A4 für Copyshop GB.indd - Bayerische Landesbank

More documents

Recommendations

Info

168 Report by the Board of Administration, accounts of BayernLB and the BayernLB Group and notes to the accounts Derivatives transactions within the BayernLB Group – presentation of volumes EUR million Interest rate risks • Interest rate swaps • FRAs • Interest rate options – purchases – sales • Caps, floors • Exchange-traded contracts • Other forward transactions Interest rate risks – total – Currency risks • Forward exchange transactions • Currency swaps / cross currency swaps • Foreign exchange options – purchases – sales • Exchange-traded contracts • Other forward transactions Currency risks – total – Share and other price risks • Forward share transactions • Index options – purchases – sales • Share options – purchases – sales • Exchange-traded contracts • Other forward transactions Share and other price risks – total – Risks from credit derivatives • Credit default swaps – protection buyer – protection seller • Credit linked notes – protection buyer – protection seller • Total return swaps – protection buyer – protection seller • Credit spread options – protection buyer – protection seller Risks from credit derivatives – total – Nominal values Positive market 1 values Negative market 1 values 2004 2003 2004 2004 595,735 10,026 21,809 8,951 12,858 19,692 156,122 991 804,375 126,241 39,000 2,674 1,312 1,362 — 251 168,166 71 829 428 401 1,842 941 901 297 388 3,427 38,605 20,421 18,184 899 899 — 1,294 647 647 365 — 365 41,163 544,716 28,119 12,461 4,224 8,237 21,486 86,160 747 693,689 159,728 40,704 5,226 2,698 2,528 — 215 205,873 94 470 128 342 1,384 768 616 421 218 2,587 30,642 16,737 13,905 586 586 — 474 237 237 392 — 392 32,094 15,761 629 180 180 — 112 60 — 16,742 2,666 3,125 73 73 — — 21 5,885 — 12 12 — 88 88 — 4 6 110 142 34 108 — — — 2 1 1 — — — 144 14,961 104 704 — 704 104 58 91 16,022 2,855 3,348 46 — 46 — — 6,249 — 13 — 13 86 — 86 1 5 105 138 124 14 — — — — — — — — — 138
Report by the Board of Administration, accounts of BayernLB and the BayernLB Group and notes to the accounts Derivatives transactions within BayernLB – maturities structure EUR million Residual terms • up to three months • up to 1 year • up to 5 years • more than 5 years Total Interest rate risks Currency risks Nominal values Share and other price risks Risks from credit derivatives 2004 2003 2004 2003 2004 2003 2004 2003 74,769 234,501 287,937 192,716 789,923 78,344 175,721 248,753 178,389 681,207 66,650 57,253 24,049 18,438 166,390 79,087 68,716 32,672 23,759 204,234 1,317 844 843 255 3,259 Derivatives transactions within the BayernLB Group – maturities structure EUR million Residual terms • up to three months • up to 1 year • up to 5 years • more than 5 years Total Interest rate risks Currency risks Nominal values 1,169 506 407 378 2,460 Share and other price risks 112 833 21,381 18,811 41,137 169 5,304 403 14,749 11,638 32,094 Risks from credit derivatives 2004 2003 2004 2003 2004 2003 2004 2003 76,262 237,241 293,177 197,695 804,375 80,275 178,026 253,033 182,355 693,689 67,751 57,723 24,116 18,576 168,166 79,899 69,279 32,811 23,884 205,873 1,459 870 843 255 3,427 1,207 595 407 378 2,587 112 833 21,407 18,811 41,163 5,304 403 14,749 11,638 32,094
Page 1 and 2:
Annual Report and Accounts 2004
Page 3 and 4:
LBS Bayern Corporates Business Area
Page 5 and 6:
Clear figures. Clear objectives. Th
Page 7:
Foreword by the Board of Management
