EBA欧洲银行-Nordea-2018_2页_182kb

Nordea Bank Summary

Core Information

• Bank Name: Nordea
• Reporting Date: 2018-12-31
• Submission Date: 2019-06-19
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Public Disclosure Date: 2019-04-30
• Language of Public Disclosure: EN
• Web Address for Public Disclosure: www.nordea.com/gsib
• Reporting Unit: 1 000
• Accounting Standard: IFRS

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Size Indicator

The total exposures indicator is calculated based on various components:

• Derivatives:

  • Counterparty exposure of derivatives contracts: 6,316,443
  • Capped notional amount of credit derivatives: 5,152,018
  • Potential future exposure of derivative contracts: 22,240,019

• Securities Financing Transactions (SFTs):

  • Adjusted gross value of SFTs: 22,659,368
  • Counterparty exposure of SFTs: 323,313

• Other Assets: 440,487,458

• Gross Notional Amount of Off-Balance Sheet Items:

  • 0% CCF: 36,838,687
  • 20% CCF: 553,356
  • 50% CCF: 52,237,225
  • 100% CCF: 5,491,986

• Regulatory Adjustments: 4,420,550

• Total Exposures Indicator:

  • Total exposures prior to regulatory adjustments: 532,583,757.40

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions:

  • Certificates of deposit: 102,225

• Unused portion of committed lines extended to other financial institutions: 2,219,429

• Holdings of securities issued by other financial institutions:

  • Secured debt securities: 38,758,169
  • Senior unsecured debt securities: 1,737,796
  • Subordinated debt securities: 132,622
  • Commercial paper: 0
  • Equity securities: 790,967
  • Offsetting short positions in relation to equity securities: 241,491

• Net positive current exposure of SFTs with other financial institutions: 249,213

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

  • Net positive fair value: 1,136,233
  • Potential future exposure: 15,574,889

• Intra-Financial System Assets Indicator: 96,462,893

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:

  • Deposits due to depository institutions: 22,539,331
  • Deposits due to non-depository financial institutions: 20,944,480
  • Loans obtained from other financial institutions: 0

• Unused portion of committed lines obtained from other financial institutions: 89,165

• Net negative current exposure of SFTs with other financial institutions: 486,715

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

  • Net negative fair value: 853,771
  • Potential future exposure: 4,229,174

• Intra-Financial System Liabilities Indicator: 49,142,636

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Securities Outstanding

• Secured debt securities: 107,963,000

• Senior unsecured debt securities: 35,715,000

• Subordinated debt securities: 9,155,000

• Commercial paper: 17,078,272

• Certificates of deposit: 29,692,793

• Common equity: 29,564,649

• Preferred shares and other subordinated funding: 0

• Securities Outstanding Indicator: 229,168,714

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Substitutability/Financial Institution Infrastructure Indicators

Payments Activity (Reporting Year, Excluding Intragroup Payments)

• Australian dollars (AUD): 93,755,363

• Brazilian real (BRL): 0

• Canadian dollars (CAD): 141,777,286

• Swiss francs (CHF): 430,686,422

• Chinese yuan (CNY): 38,497,811

• Euros (EUR): 3,039,394,307

• British pounds (GBP): 1,154,159,633

• Hong Kong dollars (HKD): 24,573,566

• Indian rupee (INR): 228,735

• Japanese yen (JPY): 116,174,227

• Mexican pesos (MXN): 25,841,251

• Swedish krona (SEK): 2,159,596,117

• United States dollars (USD): 12,998,730,067

• Payments Activity Indicator: 20,223,414,785

Assets Under Custody Indicator: 743,000,000

Underwriting Activity

• Equity underwriting activity: 85,007
• Debt underwriting activity: 20,513,000
• Underwriting Activity Indicator: 20,598,007

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Complexity Indicators

Notional Amount of OTC Derivatives

• OTC derivatives cleared through a central counterparty: 4,460,778,802

• OTC derivatives settled bilaterally: 1,992,576,266

• OTC Derivatives Indicator: 6,453,355,068

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 45,658,683

• Available-for-sale securities (AFS): 33,569,151

• Level 1 assets (HFT and AFS): 52,078,869

• Level 2 assets (HFT and AFS with haircuts): 3,433,358

• Trading and AFS Securities Indicator: 23,715,607

Level 3 Assets Indicator: 2,191,937

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Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 371,220,881

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 97,198,325

• Any foreign liabilities to related offices included in item 13.a: 0

• Local liabilities in local currency (excluding derivatives activity): 103,525,041

• Cross-Jurisdictional Liabilities Indicator: 200,723,366