EBA欧洲银行-Helaba-2013_2页_165kb

Helaba Bank Data Summary (Reporting Date: 31/12/2013)

1. General Information

• Country Code: DE (Germany)
• Bank Name: Helaba
• Reporting Date: 31/12/2013
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1.0000
• Reporting Unit: 1
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Location of Public Disclosure: https://www.helaba.de/de/DieHelaba/InvestorRelations/Regulierung/BuBa

2. Size Indicator

Total Exposures

• Counterparty exposure of derivatives contracts (method 1): 10,464,417,853 EUR
• Gross value of securities financing transactions (SFTs): 3,955,209,74 EUR
• Counterparty exposure of SFTs: 711,374,64 EUR
• Other assets: 163,364,794,166 EUR
• Total on-balance sheet items: 174,142,878,257 EUR
• Potential future exposure of derivative contracts (method 1): 2,226,037,695 EUR
• Notional amount of off-balance sheet items with 0% CCF: 2,377,369,298 EUR
• Notional amount of off-balance sheet items with 20% CCF: 2,071,266,375 EUR
• Notional amount of off-balance sheet items with 50% CCF: 23,660,324,344 EUR
• Notional amount of off-balance sheet items with 100% CCF: 2,965,311,20 EUR
• Total off-balance sheet items: 311,606,824,64 EUR

Regulatory Adjustments

• Regulatory adjustments: 885,558,000 EUR

Total Exposures Indicator

• Total exposures indicator: 205,373,367,595 EUR

3. Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 21,333,000,000 EUR
• Certificates of deposit: 550,000,000 EUR
• Undrawn committed lines extended to other financial institutions: 319,000,000 EUR
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 4,234,586,311 EUR
  • Senior unsecured debt securities: 15,099,775,914 EUR
  • Subordinated debt securities: 0 EUR
  • Commercial paper: 330,000,000 EUR
  • Stock (including par and surplus): 3,274,000,000 EUR
• Net positive current exposure of SFTs: 11,365,501 EUR
• OTC derivatives with net positive fair value: 1,630,305,293 EUR
• Potential future exposure of OTC derivatives: 737,631,619 EUR
• Intra-financial system assets indicator: 46,672,664,638 EUR

Intra-Financial System Liabilities

• Deposits due to depository institutions: 52,572,000,000 EUR
• Deposits due to non-depository financial institutions: 19,680,000,000 EUR
• Net negative current exposure of SFTs: 68,500 EUR
• OTC derivatives with net negative fair value: 9,642,051,594 EUR
• Potential future exposure of OTC derivatives: 631,205,661 EUR
• Intra-financial system liabilities indicator: 82,525,325,754 EUR

4. Securities Outstanding

• Secured debt securities: 16,062,000,000 EUR
• Senior unsecured debt securities: 30,902,000,000 EUR
• Subordinated debt securities: 2,752,688,961 EUR
• Commercial paper: 1,393,000,000 EUR
• Certificates of deposit: 2,599,000,000 EUR
• Preferred shares and subordinated funding: 1,053,000,000 EUR
• Securities outstanding indicator: 54,761,688,961 EUR

5. Substitutability/Financial Institution Infrastructure Indicators

Payments Activity

• Payments made in the reporting year (excluding intragroup payments): 2,116,724,614,120 EUR
  • Australian dollars (AUD): 5,175,825,108 EUR
  • Brazilian real (BRL): 0 EUR
  • Canadian dollars (CAD): 39,909,694,047 EUR
  • Swiss francs (CHF): 83,415,640,288 EUR
  • Chinese yuan (CNY): 106,135,702 EUR
  • Euros (EUR): 1,599,992,124,460 EUR
  • British pounds (GBP): 71,233,148,367 EUR
  • Hong Kong dollars (HKD): 1,467,599,057 EUR
  • Indian rupee (INR): 12,562,754 EUR
  • Japanese yen (JPY): 12,320,500,897 EUR
  • Swedish krona (SEK): 8,092,222,473 EUR
  • United States dollars (USD): 294,999,160,968 EUR

Assets Under Custody

• Assets under custody indicator: 120,200,000,000 EUR

Underwritten Transactions

• Equity underwriting activity: 0 EUR
• Debt underwriting activity: 8,473,000,000 EUR
• Underwriting activity indicator: 8,473,000,000 EUR

6. Complexity Indicators

OTC Derivatives

• OTC derivatives cleared through a central counterparty: 124,335,180,254 EUR
• OTC derivatives settled bilaterally: 422,483,106,928 EUR
• OTC derivatives indicator: 546,818,287,182 EUR

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 23,777,107,903 EUR
• Available-for-sale securities (AFS): 20,414,947,512 EUR
• Trading and AFS securities that meet Level 1 assets definition: 19,132,270,000 EUR
• Trading and AFS securities that meet Level 2 assets definition (with haircuts): 3,613,890,000 EUR
• Trading and AFS securities indicator: 21,445,895,415 EUR

7. Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Foreign claims on an ultimate risk basis (excluding derivatives): 49,946,221,000 EUR
• Cross-jurisdictional claims indicator: 49,946,221,000 EUR

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 10,038,329,000 EUR
• Foreign liabilities to related offices: 2,817,859,000 EUR
• Local liabilities in local currency (excluding derivatives): 4,067,216,000 EUR
• Cross-jurisdictional liabilities indicator: 11,287,686,000 EUR