EBA欧洲银行-Santander-2015_2页_185kb

Santander General Bank Data Summary

Core Information

Santander is a General Systemically Important Bank (GSIB) based in Spain, with the following general information:

• Country code: ES
• Bank name: Santander
• Reporting date: 2015-12-31
• Reporting currency: EUR
• Euro conversion rate: 1

The bank provided its data in accordance with IFRS (International Financial Reporting Standards), and the public disclosure was made on 2016-04-29 in Spanish. The disclosure can be accessed at the following web address:

• Web address: http://www.santander.com/csgs/Satellite/CFWCSancomOP01/es_ES/

Total Exposures

Santander's total exposures, prior to regulatory adjustments, are calculated as follows:

• Derivatives:

  • Counterparty exposure: 13,617 EUR
  • Capped notional amount of credit derivatives: 2,623 EUR
  • Potential future exposure: 17,888 EUR

• Securities financing transactions (SFTs):

  • Adjusted gross value: 51,738 EUR
  • Counterparty exposure: 14,958 EUR

• Other assets: 1,177,509 EUR

• Off-balance sheet items (with credit conversion factors):

  • 0% CCF: 71,181 EUR
  • 20% CCF: 41,832 EUR
  • 50% CCF: 101,385 EUR
  • 100% CCF: 47,772 EUR

Total exposures indicator: 1,392,282 EUR

Intra-Financial System Assets

Santander's intra-financial system assets include:

• Funds deposited with or lent to other financial institutions:

  • Certificates of deposit: 0 EUR

• Unused portion of committed lines extended to other financial institutions: 12,892 EUR

• Holdings of securities issued by other financial institutions:

  • Secured debt securities: 4,192 EUR
  • Senior unsecured debt securities: 27,557 EUR
  • Subordinated debt securities: 756 EUR
  • Commercial paper: 0 EUR
  • Equity securities: 5,463 EUR
  • Offsetting short positions: 0 EUR

• Net positive current exposure of SFTs: 3,752 EUR

• Over-the-counter derivatives with net positive fair value:

  • Net positive fair value: 254 EUR
  • Potential future exposure: 6,434 EUR

Intra-financial system assets indicator: 95,917 EUR

Intra-Financial System Liabilities

Santander's intra-financial system liabilities include:

• Funds deposited by or borrowed from other financial institutions:

  • Deposits due to depository institutions: 73,363 EUR
  • Deposits due to non-depository financial institutions: 56,561 EUR
  • Loans obtained from other financial institutions: 0 EUR

• Unused portion of committed lines obtained from other financial institutions: 5,051 EUR

• Net negative current exposure of SFTs: 1,231 EUR

• Over-the-counter derivatives with net negative fair value:

  • Net negative fair value: 475 EUR
  • Potential future exposure: 18,869 EUR

Intra-financial system liabilities indicator: 155,550 EUR

Securities Outstanding

Santander's securities outstanding include:

• Secured debt securities: 94,074 EUR
• Senior unsecured debt securities: 98,925 EUR
• Subordinated debt securities: 20,725 EUR
• Commercial paper: 16,183 EUR
• Certificates of deposit: 448 EUR
• Common equity: 74,678 EUR
• Preferred shares and other subordinated funding: 449 EUR

Securities outstanding indicator: 305,482 EUR

Substitutability/Financial Institution Infrastructure Indicators

Santander's payments activity across various currencies in the reporting year (excluding intragroup payments) includes:

• AUD: 21,580 EUR
• BRL: 268,185 EUR
• CAD: 33,806 EUR
• CHF: 73,847 EUR
• CNY: 25,288 EUR
• EUR: 3,500,952 EUR
• GBP: 820,577 EUR
• HKD: 107,585 EUR
• INR: 33 EUR
• JPY: 80,168 EUR
• SEK: 8,834 EUR
• USD: 4,353,381 EUR

Payments activity indicator: 9,294,235 EUR

Assets Under Custody

• Assets under custody indicator: 900,911 EUR

Underwritten Transactions

• Equity underwriting activity: 2,135 EUR
• Debt underwriting activity: 27,757 EUR

Underwriting activity indicator: 29,892 EUR

Complexity Indicators

• OTC derivatives cleared through a central counterparty: 2,032,512 EUR
• OTC derivatives settled bilaterally: 2,300,060 EUR

OTC derivatives indicator: 4,332,572 EUR

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 62,133 EUR
• Available-for-sale securities (AFS): 110,844 EUR
• Level 1 assets: 114,232 EUR
• Level 2 assets with haircuts: 24,347 EUR

Trading and AFS securities indicator: 34,398 EUR

Level 3 Assets

• Level 3 assets indicator: 2,396 EUR

Cross-Jurisdictional Activity Indicators

• Cross-jurisdictional claims indicator: 898,638 EUR
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 233,928 EUR
  • Foreign liabilities to related offices: 41,037 EUR
• Local liabilities in local currency (excluding derivatives activity): 625,724 EUR

Cross-jurisdictional liabilities indicator: 818,615 EUR