Page 11 and 12:
1 Board of Management and executive
Page 13 and 14:
Dr. Rudolf Hanisch born in 1946, De
Page 15 and 16:
In transforming its business model,
Page 17 and 18:
Sparkassen-Finanzgruppe Bayern Baye
Page 19 and 20:
Financial Statements Audit Committe
Page 21 and 22:
Norbert Kastner Lord Mayor of the C
Page 25 and 26:
2 Economic situation
Page 27 and 28:
(Hartz IV) contributed to an overal
Page 30:
An open mind. Clarity. Inspiration.
Page 34 and 35:
30 BayernLB - our company } BayernL
Page 36 and 37:
32 BayernLB - our company } Restruc
Page 38 and 39:
34 BayernLB - our company } Cross-b
Page 40 and 41:
36 BayernLB - our company } Lead ar
Page 42 and 43:
38 BayernLB - our company } Coopera
Page 44 and 45:
40 BayernLB - our company Real Esta
Page 46 and 47:
42 BayernLB - our company Activitie
Page 48 and 49:
Page 50 and 51:
46 BayernLB - our company New issue
Page 52 and 53:
48 BayernLB - our company and the U
Page 54 and 55:
50 BayernLB - our company Savings B
Page 56 and 57:
Page 58 and 59:
54 BayernLB - our company } LBS Bay
Page 60 and 61:
56 BayernLB - our company } Moderni
Page 62 and 63:
58 BayernLB - our company Group ret
Page 64 and 65:
60 BayernLB - our company In 2004,
Page 66 and 67:
62 BayernLB - our company Support o
Page 68 and 69:
64 BayernLB - our company Landesban
Page 70 and 71:
66 BayernLB - our company Magyar K
Page 72 and 73:
68 BayernLB - our company Banque LB
Page 74 and 75:
70 BayernLB - our company LB(Swiss)
Page 76 and 77:
72 BayernLB - our company Corporate
Page 78 and 79:
74 BayernLB - our company } Shared
Page 80 and 81:
76 BayernLB - our company } Target
Page 82 and 83:
78 BayernLB - our company Our staff
Page 84 and 85:
80 BayernLB - our company Fostering
Page 86 and 87:
82 BayernLB - our company Public se
Page 88 and 89:
84 BayernLB - our company DKB and S
Page 90 and 91:
A product is only as good as the to
Page 93 and 94:
4 Report on the Bank and the Group
Page 95 and 96:
position and serves as a bridgehead
Page 97 and 98:
Management report Assets, liabiliti
Page 99 and 100:
Funding EUR billion Due to banks -
Page 101 and 102:
EUR million 1.1. - 31.12.2004 Bayer
Page 103 and 104:
Group operating expenses were down
Page 105 and 106:
In the 2004 financial year, the ope
Page 107 and 108:
Outlook The forecasts relating to t
Page 109 and 110:
Strategy / rating Upon withdrawal o
Page 111 and 112:
BayernLB’s subsidiaries (Hungaria
Page 113 and 114:
Gross exposure by Group entity [%]
Page 115 and 116:
Investment risk Similarly to counte
Page 117 and 118:
Net exposure of the Group by countr
Page 119 and 120:
Market price risk Market risk compr
Page 121 and 122: Operational risk BayernLB defines o
Page 123: 119
Page 127 and 128: 5 Report by the Board of Administra
Page 129 and 130: Report by the Board of Administrati
Page 133 and 134: Liabilities 1. Due to banks a) Paya
Page 135 and 136: Liabilities Report by the Board of
Page 139 and 140: Liabilities 1. Due to banks a) Paya
Page 141 and 142: Liabilities Report by the Board of
Page 171: Report by the Board of Administrati
Page 185: Complex enterprises demand reliabil
Page 188 and 189: 184 Advisory Boards and addresses T
Page 190 and 191: 186 Advisory Boards and addresses D
Page 192 and 193: 188 Advisory Boards and addresses B
Page 194: 190 Advisory Boards and addresses S
Page 198: Bayerische Landesbank Brienner Stra
show all

A4 für Copyshop GB.indd - Bayerische Landesbank

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?