OTC Derivatives Cleared through a Central Counterparty: 565
  • OTC Derivatives Settled Bilaterally: 133,126
  • OTC Derivatives Indicator: 133,692

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 0
• Available-for-Sale Securities (AFS): 11,859
• Trading and AFS Securities that Meet the Definition of Level 1 Assets: 7,592
• Trading and AFS Securities that Meet the Definition of Level 2 Assets, with Haircuts: 1,459
• Trading and AFS Securities Indicator: 2,807

Level 3 Assets

• Level 3 Assets Indicator: 92

Cross-Jurisdictional Activity

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 6,094
• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 11,033
  • Any Foreign Liabilities to Related Offices Included in Item 13.a: 6,470
• Local Liabilities in Local Currency (excluding Derivatives Activity): 1,923
• Cross-Jurisdictional Liabilities Indicator: 6,485