EBA欧洲银行-Credit-Mutuel_2页_76kb

报告摘要

Bank Name: Credit Mutuel
Reporting Date: 2017-12-31
Reporting Currency: EUR
Submission Date: 2018-05-18
Reporting Unit: 1,000
Accounting Standard: IFRS
Public Disclosure Date: 2018-04-27
Language of Public Disclosure: French
Web Address for Public Disclosure: https://www.credittmutuel.fr/groupecm/fr/publications/rapports

The total exposures indicator is calculated as follows:

Counterparty exposure of derivatives contracts: 1,554,828
Capped notional amount of credit derivatives: 1,061,782
Other assets: 634,993,663
Gross notional amount of off-balance sheet items:
- 0% CCF: 23,990,821
- 20% CCF: 27,066,171
- 50% CCF: 65,265,165
- 100% CCF: 5,252,488
Regulatory adjustments: 7,881,158

Total Exposures Indicator (prior to regulatory adjustments): 700,607,187.36 EUR

Funds deposited with or lent to other financial institutions: 14,375,533
Unused portion of committed lines extended to other financial institutions: 3,597,653
Holdings of securities issued by other financial institutions:
- Secured debt securities: 6,417,296
- Senior unsecured debt securities: 19,159,217
- Subordinated debt securities: 240,727
- Commercial paper: 3,958,215
- Equity securities: 3,304,039
- Offsetting short positions: 65,583
Net positive current exposure of SFTs with other financial institutions: 136,415
Over-the-counter derivatives with net positive fair value:
- Net positive fair value: 364,520
- Potential future exposure: 1,570,187

Intra-Financial System Assets Indicator: 53,058,220 EUR

Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 19,724,143
- Deposits due to non-depository financial institutions: 38,214,623
- Loans obtained from other financial institutions: 0
Unused portion of committed lines obtained from other financial institutions: 84,157
Net negative current exposure of SFTs with other financial institutions: 340,179
Over-the-counter derivatives with net negative fair value:
- Net negative fair value: 143,389
- Potential future exposure: 977,846

Intra-Financial System Liabilities Indicator: 59,484,337 EUR

Securities Outstanding Indicator: 146,960,470 EUR

Payments made in the reporting year (excluding intragroup payments):
- Australian dollars (AUD): 1061
- Brazilian real (BRL): 0
- Canadian dollars (CAD): 25,697,080
- Swiss francs (CHF): 214,633,668
- Chinese yuan (CNY): 928,585
- Euros (EUR): 3,195,850,599
- British pounds (GBP): 207,168,802
- Hong Kong dollars (HKD): 80,445,335
- Indian rupee (INR): 11,840
- Japanese yen (JPY): 60,726,131
- Mexican pesos (MXN): 3,331,485
- Swedish krona (SEK): 17,085,921
- United States dollars (USD): 1,991,854,255

Payments Activity Indicator: 5,857,924,741 EUR

Underwriting Activity Indicator: 2,446,057 EUR

OTC Derivatives Indicator: 450,836,065 EUR

Held-for-trading securities (HFT): 12,077,338 EUR
Available-for-sale securities (AFS): 48,858,767 EUR
Trading and AFS securities that meet the definition of Level 1 assets: 27,218,347 EUR
Trading and AFS securities that meet the definition of Level 2 assets, with haircuts: 4,308,263 EUR

Trading and AFS Securities Indicator: 29,409,494 EUR

Level 3 assets indicator (Assets valued for accounting purposes using Level 3 measurement inputs): 6,872,123 EUR

Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 94,417,224 EUR

Foreign liabilities (excluding derivatives and local liabilities in local currency): 49,642,854 EUR
- Any foreign liabilities to related offices included in item 13.a: 15,050,300 EUR
Local liabilities in local currency (excluding derivatives activity): 49,445,387 EUR

Cross-Jurisdictional Liabilities Indicator: 84,037,941 EUR

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