EBA欧洲银行-DNB_2页_76kb

报告摘要

DNB Summary

Core Content Overview

DNB (DnBNOR) is a global systemically important bank (GSIB) that reports its financial data in accordance with regulatory requirements. The summary below outlines key indicators related to the bank's size, interconnectedness, substitutability, complexity, and cross-jurisdictional activity.

General Information

Country Code: NO (Norway)
Bank Name: DnBNOR
Reporting Date: 2017-12-31
Reporting Currency: NOK (Norwegian Krone)
Submission Date: 2018-05-04
Reporting Unit: 1,000
Accounting Standard: IFRS (International Financial Reporting Standards)
Date of Public Disclosure: 2018-04-26
Language of Public Disclosure: English
Web Address of Public Disclosure: https://www.ir.dnb.no/capital-framework

Size Indicator

Counterparty Exposure of Derivatives Contracts: 19,096,478
Potential Future Exposure of Derivatives Contracts: 37,362,523
Adjusted Gross Value of SFTs: 248,523,246
Counterparty Exposure of SFTs: 3,416,114
Other Assets: 2,071,287,871
Items subject to different CCFs:
- 0% CCF: 5,826,927
- 20% CCF: 385,089,773
- 50% CCF: 279,336,582
- 100% CCF: 18,307,043
Regulatory Adjustments: -7,631,638
Total Exposures Indicator: 2,615,262,212.24

Interconnectedness Indicators

Intra-Financial System Assets

Funds deposited with or lent to other financial institutions:
- Certificates of deposit: 450,912
Unused portion of committed lines extended to other financial institutions: 24,242,714
Holdings of securities issued by other financial institutions:
- Secured debt securities: 66,781,032
- Senior unsecured debt securities: 5,511,431
- Subordinated debt securities: 5,775,884
- Commercial paper: 0
- Equity securities: 2,237,939
Net positive current exposure of SFTs: 1,869,645
Over-the-counter derivatives with net positive fair value:
- Net positive fair value: 2,102,701
- Potential future exposure: 10,170,709
Intra-Financial System Assets Indicator: 156,199,956

Intra-Financial System Liabilities

Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 174,928,225
- Deposits due to non-depository financial institutions: 70,820,569
Unused portion of committed lines obtained from other financial institutions: 0
Net negative current exposure of SFTs: 1,373,539
Over-the-counter derivatives with net negative fair value:
- Net negative fair value: 21,087,751
- Potential future exposure: 11,180,460
Intra-Financial System Liabilities Indicator: 279,390,544

Securities Outstanding

Secured debt securities: 519,769,442
Senior unsecured debt securities: 84,293,911
Subordinated debt securities: 29,258,174
Commercial paper: 158,674,805
Securities Outstanding Indicator: 791,996,332

Substitutability/Financial Institution Infrastructure Indicators

Payments made in the reporting year (excluding intragroup payments):
- Australian dollars (AUD): 0
- Brazilian real (BRL): 0
- Canadian dollars (CAD): 224,955,588
- Swiss francs (CHF): 669,470,010
- Chinese yuan (CNY): 6,166,433
- Euros (EUR): 57,885,361,803
- British pounds (GBP): 726,029,569
- Hong Kong dollars (HKD): 80,131,412
- Indian rupee (INR): 326,188
- Japanese yen (JPY): 349,484,523
- Mexican pesos (MXN): 4,779,570
- Swedish krona (SEK): 5,727,442,772
- United States dollars (USD): 76,294,189,037
Payments Activity Indicator: 142,150,873,622

Assets Under Custody

Assets under custody indicator: 1,444,000,000

Underwritten Transactions in Debt and Equity Markets

Equity underwriting activity: 2,265,400
Debt underwriting activity: 198,740,000
Underwriting Activity Indicator: 201,005,400

Complexity Indicators

Notional Amount of OTC Derivatives:
- OTC derivatives cleared through a central counterparty: 3,946,000
- OTC derivatives settled bilaterally: 4,870,970,000
OTC Derivatives Indicator: 4,874,916,000

Trading and Available-for-Sale Securities

Held-for-trading securities (HFT): 187,591,632
Available-for-sale securities (AFS): 80,712,368
Trading and AFS securities that meet the definition of Level 1 assets: 212,064,196
Trading and AFS securities that meet the definition of Level 2 assets, with haircuts: 19,452,223
Trading and AFS Securities Indicator: 36,787,581

Level 3 Assets

Level 3 Assets Indicator: 58,391,000

Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 995,885,000

Cross-Jurisdictional Liabilities

Foreign liabilities (excluding derivatives and local liabilities in local currency): 842,661,790
- Foreign liabilities to related offices: 384,339,209
Local liabilities in local currency (excluding derivatives activity): 223,034,000
Cross-Jurisdictional Liabilities Indicator: 681,356,581