EBA欧洲银行-Swedbank-2018_2页_182kb

Swedbank Financial Indicators Summary

General Information

• Country Code: SE
• Bank Name: Swedbank
• Reporting Date: 2018-12-31
• Reporting Currency: SEK
• Euro Conversion Rate: 0.09751531
• Submission Date: 2019-04-03
• Reporting Unit: 1 000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-04-30
• Language of Public Disclosure: English
• Web Address: https://www.swedbank.com/investor-relations/reports-and-pre

Size Indicator

• Counterparty Exposure of Derivatives Contracts: 24,743,605
• Adjusted Gross Value of SFTs: 93,583,050
• Counterparty Exposure of SFTs: 4,225,631
• Other Assets: 1,972,144,656
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 27,505,950
  • 20% CCF: 84,269,200
  • 50% CCF: 197,893,328
  • 100% CCF: 15,684,317
• Regulatory Adjustments: 17,908,786
• Total Exposures Indicator (Total exposures prior to regulatory adjustments): 2,259,545,989.00

Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 44,069,754
• Unused portion of committed lines extended to other financial institutions: 4,637,285
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 9,720,736
  • Senior unsecured debt securities: 12,696,889
  • Subordinated debt securities: 171,479
  • Commercial paper: 2,516,126
  • Equity securities: 111,367
  • Offsetting short positions in relation to equity securities: 9,165
• Net positive current exposure of SFTs with other financial institutions: 206,954
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 1,268,010
  • Potential future exposure: 14,822,075
• Intra-Financial System Assets Indicator: 90,211,510

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 39,226,445
  • Deposits due to non-depository financial institutions: 88,663,032
  • Loans obtained from other financial institutions: 92,463
• Unused portion of committed lines obtained from other financial institutions: 0
• Net negative current exposure of SFTs with other financial institutions: 75,215
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 3,148,716
  • Potential future exposure: 3,471,294
• Intra-Financial System Liabilities Indicator: 134,677,165

Securities Outstanding

• Secured debt securities: 497,935,643
• Senior unsecured debt securities: 164,240,649
• Subordinated debt securities: 34,184,383
• Commercial paper: 10,746,077
• Certificates of deposit: 131,438,086
• Common equity: 229,905,213
• Preferred shares and other subordinated funding: 0
• Securities Outstanding Indicator: 1,068,450,051

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • AUD: 63,799,977
  • CAD: 133,918,413
  • CHF: 169,647,336
  • CNY: 57,764,450
  • EUR: 8,153,502,985
  • GBP: 664,675,073
  • HKD: 63,729,523
  • INR: 80,826
  • JPY: 107,027,247
  • MXN: 4,579,184
  • SEK: 13,168,188,623
  • USD: 53,614,606,825
• Payments Activity Indicator: 76,201,520,463

Assets Under Custody

• Assets Under Custody Indicator: 1,838,491,453

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0
• Debt Underwriting Activity: 0
• Underwriting Activity Indicator: 0

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC derivatives cleared through a central counterparty: 3,037,620,605
  • OTC derivatives settled bilaterally: 3,901,186,874
• OTC Derivatives Indicator: 6,938,807,479

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 75,156,067
• Available-for-sale securities (AFS): 0
• Trading and AFS securities that meet the definition of Level 1 assets: 24,055,899
• Trading and AFS securities that meet the definition of Level 2 assets, with haircuts: 29,052,010
• Trading and AFS Securities Indicator: 22,048,158

Level 3 Assets

• Level 3 Assets Indicator: 1,183,757

Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-Jurisdictional Claims Indicator: 448,895,202

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 109,493,126
• Any foreign liabilities to related offices included in item 13.a: 49,529,932
• Local liabilities in local currency (excluding derivatives activity): 303,318,237
• Cross-Jurisdictional Liabilities Indicator: 363,281,431