EBA欧洲银行-Nykredit-2018_2页_182kb

Nyckredit Summary

Core Information

• Bank Name: NykreditRealkredit
• Country Code: DK
• Reporting Date: 2018-12-31
• Submission Date: 2019-07-18
• Reporting Currency: DKK
• Euro Conversion Rate: 0.133917212
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-04-30
• Language of Public Disclosure: EN
• Web Address of Public Disclosure: https://www.nykredit.com/siteassets/ir/files/q-sib-assessment-i

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Size Indicator

• Counterparty Exposure of Derivatives Contracts: 14,661 DKK
• Adjusted Gross Value of SFTs: 46,204 DKK
• Counterparty Exposure of SFTs: 898 DKK
• Other Assets: 1,428,952 DKK
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 0 DKK
  • 20% CCF: 7,553 DKK
  • 50% CCF: 18,961 DKK
  • 100% CCF: 34,768 DKK
• Total Exposures Indicator (Prior to Regulatory Adjustments): 1,536,474.10 DKK

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 2,743 DKK
• Secured Debt Securities: 79,733 DKK
• Senior Unsecured Debt Securities: 1,149 DKK
• Subordinated Debt Securities: 1,794 DKK
• Equity Securities: 4,021 DKK
• Net Positive Current Exposure of SFTs: 98 DKK
• Net Positive Fair Value of OTC Derivatives: 690 DKK
• Potential Future Exposure of OTC Derivatives: 687 DKK
• Intra-Financial System Assets Indicator: 90,915 DKK

Intra-Financial System Liabilities

• Deposits due to depository institutions: 4,197 DKK
• Deposits due to non-depository financial institutions: 5,722 DKK
• Net Negative Current Exposure of SFTs: 5 DKK
• Net Negative Fair Value of OTC Derivatives: 493 DKK
• Potential Future Exposure of OTC Derivatives: 645 DKK
• Intra-Financial System Liabilities Indicator: 11,063 DKK

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Securities Outstanding

• Secured Debt Securities: 1,194,144 DKK
• Senior Unsecured Debt Securities: 3,740 DKK
• Subordinated Debt Securities: 11,011 DKK
• Commercial Paper: 5,585 DKK
• Certificates of Deposit: 7,092 DKK
• Securities Outstanding Indicator: 1,221,572 DKK

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Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in Reporting Year (Excluding Intragroup Payments):
  • AUD: 472 DKK
  • BRL: 0 DKK
  • CAD: 726 DKK
  • CHF: 9,859 DKK
  • CNY: 0 DKK
  • EUR: 647,999 DKK
  • GBP: 23,459 DKK
  • HKD: 1,018 DKK
  • INR: 1 DKK
  • JPY: 6,194 DKK
  • MXN: 112,518 DKK
  • SEK: 552,580 DKK
  • USD: 562,714 DKK
• Payments Activity Indicator: 1,917,539 DKK

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Assets Under Custody

• Assets Under Custody Indicator: 759,234 DKK

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Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0 DKK
• Debt Underwriting Activity: 1,173 DKK
• Underwriting Activity Indicator: 1,173 DKK

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Complexity Indicators

Notional Amount of Over-the-Counter (OTC) Derivatives

• OTC Derivatives Cleared Through Central Counterparty: 484,939 DKK
• OTC Derivatives Settled Bilaterally: 345,208 DKK
• OTC Derivatives Indicator: 830,147 DKK

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Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 99,881 DKK
• Available-for-Sale Securities (AFS): 0 DKK
• Level 1 Assets (HFT and AFS): 90,035 DKK
• Level 2 Assets (HFT and AFS with haircuts): 5,558 DKK
• Trading and AFS Securities Indicator: 4,288 DKK

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Level 3 Assets

• Level 3 Assets Indicator: 4,516 DKK

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Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 68,286 DKK

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Cross-Jurisdictional Liabilities

• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 36,375 DKK
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 0 DKK
• Cross-Jurisdictional Liabilities Indicator: 36,375 DKK