EBA欧洲银行-Bayern-LB-2014_2页_199kb

报告摘要

Counterparty Exposure of Derivatives Contracts: 18,241,797
Gross Value of Securities Financing Transactions (SFTs): 8,516,050
Counterparty Exposure of SFTs: 143,406
Other Assets: 200,847,705
Total On-Balance-Sheet Items: 227,748,958 (sum of a, b, c, d minus d.1)
Potential Future Exposure of Derivatives Contracts: 4,991,500
Notional Amount of Off-Balance-Sheet Items with 0% Credit Conversion Factor: 18,258,944
- Unconditionally Cancellable Credit Card Commitments: 8,852,093
- Other Unconditionally Cancellable Commitments: 6,343,095
Notional Amount of Off-Balance-Sheet Items with 20% Credit Conversion Factor: 2,981,536
Notional Amount of Off-Balance-Sheet Items with 50% Credit Conversion Factor: 29,567,990
Notional Amount of Off-Balance-Sheet Items with 100% Credit Conversion Factor: 6,158,285
Total Off-Balance-Sheet Items: 48,282,586 (sum of f, g, h through j minus 0.9 times g.1 and g.2)
Regulatory Adjustments: 776,774
Total Exposures Indicator: 275,254,770 (sum of e, k, l.1, l.2, 0.1 times l.3, l.4 minus l.5 and m)

Funds Deposited with or Lent to Other Financial Institutions: 39,838,377
Unused Portion of Committed Lines to Other Financial Institutions: 3,957,912
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 5,887,406
- Senior Unsecured Debt Securities: 8,811,993
- Subordinated Debt Securities: 20,451
- Commercial Paper: 0
- Equity Securities: 186,443
- Offsetting Short Positions in Equity Securities: 92,135
Net Positive Current Exposure of SFTs with Other Financial Institutions: 3,863,943
OTC Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 11,377,936
- Potential Future Exposure: 2,190,668
Intra-Financial System Assets Indicator: 76,042,994 (sum of a, b through c.5, d, e.1, e.2 minus c.6)

Deposits Due to Depository Institutions: 62,390,178
Deposits Due to Non-Depository Financial Institutions: 29,257,940
Unused Portion of Committed Lines from Other Financial Institutions: 50,000
Net Negative Current Exposure of SFTs with Other Financial Institutions: 5,444,724
OTC Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 11,810,734
- Potential Future Exposure: 1,855,952
Intra-Financial System Liabilities Indicator: 110,809,528 (sum of a through e.2)

Payments Made in the Reporting Year (excluding intragroup payments):
- Australian Dollars (AUD): 2,729,039
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 23,643,102
- Swiss Francs (CHF): 35,949,677
- Chinese Yuan (CNY): 320,685
- Euros (EUR): 1,407,115,134
- British Pounds (GBP): 226,391,491
- Hong Kong Dollars (HKD): 93,687
- Indian Rupee (INR): 21
- Japanese Yen (JPY): 88,705
- Swedish Krona (SEK): 1,453,811
- United States Dollars (USD): 376,309,417
Payments Activity Indicator: 2,074,094,770 (sum of 6.a through 6.l)

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared Through Central Counterparty: 503,661,317
- OTC Derivatives Settled Bilaterally: 1,047,351,948
OTC Derivatives Indicator: 1,551,013,265 (sum of 9.a and 9.b)

Held-for-Trading Securities (HFT): 3,017,233
Available-for-Sale Securities (AFS): 22,373,978
Trading and AFS Securities as Level 1 Assets: 16,485,567
Trading and AFS Securities as Level 2 Assets (with haircuts): 5,304,148
Trading and AFS Securities Indicator: 3,601,496 (sum of a and b minus c and d)

Level 3 Assets Indicator: 3,155,475 (assets valued using Level 3 measurement inputs)

Cross-Jurisdictional Claims Indicator: 36,192,726 (total foreign claims on an ultimate risk basis)
Foreign Liabilities (excluding derivatives and local liabilities in local currency): 22,604,112
- Foreign Liabilities to Related Offices: 4,374,929
Local Liabilities in Local Currency (excluding derivatives activity): 2,022,063
Cross-Jurisdictional Liabilities Indicator: 20,251,246 (sum of a and b minus a.1)

展开完整摘要

试读结束，高清完整版pdf/doc/ppt,请点下载