EBA欧洲银行-Bayern-LB_2页_76kb

BayernLB General Bank Data Summary

Core Information

• Bank Name: BayernLB
• Country Code: DE
• Reporting Date: 2017-12-31
• Reporting Currency: EUR
• Submission Date: 2018-05-18
• Reporting Unit: 1,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2018-04-26
• Language of Public Disclosure: English
• Web Address of Public Disclosure: www.bayernlb.de/internet/media/de/ir/downloads/investor

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 3,739,788
• Potential Future Exposure of Derivatives Contracts: 4,143,496
• Adjusted Gross Value of SFTs: 3,282,923
• Counterparty Exposure of SFTs: 981,477
• Other Assets: 199,126,045
• Items subject to 0% CCF: 22,001,505
• Items subject to 20% CCF: 2,372,162
• Items subject to 50% CCF: 31,312,318
• Items subject to 100% CCF: 3,482,216
• Regulatory Adjustments: -394,897
• Total Exposures Indicator (Prior to regulatory adjustments): 233,086,687.74

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 29,026,920
• Unused portion of committed lines extended to other financial institutions: 6,971,247
• Secured Debt Securities: 6,474,898
• Senior Unsecured Debt Securities: 1,019,633
• Equity Securities: 790,822
• Offsetting short positions in equity securities: 179,240
• Net Positive Current Exposure of SFTs: 989,680
• Over-the-counter derivatives with net positive fair value: 1,989,389
• Potential Future Exposure of OTC derivatives: 2,670,658
• Intra-Financial System Assets Indicator: 49,754,007

Intra-Financial System Liabilities

• Deposits due to depository institutions: 52,694,281
• Deposits due to non-depository financial institutions: 28,676,834
• Unused portion of committed lines obtained from other financial institutions: 241,971
• Net Negative Current Exposure of SFTs: 4,734,521
• Over-the-counter derivatives with net negative fair value: 1,270,452
• Potential Future Exposure of OTC derivatives: 1,489,976
• Intra-Financial System Liabilities Indicator: 89,108,036

Securities Outstanding

• Secured Debt Securities: 15,360,175
• Senior Unsecured Debt Securities: 19,698,299
• Subordinated Debt Securities: 1,156,079
• Commercial Paper: 6,691,065
• Certificates of Deposit: 3,395,017
• Common Equity: 0
• Preferred Shares and Subordinated Funding: 0
• Securities Outstanding Indicator: 46,300,635

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • AUD: 3,639,119
  • BRL: 0
  • CAD: 38,662,467
  • CHF: 35,485,906
  • CNY: 10,100,855
  • EUR: 1,357,226,248
  • GBP: 118,952,590
  • HKD: 2,022,531
  • INR: 900
  • JPY: 7,043,006
  • MXN: 3,778,259
  • SEK: 4,858,612
  • USD: 474,918,253
• Payments Activity Indicator: 2,056,688,746

Assets Under Custody

• Assets Under Custody Indicator: 102,999,486

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0
• Debt Underwriting Activity: 8,140,899
• Underwriting Activity Indicator: 8,140,899

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC derivatives cleared through a central counterparty: 718,285,698
  • OTC derivatives settled bilaterally: 362,332,162
  • OTC Derivatives Indicator: 1,080,617,860

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 1,607,131
• Available-for-Sale Securities (AFS): 22,362,220
• Level 1 Assets (HFT and AFS): 13,021,804
• Level 2 Assets (HFT and AFS with haircuts): 6,481,168
• Trading and AFS Securities Indicator: 4,466,378

Level 3 Assets

• Level 3 Assets Indicator: 376,235

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 31,210,036
• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 14,758,695
• Foreign liabilities to related offices: 5,120,324
• Local liabilities in local currency (excluding derivatives activity): 3,249,075
• Cross-Jurisdictional Liabilities Indicator: 12,887,446