EBA欧洲银行-SEB-2016_2页_173kb

报告摘要

Country Code: SE
Bank Name: SEB
Reporting Date: 2016-12-31
Reporting Currency: SEK
Submission Date: 2017-04-07
Reporting Unit: 1,000
Accounting Standard: IFRS
Date of Public Disclosure: 2017-04-28
Language of Public Disclosure: English
Web Address: http://sebgroup.com/investor-relations/financial-statistics/g-s

Counterparty Exposure of Derivatives Contracts: 88,795,802
Capped Notional Amount of Credit Derivatives: 9,323,445
Potential Future Exposure of Derivative Contracts: 58,708,793
Adjusted Gross Value of SFTs: 86,212,984
Counterparty Exposure of SFTs: 8,125,545
Other Assets: 1,878,885,946
Gross Notional Amount of Off-Balance Sheet Items:
- 0% CCF: 32,548,756
- 20% CCF: 128,802,308
- 50% CCF: 460,910,625
- 100% CCF: 169,091,305
Regulatory Adjustments: 10,933,893
Total Exposures Indicator (Prior to Regulatory Adjustments): 2,558,614,470

Funds Deposited with or Lent to Other Financial Institutions: 68,002,592
Unused Portion of Committed Lines Extended to Other Financial Institutions: 20,521,218
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 53,023,782
- Senior Unsecured Debt Securities: 11,031,858
- Subordinated Debt Securities: 0
- Commercial Paper: 0
- Equity Securities: 41,034,867
- Offsetting Short Positions in Equity Securities: 10,071,636
Net Positive Current Exposure of SFTs with Other Financial Institutions (Revised): 27,491,825
Over-the-Counter Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 369,208
- Potential Future Exposure: 14,324,235
Intra-Financial System Assets Indicator: 225,727,947

Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits Due to Depository Institutions: 116,643,034
- Deposits Due to Non-Depository Financial Institutions: 202,005,245
- Loans Obtained from Other Financial Institutions: 0
Unused Portion of Committed Lines Obtained from Other Financial Institutions: 9,501,458
Net Negative Current Exposure of SFTs with Other Financial Institutions (Revised): 21,040,896
Over-the-Counter Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 3,150,568
- Potential Future Exposure: 12,106,701
Intra-Financial System Liabilities Indicator: 364,447,903

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- Australian Dollars (AUD): 203,073,622
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 284,177,428
- Swiss Francs (CHF): 439,945,904
- Chinese Yuan (CNY): 316,280,089
- Euros (EUR): 10,406,033,222
- British Pounds (GBP): 904,964,475
- Hong Kong Dollars (HKD): 140,198,414
- Indian Rupees (INR): 5,047,413
- Japanese Yen (JPY): 406,302,841
- Swedish Krona (SEK): 29,115,974,154
- United States Dollars (USD): 11,978,273,173
Payments Activity Indicator (Sum of 6.a through 6.i): 54,200,270,734

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared Through Central Counterparty: 5,717,610,954
- OTC Derivatives Settled Bilaterally: 12,383,605,010
- OTC Derivatives Indicator (Sum of 9.a and 9.b): 18,101,215,964

Held-for-Trading Securities (HFT): 162,515,615
Available-for-Sale Securities (AFS): 38,319,873
Trading and AFS Securities that Meet Level 1 Assets Definition: 57,060,193
Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 11,697,101
Trading and AFS Securities Indicator (Sum of 10.a and 10.b, minus 10.c and 10.d): 132,078,194

Level 3 Assets Indicator (Valued Using Level 3 Measurement Inputs): 2,436,542

Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 953,181,779
Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 1,700,037,798
- Foreign Liabilities to Related Offices: 279,466,157
Local Liabilities in Local Currency (Excluding Derivatives Activity): 164,656,400
Cross-Jurisdictional Liabilities Indicator (Sum of 13.a and 13.b, minus 13.a.(1)): 1,585,228,042

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