EBA欧洲银行-Unicredit-2015_2页_185kb

Unicredit Bank Data Summary

General Information

• Country Code: IT

• Bank Name: Unicredit

• Reporting Date: 2015-12-31

• Reporting Currency: EUR

• Euro Conversion Rate: 1

• Reporting Unit: 1,000

• Accounting Standard: IFRS

• Date of Public Disclosure: 2016-04-29

• Language of Public Disclosure: ENG

• Web Address of Public Disclosure: https://www.unicreditgroup.eu/content/dam/unicreditgroup-

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 17,547,246
• Capped Notional Amount of Credit Derivatives: 7,337,190
• Potential Future Exposure of Derivative Contracts: 18,515,877
• Adjusted Gross Value of SFTs: 66,101,997
• Counterparty Exposure of SFTs: 5,180,892
• Other Assets: 759,946,064
• Items subject to 0% CCF: 164,694,265
• Items subject to 20% CCF: 27,174,431
• Items subject to 50% CCF: 118,201,292
• Items subject to 100% CCF: 20,086,528
• Total Exposures Indicator (Prior to Regulatory Adjustments): 975,720,753

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 54,282,865
  • Certificates of deposit: 0
• Unused portion of committed lines extended to other financial institutions: 51,684,430
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 5,870,693
  • Senior unsecured debt securities: 13,705,980
  • Subordinated debt securities: 896,329
  • Commercial paper: 225,345
  • Equity securities: 5,513,336
  • Offsetting short positions in equity securities: 0
• Net positive current exposure of SFTs with other financial institutions: 9,253,966
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 12,428,390
  • Potential future exposure: 1,133,357
• Intra-Financial System Assets Indicator: 154,994,691

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 76,884,919
  • Deposits due to non-depository financial institutions: 101,896,118
  • Loans obtained from other financial institutions: 0
• Unused portion of committed lines obtained from other financial institutions: 14,300,668
• Net negative current exposure of SFTs with other financial institutions: 5,500,592
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 13,153,660
  • Potential future exposure: 791,092
• Intra-Financial System Liabilities Indicator: 212,527,049

Securities Outstanding

• Secured debt securities: 44,118,328
• Senior unsecured debt securities: 70,660,400
• Subordinated debt securities: 18,666,216
• Commercial paper: 1,504,481
• Certificates of deposit: 8,568,416
• Common equity: 30,655,950
• Preferred shares and other subordinated funding: 1,888,463
• Securities Outstanding Indicator (sum of items 5.a through 5.g): 176,062,254

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • Australian dollars (AUD): 68,943,290
  • Brazilian real (BRL): 66
  • Canadian dollars (CAD): 118,481,444
  • Swiss francs (CHF): 278,505,297
  • Chinese yuan (CNY): 119,574,691
  • Euros (EUR): 4,422,106,806
  • British pounds (GBP): 506,171,537
  • Hong Kong dollars (HKD): 49,263,163
  • Indian rupee (INR): 131,596
  • Japanese yen (JPY): 800,896,509
  • Swedish krona (SEK): 33,108,595
  • United States dollars (USD): 4,229,866,159
• Payments Activity Indicator (sum of items 6.a through 6.l): 10,627,049,153

Assets Under Custody

• Assets Under Custody Indicator: 327,758,518

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 4,118,603
• Debt Underwriting Activity: 58,156,000
• Underwriting Activity Indicator (sum of items 8.a and 8.b): 62,274,603

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC derivatives cleared through a central counterparty: 1,036,089,124
  • OTC derivatives settled bilaterally: 1,447,947,823
• OTC Derivatives Indicator (sum of items 9.a and 9.b): 2,484,036,947

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 62,551,249
• Available-for-sale securities (AFS): 112,698,967
• Trading and AFS securities that meet Level 1 assets definition: 114,658,302
• Trading and AFS securities that meet Level 2 assets definition (with haircuts): 6,234,209
• Trading and AFS Securities Indicator (sum of items 10.a and 10.b, minus sum of 10.c and 10.d): 54,357,705

Level 3 Assets

• Level 3 Assets Indicator (Assets valued using Level 3 measurement inputs): 5,632,545

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 498,564,893
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 149,556,094
  • Any foreign liabilities to related offices included in item 13.a: 53,621,995
• Local liabilities in local currency (excluding derivatives activity): 268,433,476
• Cross-Jurisdictional Liabilities Indicator (sum of items 13.a and 13.b, minus 13.a.(1)): 364,367,575