EBA欧洲银行-Swedbank-2015_2页_185kb

Swedbank General Bank Data Summary

General Information

Swedbank is a General Systemically Important Bank (GSIB) with the following general information:

• Country Code: SE
• Bank Name: Swedbank
• Reporting Date: 2015-12-31
• Reporting Currency: SEK (Swedish krona)
• Euro Conversion Rate: 0.108819849

The reporting institution provides additional details:

• Reporting Unit: 1,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2016-04-11
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.swedbank.se/cm-swedbank/investor-relations/finanziell-

Total Exposures

Swedbank's total exposures, as calculated before regulatory adjustments, include the following:

• Derivatives Counterparty Exposure: 44,108,461 SEK
• Potential Future Exposure of Derivatives: 29,181,049 SEK
• Securities Financing Transactions (SFTs) Adjusted Gross Value: 36,404,839 SEK
• SFTs Counterparty Exposure: 5,855,574 SEK
• Other Assets: 1,889,970,515 SEK

For off-balance sheet items, the gross notional amounts are categorized by credit conversion factors (CCF):

• 0% CCF: 27,026,764 SEK
• 20% CCF: 53,008,055 SEK
• 50% CCF: 179,924,117 SEK
• 100% CCF: 12,930,522 SEK

The Total Exposures Indicator is calculated as the sum of the above items with appropriate CCF multipliers and is 2,121,717,306 SEK.

Intra-Financial System Assets

Swedbank's intra-financial system assets include:

• Funds Deposited with or Lent to Other Financial Institutions:
  • Certificates of deposit: 44,999,998 SEK
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 5,974,219 SEK
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured debt securities: 8,781,294 SEK
  • Senior unsecured debt securities: 86,218,900 SEK
  • Subordinated debt securities: 167,809 SEK
  • Commercial paper: 338,065 SEK
  • Equity securities: 241,686 SEK
  • Offsetting short positions in equity securities: 99,108 SEK
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 26,887 SEK
• OTC Derivatives with Net Positive Fair Value:
  • Net positive fair value: 4,145,153 SEK
  • Potential future exposure: 15,989,993 SEK

The Intra-Financial System Assets Indicator is 181,686,466 SEK.

Intra-Financial System Liabilities

Swedbank's intra-financial system liabilities include:

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to depository institutions: 73,762,600 SEK
  • Deposits due to non-depository financial institutions: 66,969,620 SEK
  • Loans obtained from other financial institutions: 73,718,481 SEK
• Unused Portion of Committed Lines from Other Financial Institutions: 6,723 SEK
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 238,634 SEK
• OTC Derivatives with Net Negative Fair Value:
  • Net negative fair value: 4,737,817 SEK
  • Potential future exposure: 7,015,344 SEK

The Intra-Financial System Liabilities Indicator is 226,449,219 SEK.

Securities Outstanding

Swedbank's securities outstanding include:

• Secured Debt Securities: 553,554,600 SEK
• Senior Unsecured Debt Securities: 154,242,800 SEK
• Subordinated Debt Securities: 24,635,600 SEK
• Commercial Paper: 14,573,500 SEK
• Certificates of Deposit: 107,048,200 SEK
• Common Equity: 211,798,271 SEK
• Preferred Shares and Subordinated Funding: 0 SEK

The Securities Outstanding Indicator is 1,065,852,971 SEK.

Substitutability/Financial Institution Infrastructure Indicators

Swedbank's payments activity in the reporting year (excluding intragroup payments) includes:

• Australian Dollars (AUD): 52,360,998 SEK
• Brazilian Real (BRL): 299,797 SEK
• Canadian Dollars (CAD): 80,091,409 SEK
• Swiss Francs (CHF): 102,825,623 SEK
• Chinese Yuan (CNY): 147,779,086 SEK
• Euros (EUR): 6,578,817,094 SEK
• British Pounds (GBP): 566,744,318 SEK
• Hong Kong Dollars (HKD): 54,488,844 SEK
• Indian Rupee (INR): 335,963 SEK
• Japanese Yen (JPY): 105,732,731 SEK
• Swedish Krona (SEK): 10,935,703,052 SEK
• United States Dollars (USD): 9,882,838,674 SEK

The Payments Activity Indicator is 28,508,017,589 SEK.

Assets Under Custody

• Assets Under Custody Indicator: 1,385,872,106 SEK

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 4,781 SEK
• Debt Underwriting Activity: 0 SEK
• Underwriting Activity Indicator: 4,781 SEK

Complexity Indicators

• OTC Derivatives Cleared Through a Central Counterparty: 3,648,862,807 SEK
• OTC Derivatives Settled Bilaterally: 2,734,861,842 SEK
• OTC Derivatives Indicator: 6,383,724,649 SEK

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 171,710,966 SEK
• Available-for-Sale Securities (AFS): 67,843 SEK
• Level 1 Assets (HFT and AFS): 91,090,295 SEK
• Level 2 Assets (HFT and AFS with haircuts): 51,726,551 SEK
• Trading and AFS Securities Indicator: 28,961,963 SEK

Level 3 Assets

• Level 3 Assets Indicator: 185,054 SEK

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 123,057,340 SEK
• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 83,610,958 SEK
  • Foreign liabilities to related offices: 21,974,148 SEK
• Local Liabilities in Local Currency (excluding derivatives activity): 692,227,026 SEK
• Cross-Jurisdictional Liabilities Indicator: 753,863,836 SEK