EBA欧洲银行-Barclays-2015_2页_185kb

报告摘要

Reporting Institution: Barclays
Reporting Date: 2015-12-31
Reporting Currency: GBP (British Pounds)
Euro Conversion Rate: 1.362490633
Public Disclosure Date: 2016-04-30
Language of Public Disclosure: English
Web Address of Public Disclosure: https://www.home.barclays/content/dam/barclayspublic/docs/Investor
Reporting Unit: 1,000,000
Accounting Standard: IFRS (International Financial Reporting Standards)

The total exposures indicator is calculated as follows:

Derivatives Counterparty Exposure: 34,477
Capped Notional Amount of Credit Derivatives: 15,489
Potential Future Exposure of Derivatives: 128,641
Securities Financing Transactions (SFTs) Adjusted Gross Value: 78,158
SFTs Counterparty Exposure: 15,184
Other Assets: 659,224
Gross Notional Amount of Off-Balance Sheet Items:
- 0% CCF: 139,351
- 20% CCF: 22,904
- 50% CCF: 134,056
- 100% CCF: 25,223

Total Exposures Indicator (Prior to Regulatory Adjustments): 1,041,939

Funds Deposited with Other Financial Institutions:
- Certificates of Deposit: 598
Unused Portion of Committed Lines to Other Financial Institutions: 30,190
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 6,171
- Senior Unsecured Debt Securities: 11,798
- Subordinated Debt Securities: 368
- Commercial Paper: 27
- Equity Securities: 9,908
- Offsetting Short Positions in Equity Securities: 0
Net Positive Current Exposure of SFTs with Other Financial Institutions: 10,394
OTC Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 9,047
- Potential Future Exposure: 49,973

Intra-Financial System Assets Indicator: 170,363

Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits due to Depository Institutions: 11,133
- Deposits due to Non-Depository Financial Institutions: 69,438
- Loans from Other Financial Institutions: 0
Unused Portion of Committed Lines from Other Financial Institutions: 0
Net Negative Current Exposure of SFTs with Other Financial Institutions: 13,650
OTC Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 16,270
- Potential Future Exposure: 52,285

Intra-Financial System Liabilities Indicator: 162,776

Securities Outstanding Indicator: 164,976

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- AUD: 641,665
- BRL: 2,549
- CAD: 536,295
- CHF: 659,369
- CNY: 627,406
- EUR: 2,571,404
- GBP: 6,116,028
- HKD: 989,436
- INR: 8,201
- JPY: 8,043,621
- SEK: 212,265
- USD: 9,973,348

Payments Activity Indicator: 30,381,587

Notional Amount of OTC Derivatives:
- Cleared through Central Counterparty: 11,976,321
- Bilaterally Settled: 11,746,515
OTC Derivatives Indicator: 23,722,836

Trading and AFS Securities Indicator: 52,166

Cross-Jurisdictional Claims Indicator: 462,109
Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 533,530
- Foreign Liabilities to Related Offices: 255,262
Local Liabilities in Local Currency (Excluding Derivatives Activity): 149,230
Cross-Jurisdictional Liabilities Indicator: 427,498

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