EBA欧洲银行-Lloyds-2016_2页_173kb

Lloyds Bank General Data Summary

Core Information

Total Exposures

• Counterparty exposure of derivatives contracts: 10,685
• Capped notional amount of credit derivatives: 699
• Potential future exposure of derivative contracts: 13,050
• Adjusted gross value of SFTs: 35,230
• Counterparty exposure of SFTs: 1,793
• Other assets: 623,206
• Items subject to a 0% CCF: 42,091
• Items subject to a 20% CCF: 13,088
• Items subject to a 50% CCF: 43,219
• Items subject to a 100% CCF: 31,437
• Regulatory adjustments: 15,606
• Total exposures indicator: 744,536 (calculated as sum of items 2.a.(1) through 2.c, 0.1 times 2.d.(1), 0.2 times 2.d.(2), 0.5 times 2.d.(3), and 2.d.(4))

Interconnectedness Indicators

• Funds deposited with or lent to other financial institutions: 18,351
  • Certificates of deposit: 386
• Unused portion of committed lines extended to other financial institutions: 16,131
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 2,365
  • Senior unsecured debt securities: 2,712
  • Subordinated debt securities: 2,900
  • Commercial paper: 0
  • Equity securities: 976
  • Offsetting short positions in relation to equity securities: 0
• Net positive current exposure of SFTs with other financial institutions (revised): 47
• Over-the-counter derivatives with other financial institutions that have a net positive fair value:
  • Net positive fair value: 1,849
  • Potential future exposure: 8,965
• Intra-financial system assets indicator: 54,296 (sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6))

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 8,412
  • Deposits due to non-depository financial institutions: 47,304
  • Loans obtained from other financial institutions: 7,279
• Unused portion of committed lines obtained from other financial institutions: 0
• Net negative current exposure of SFTs with other financial institutions (revised): 621
• Over-the-counter derivatives with other financial institutions that have a net negative fair value:
  • Net negative fair value: 1,776
  • Potential future exposure: 1,909
• Intra-financial system liabilities indicator: 67,301 (sum of items 4.a.(1) through 4.d.(2))

Securities Outstanding

• Secured debt securities: 30,521
• Senior unsecured debt securities: 37,024
• Subordinated debt securities: 18,035
• Commercial paper: 1,136
• Certificates of deposit: 8,077
• Common equity: 44,616
• Preferred shares and other subordinated funding: 5,355
• Securities outstanding indicator: 144,764 (sum of items 5.a through 5.g)

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • Australian dollars (AUD): 49,661
  • Brazilian real (BRL): 0
  • Canadian dollars (CAD): 43,322
  • Swiss francs (CHF): 30,007
  • Chinese yuan (CNY): 5,542
  • Euros (EUR): 5,474,818
  • British pounds (GBP): 3,625,573
  • Hong Kong dollars (HKD): 13,518
  • Indian rupee (INR): 92
  • Japanese yen (JPY): 31,089
  • Swedish krona (SEK): 18,886
  • United States dollars (USD): 9,837,035
• Payments activity indicator: 19,129,543 (sum of items 6.a through 6.i)

Assets Under Custody

• Assets under custody indicator: 11,287

Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: 0
• Debt underwriting activity: 27,028
• Underwriting activity indicator: 27,028 (sum of items 8.a and 8.b)

Complexity Indicators

• Notional amount of OTC derivatives:
  • OTC derivatives cleared through a central counterparty: 3,163,374
  • OTC derivatives settled bilaterally: 971,329
• OTC derivatives indicator: 4,134,703 (sum of items 9.a and 9.b)

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 12,168
• Available-for-sale securities (AFS): 56,522
• Trading and AFS securities that meet the definition of Level 1 assets: 52,767
• Trading and AFS securities that meet the definition of Level 2 assets, with haircuts: 2,610
• Trading and AFS securities indicator: 13,313 (sum of items 10.a and 10.b, minus the sum of 10.c and 10.d)

Level 3 Assets

• Level 3 assets indicator: 4,570 (assets valued for accounting purposes using Level 3 measurement inputs)

Cross-Jurisdictional Activity Indicators

• Cross-jurisdictional claims indicator: 55,050 (total foreign claims on an ultimate risk basis)
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 100,596
  • Any foreign liabilities to related offices included in item 13.a: 9,100
• Local liabilities in local currency (excluding derivatives activity): 10,310
• Cross-jurisdictional liabilities indicator: 101,806 (sum of items 13.a and 13.b, minus 13.a.(1))