EBA欧洲银行-NordLB-2015_2页_185kb

报告摘要

Bank Name: NordLB
Country Code: DE (Germany)
Reporting Date: 2015-12-31
Reporting Currency: EUR (Euro)
Euro Conversion Rate: 1
Reporting Unit: 1,000
Accounting Standard: IFRS (International Financial Reporting Standards)
Date of Public Disclosure: 2016-04-30
Language of Public Disclosure: German/English
Web Address of Public Disclosure: https://www.nordlb.de/die-nordlb/investor-relations/berichte/

Counterparty Exposure of Derivatives Contracts: 4,488,376
Capped Notional Amount of Credit Derivatives: 2,959,641
Potential Future Exposure of Derivative Contracts: 2,615,033
Adjusted Gross Value of SFTs (Securities Financing Transactions): 2,048,030
Counterparty Exposure of SFTs: 2,305,096
Other Assets: 167,883,994
Gross Notional Amount of Off-Balance Sheet Items:
- 0% CCF: 8,965,934
- 20% CCF: 765,561
- 50% CCF: 3,204,578
- 100% CCF: 9,855,717
Total Exposures Indicator (Prior to Regulatory Adjustments): 194,807,882

Intra-Financial System Assets:
- Funds deposited with or lent to other financial institutions: 29,937,911
  - Certificates of deposit: 22,964
- Unused portion of committed lines extended to other financial institutions: 5,545,640
- Holdings of securities issued by other financial institutions:
  - Secured debt securities: 3,034,120
  - Senior unsecured debt securities: 13,570,594
  - Subordinated debt securities: 482,794
  - Commercial paper: 0
  - Equity securities: 12,725
  - Offsetting short positions in equity securities: 0
- Net positive current exposure of SFTs: 0
- OTC derivatives with net positive fair value: 1,374,879
  - Potential future exposure: 443,022
- Intra-Financial System Assets Indicator: 54,401,684
Intra-Financial System Liabilities:
- Funds deposited by or borrowed from other financial institutions:
  - Deposits due to depository institutions: 41,298,885
  - Deposits due to non-depository financial institutions: 23,692,283
  - Loans obtained from other financial institutions: 0
- Unused portion of committed lines obtained from other financial institutions: 4,676,893
- Net negative current exposure of SFTs: 2,884,170
- OTC derivatives with net negative fair value: 3,054,157
  - Potential future exposure: 774,706
- Intra-Financial System Liabilities Indicator: 76,381,093

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- Australian Dollars (AUD): 1,649,659
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 15,240,098
- Swiss Francs (CHF): 5,894,986
- Chinese Yuan (CNY): 110,625
- Euros (EUR): 439,993,814
- British Pounds (GBP): 41,571,475
- Hong Kong Dollars (HKD): 1,121,815
- Indian Rupee (INR): 347,009
- Japanese Yen (JPY): 301,506,202
- Swedish Krona (SEK): 2,471,405
- United States Dollars (USD): 246,877,241
Payments Activity Indicator: 1,056,784,329

Notional Amount of OTC Derivatives:
- OTC derivatives cleared through a central counterparty: 132,039,590
- OTC derivatives settled bilaterally: 207,801,742
- OTC Derivatives Indicator: 339,841,332

Held-for-Trading Securities (HFT): 3,460,453
Available-for-Sale Securities (AFS): 30,074,184
Level 1 Assets:
- Trading and AFS securities that meet Level 1 definition: 23,829,678
Level 2 Assets:
- Trading and AFS securities that meet Level 2 definition (with haircuts): 3,087,651
Trading and AFS Securities Indicator: 6,617,308

Cross-Jurisdictional Claims Indicator: 49,460,349
Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 23,770,728
- Foreign liabilities to related offices: 3,555,203
Local Liabilities in Local Currency (Excluding Derivatives Activity): 22,418,328
Cross-Jurisdictional Liabilities Indicator: 42,633,852

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