EBA欧洲银行-Lloyds-2013_2页_351kb
报告摘要
General Bank Data Summary
Core Content Overview
The document presents a comprehensive set of financial indicators and data related to a bank, specifically Lloyds, operating in the United Kingdom (UK). The data includes information on exposures, interconnectedness, securities, and cross-jurisdictional activities, all structured according to regulatory reporting standards.
Section 1: General Information
Key Details:
- Country Code: UK (1.a.(1))
- Bank Name: Lloyds (1.a.(2))
- Reporting Date: 31/12/2013 (1.b.(1))
- Reporting Currency: GBP (1.b.(2))
- Euro Conversion Rate: 1.1995 (1.b.(3))
- Reporting Unit: 1,000,000 (1.b.(4))
- Accounting Standard: IFRS (1.b.(5))
- Location of Public Disclosure: http://www.lloydsbankinggroup.com/investors/financial-performance/lloyds-banking-group/
Section 2: Total Exposures
Summary of Exposures:
- Counterparty Exposure of Derivatives Contracts (Method 1): 12,187
- Gross Value of Securities Financing Transactions (SFTs): 34,162
- Counterparty Exposure of SFTs: 6,700
- Other Assets: 629,688
- Total On-Balance Sheet Items: 682,737 (sum of 2.a, 2.b, 2.c, and 2.d, minus 2.d.(1))
- Potential Future Exposure of Derivatives Contracts (Method 1): 12,411
- Notional Amount of Off-Balance Sheet Items with 0% CCF:
- Unconditionally cancellable credit card commitments: 33,401
- Other unconditionally cancellable commitments: 14,490
- Notional Amount of Off-Balance Sheet Items with 20% CCF: 5,977
- Notional Amount of Off-Balance Sheet Items with 50% CCF: 38,318
- Notional Amount of Off-Balance Sheet Items with 100% CCF: 30,844
- Total Off-Balance Sheet Items: 92,339 (sum of 2.f, 2.g, and 2.h through 2.j, minus 0.9 times sum of 2.g.(1) and 2.g.(2))
- Entities Consolidated for Accounting Purposes but Not for Risk-Based Regulatory Purposes:
- On-Balance Sheet Assets: 72,256
- Potential Future Exposure of Derivatives Contracts: 0
- Unconditionally Cancellable Commitments: 0
- Other Off-Balance Sheet Commitments: 0
- Investment Value in Consolidated Entities: 2,685
- Regulatory Adjustments: 11,555
- Total Exposures Indicator: 833,092 (sum of 2.e, 2.f, 2.l.(1), 2.l.(2), 0.1 times 2.l.(3), 2.l.(4), minus 2.l.(5) and 2.m)
Section 3: Intra-Financial System Assets
Summary of Intra-Financial System Assets:
- Funds Deposited with or Lent to Other Financial Institutions: 5,075
- Certificates of deposit: 1,699
- Undrawn Committed Lines Extended to Other Financial Institutions: 10,573
- Holdings of Securities Issued by Other Financial Institutions:
- Secured debt securities: 1,527
- Senior unsecured debt securities: 1,667
- Subordinated debt securities: 1,692
- Net Positive Current Exposure of SFTs with Other Financial Institutions: 821
- OTC Derivatives with Net Positive Fair Value:
- Net Positive Fair Value (including collateral): 15,028
- Potential Future Exposure: 38,757
- Intra-Financial System Assets Indicator: Sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6)
Section 4: Intra-Financial System Liabilities
Summary of Intra-Financial System Liabilities:
- Deposits Due to Depository Institutions: 12,108
- Deposits Due to Non-Depository Financial Institutions: 15,931
- Undrawn Committed Lines Obtained from Other Financial Institutions: 0
- Net Negative Current Exposure of SFTs with Other Financial Institutions: 152
- OTC Derivatives with Net Negative Fair Value:
- Net Negative Fair Value (including collateral): 759
- Potential Future Exposure: 6,616
- Intra-Financial System Liabilities Indicator: Sum of items 4.a through 4.e.(2)
Section 5: Securities Outstanding
Summary of Securities Outstanding:
- Secured Debt Securities: 52,480
- Senior Unsecured Debt Securities: 23,921
- Subordinated Debt Securities: 32,312
- Commercial Paper: 1,835
- Certificates of Deposit: 8,866
- Common Equity: 56,295
- Preferred Shares and Subordinated Funding: 0
- Securities Outstanding Indicator: 175,709 (sum of items 5.a through 5.g)
Section 6: Payments Made in the Reporting Year (Excluding Intragroup Payments)
Summary of Payments by Currency:
- Australian Dollars (AUD): 491,278
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 275,188
- Swiss Francs (CHF): 1,880,823
- Chinese Yuan (CNY): 14,890
- Euros (EUR): 5,662,936
- British Pounds (GBP): 5,037,068
- Hong Kong Dollars (HKD): 145,027
- Indian Rupees (INR): 8,448
- Japanese Yen (JPY): 11,563,136
- Swedish Krona (SEK): 1,210,372
- United States Dollars (USD): 23,484,613
- Payments Activity Indicator: 26,851,492 (sum of items 6.a through 6.l)
Section 7: Assets Under Custody
- Assets Under Custody Indicator: 10,176
Section 8: Underwritten Transactions in Debt and Equity Markets
- Equity Underwriting Activity: 0
- Debt Underwriting Activity: 10,155
- Underwriting Activity Indicator: 10,155 (sum of items 8.a and 8.b)
Section 9: Notional Amount of Over-the-Counter (OTC) Derivatives
- OTC Derivatives Cleared through Central Counterparty: 3,897,247
- OTC Derivatives Settled Bilaterally: 1,342,477
- OTC Derivatives Indicator: 5,239,725 (sum of 9.a and 9.b)
Section 10: Trading and Available-for-Sale Securities
- Held-for-Trading Securities (HFT): 7,930
- Available-for-Sale Securities (AFS): 45,622
- Level 1 Assets (Trading and AFS): 43,376
- Level 2 Assets (Trading and AFS with Haircuts): 637
- Trading and AFS Securities Indicator: 9,539 (sum of 10.a and 10.b, minus 10.c and 10.d)
Section 11: Level 3 Assets
- Level 3 Assets Indicator: 7,700
Section 12: Cross-Jurisdictional Claims
- Foreign Claims on an Ultimate Risk Basis (Excluding Derivatives): 67,241
- Cross-Jurisdictional Claims Indicator: 67,241 (item 12.a)
Section 13: Cross-Jurisdictional Liabilities
- Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 127,985
- Foreign liabilities to related offices: 22,050
- Local Liabilities in Local Currency (Excluding Derivatives): 7,980
- Cross-Jurisdictional Liabilities Indicator: 113,915 (sum of 13.a and 13.b, minus 13.a.(1))
Summary of Key Indicators
| Indicator | Value |
|---|---|
| Total Exposures Indicator | 833,092 |
| Intra-Financial System Assets Indicator | N/A (calculated from items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6)) |
| Intra-Financial System Liabilities Indicator | 35,566 |
| Securities Outstanding Indicator | 175,709 |
| Payments Activity Indicator | 26,851,492 |
| Cross-Jurisdictional Claims Indicator | 67,241 |
| Cross-Jurisdictional Liabilities Indicator | 113,915 |
| Level 3 Assets Indicator | 7,700 |
| OTC Derivatives Indicator | 5,239,725 |
| Underwriting Activity Indicator | 10,155 |
| Assets Under Custody Indicator | 10,176 |
This summary provides an overview of the bank's financial exposure, interconnectedness, and cross-jurisdictional activities, based on the data provided.
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