EBA欧洲银行-Standard-Chartered-2016_2页_173kb

General Bank Data Summary

Core Information

Total Exposures

• Counterparty exposure of derivatives contracts: 17,164
• Capped notional amount of credit derivatives: 7,311
• Potential future exposure of derivative contracts: 49,607
• Adjusted gross value of SFTs: 44,916
• Counterparty exposure of SFTs: 10,412
• Other assets: 534,375
• Items subject to a 0% credit conversion factor (CCF): 120,765
• Items subject to a 20% CCF: 19,454
• Items subject to a 50% CCF: 62,531
• Items subject to a 100% CCF: 13,303
• Regulatory adjustments: 6,387
• Total Exposures Indicator (prior to regulatory adjustments): 724,320

Interconnectedness Indicators

• Funds deposited with or lent to other financial institutions: 62,942
  • Certificates of deposit: 6,171
• Unused portion of committed lines extended to other financial institutions: 9,386
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 5,007
  • Senior unsecured debt securities: 16,288
  • Subordinated debt securities: 1,217
  • Commercial paper: 0
  • Equity securities: 3,360
  • Offsetting short positions in relation to equity securities: 857
• Net positive current exposure of SFTs with other financial institutions (revised): 7,131
• Over-the-counter derivatives with other financial institutions that have a net positive fair value:
  • Net positive fair value: 12,054
  • Potential future exposure: 15,088
• Intra-financial system assets indicator: 131,615

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 42,662
  • Deposits due to non-depository financial institutions: 86,369
  • Loans obtained from other financial institutions: 0
• Unused portion of committed lines obtained from other financial institutions: 6,894
• Net negative current exposure of SFTs with other financial institutions (revised): 2,279
• Over-the-counter derivatives with other financial institutions that have a net negative fair value:
  • Net negative fair value: 13,949
  • Potential future exposure: 10,375
• Intra-financial system liabilities indicator: 162,529

Securities Outstanding

• Secured debt securities: 0
• Senior unsecured debt securities: 19,591
• Subordinated debt securities: 20,009
• Commercial paper: 16,748
• Certificates of deposit: 15,064
• Common equity: 28,434
• Preferred shares and other subordinated funding: 6,730
• Securities outstanding indicator: 106,575

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • Australian dollars (AUD): 210,202
  • Brazilian real (BRL): 55,218
  • Canadian dollars (CAD): 206,411
  • Swiss francs (CHF): 67,250
  • Chinese yuan (CNY): 4,468,243
  • Euros (EUR): 2,332,307
  • British pounds (GBP): 1,007,305
  • Hong Kong dollars (HKD): 3,277,128
  • Indian rupee (INR): 486,321
  • Japanese yen (JPY): 441,027
  • Swedish krona (SEK): 19,493
  • United States dollars (USD): 15,696,465
• Payments activity indicator: 28,267,370

Assets Under Custody

• Assets under custody indicator: 862,906

Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: 219
• Debt underwriting activity: 32,034
• Underwriting activity indicator: 32,254

Complexity Indicators

• Notional amount of OTC derivatives:
  • OTC derivatives cleared through a central counterparty: 1,589,356
  • OTC derivatives settled bilaterally: 4,011,004
• OTC derivatives indicator: 5,600,360

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 14,964
• Available-for-sale securities (AFS): 107,477
• Trading and AFS securities that meet the definition of Level 1 assets: 68,464
• Trading and AFS securities that meet the definition of Level 2 assets, with haircuts: 6,487
• Trading and AFS securities indicator: 47,491

Level 3 Assets

• Level 3 assets indicator (Assets valued using Level 3 measurement inputs): 2,286

Cross-Jurisdictional Activity Indicators

• Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 472,386
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 359,687
  • Any foreign liabilities to related offices included in item 13.a: 22,913
• Local liabilities in local currency (excluding derivatives activity): 167,503
• Cross-jurisdictional liabilities indicator: 504,277