EBA欧洲银行-Barclays-2018_2页_182kb

Barclays Summary Report

Core Content Overview

This document provides detailed financial and operational data for Barclays, a Global Systemically Important Bank (GSIB), including exposure indicators, interconnectedness measures, and other financial metrics. The data is structured into several sections and includes amounts in GBP (British Pounds) with specific references to regulatory and accounting standards.

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General Information

• Country Code: GB (United Kingdom)
• Bank Name: Barclays
• Reporting Date: 2018-12-31
• Reporting Currency: GBP
• Euro Conversion Rate: 1.117905492
• Submission Date: 2019-05-03
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2019-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://home.barcays/investor-relations/reports-and-events/ant

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Total Exposures

• Counterparty exposure of derivatives contracts: £20,887 million
• Capped notional amount of credit derivatives: £19,031 million
• Potential future exposure of derivative contracts: £122,969 million
• Adjusted gross value of SFTs: £121,349 million
• Counterparty exposure of SFTs: £16,725 million
• Other assets: £745,717 million
• Items subject to a 0% CCF: £152,557 million
• Items subject to a 20% CCF: £28,663 million
• Items subject to a 50% CCF: £138,159 million
• Items subject to a 100% CCF: £18,198 million
• Regulatory adjustments: £12,425 million
• Total exposures indicator (prior to regulatory adjustments): £1,154,943.80 million

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: £31,310 million
  • Certificates of deposit: £0 million
• Unused portion of committed lines extended to other financial institutions: £22,515 million
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: £5,121 million
  • Senior unsecured debt securities: £4,847 million
  • Subordinated debt securities: £624 million
  • Commercial paper: £249 million
  • Equity securities: £13,771 million
  • Offsetting short positions in equity securities: £0 million
• Net positive current exposure of SFTs: £12,419 million
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: £8,469 million
  • Potential future exposure: £49,965 million
• Intra-financial system assets indicator: £149,290 million

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: £9,953 million
  • Deposits due to non-depository financial institutions: £75,124 million
  • Loans obtained from other financial institutions: £0 million
• Unused portion of committed lines obtained from other financial institutions: £0 million
• Net negative current exposure of SFTs: £21,827 million
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: £10,339 million
  • Potential future exposure: £43,926 million
• Intra-financial system liabilities indicator: £161,169 million

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Securities Outstanding

• Secured debt securities: £15,518 million
• Senior unsecured debt securities: £83,116 million
• Subordinated debt securities: £20,558 million
• Commercial paper: £7,731 million
• Certificates of deposit: £15,669 million
• Common equity: £25,789 million
• Preferred shares and other subordinated funding: £10,650 million
• Securities outstanding indicator: £179,030 million

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Substitutability/Financial Institution Infrastructure Indicators

Payments Made in the Reporting Year (excluding intragroup payments)

• Australian dollars (AUD): £473,715 million
• Brazilian real (BRL): £1 million
• Canadian dollars (CAD): £940,574 million
• Swiss francs (CHF): £1,099,241 million
• Chinese yuan (CNY): £663,519 million
• Euros (EUR): £2,171,681 million
• British pounds (GBP): £11,382,217 million
• Hong Kong dollars (HKD): £793,979 million
• Indian rupee (INR): £17,130 million
• Japanese yen (JPY): £8,555,904 million
• Mexican pesos (MXN): £268,051 million
• Swedish krona (SEK): £367,584 million
• United States dollars (USD): £12,305,411 million
• Payments activity indicator: £39,039,007 million

Assets Under Custody

• Assets under custody indicator: £99,137 million

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Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: £14,178 million
• Debt underwriting activity: £203,406 million
• Underwriting activity indicator: £217,584 million

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Complexity Indicators

Notional Amount of OTC Derivatives

• OTC derivatives cleared through a central counterparty: £18,239,350 million
• OTC derivatives settled bilaterally: £10,157,631 million
• OTC derivatives indicator: £28,396,981 million

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): £126,223 million
• Available-for-sale securities (AFS): £52,257 million
• Level 1 assets (HFT and AFS): £88,967 million
• Level 2 assets (HFT and AFS with haircuts): £25,113 million
• Trading and AFS securities indicator: £64,401 million

Level 3 Assets

• Level 3 assets indicator: £18,922 million

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Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-jurisdictional claims indicator: £669,355 million

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): £641,137 million
  • Foreign liabilities to related offices: £268,092 million
• Local liabilities in local currency (excluding derivatives activity): £125,468 million
• Cross-jurisdictional liabilities indicator: £498,513 million

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Ancillary Data

The document includes ancillary data, though no specific details are provided in the text. It likely refers to additional supporting information or metadata used for regulatory reporting.