EBA欧洲银行-BBVA-2018_2页_182kb

BBVA Summary of Financial Indicators

Core Information

• Bank Name: BBVA
• Reporting Date: 2018-12-31
• Submission Date: 2019-04-30
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Public Disclosure Date: 2019-04-26
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://accionistaseinversores.bbva.com/wp-content/uploads/2

Size Indicator

Total Exposures (Prior to Regulatory Adjustments)

• Counterparty Exposure of Derivatives Contracts: 8,996,646 EUR
• Capped Notional Amount of Credit Derivatives: 6,729,685 EUR
• Potential Future Exposure of Derivative Contracts: 14,280,476 EUR
• Adjusted Gross Value of SFTs: 25,813,471 EUR
• Counterparty Exposure of SFTs: 5,137,469 EUR
• Other Assets: 591,944,375 EUR
• Items subject to a 0% CCF: 47,016,420 EUR
• Items subject to a 20% CCF: 11,399,860 EUR
• Items subject to a 50% CCF: 87,382,268 EUR
• Items subject to a 100% CCF: 10,736,044 EUR
• Regulatory Adjustments: 10,079,533 EUR
• Total Exposures Indicator: 714,310,914.00 EUR

Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 18,216,091 EUR
• Unused portion of committed lines extended to other financial institutions: 15,298,885 EUR
• Holdings of securities issued by other financial institutions:
  • Secured Debt Securities: 1,862,279 EUR
  • Senior Unsecured Debt Securities: 7,661,639 EUR
  • Subordinated Debt Securities: 135,741 EUR
  • Commercial Paper: 499,757 EUR
  • Equity Securities: 2,874,648 EUR
  • Offsetting Short Positions (Equity Securities): 35,803 EUR
• Net Positive Current Exposure of SFTs with other financial institutions: 567,215 EUR
• Over-the-Counter Derivatives with net positive fair value:
  • Net Positive Fair Value: 3,655,004 EUR
  • Potential Future Exposure: 4,372,360 EUR
• Intra-Financial System Assets Indicator: 55,107,815 EUR

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 28,029,070 EUR
  • Deposits due to non-depository financial institutions: 21,541,313 EUR
  • Loans obtained from other financial institutions: 0 EUR
• Unused portion of committed lines obtained from other financial institutions: 8,403,949 EUR
• Net Negative Current Exposure of SFTs with other financial institutions: 721,744 EUR
• Over-the-Counter Derivatives with net negative fair value:
  • Net Negative Fair Value: 4,552,965 EUR
  • Potential Future Exposure: 4,095,556 EUR
• Intra-Financial System Liabilities Indicator: 67,344,597 EUR

Securities Outstanding

• Secured Debt Securities: 15,609,256 EUR
• Senior Unsecured Debt Securities: 24,162,854 EUR
• Subordinated Debt Securities: 17,616,067 EUR
• Commercial Paper: 3,502,278 EUR
• Certificates of Deposit: 686,293 EUR
• Common Equity: 37,300,846 EUR
• Preferred Shares and Subordinated Funding: 0 EUR
• Securities Outstanding Indicator: 98,877,594 EUR

Substitutability/Financial Institution Infrastructure Indicators

Payments Made in the Reporting Year (Excluding Intragroup Payments)

• Australian Dollars (AUD): 24,431,551 EUR
• Brazilian Real (BRL): 5,616 EUR
• Canadian Dollars (CAD): 41,754,720 EUR
• Swiss Francs (CHF): 51,024,425 EUR
• Chinese Yuan (CNY): 44,184,575 EUR
• Euros (EUR): 2,366,468,214 EUR
• British Pounds (GBP): 474,652,679 EUR
• Hong Kong Dollars (HKD): 28,321,991 EUR
• Indian Rupee (INR): 9,951 EUR
• Japanese Yen (JPY): 49,291,424 EUR
• Mexican Pesos (MXN): 49,643,643 EUR
• Swedish Krona (SEK): 19,212,739 EUR
• United States Dollars (USD): 4,279,516,534 EUR
• Payments Activity Indicator: 7,428,518,061 EUR

Assets Under Custody

• Assets Under Custody Indicator: 702,065,324 EUR

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 266,830 EUR
• Debt Underwriting Activity: 20,915,000 EUR
• Underwriting Activity Indicator: 21,181,830 EUR

Complexity Indicators

Notional Amount of Over-the-Counter (OTC) Derivatives

• OTC Derivatives Cleared through a Central Counterparty: 1,902,625,040 EUR
• OTC Derivatives Settled Bilaterally: 1,476,259,114 EUR
• OTC Derivatives Indicator: 3,378,884,154 EUR

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 29,993,540 EUR
• Available-for-Sale Securities (AFS): 42,018,607 EUR
• Trading and AFS Securities that meet Level 1 assets definition: 54,197,041 EUR
• Trading and AFS Securities that meet Level 2 assets definition (with haircuts): 7,353,494 EUR
• Trading and AFS Securities Indicator: 10,461,612 EUR

Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 347,991,773 EUR

Cross-Jurisdictional Liabilities

• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 99,022,997 EUR
• Foreign Liabilities to Related Offices (included in 13.a): 0 EUR
• Local Liabilities in Local Currency (excluding derivatives activity): 181,873,186 EUR
• Cross-Jurisdictional Liabilities Indicator: 280,896,183 EUR

Ancillary Data

• Section 10 - Level 3 Assets:
  • Level 3 Assets Indicator (Assets valued using Level 3 measurement inputs): 3,084,894 EUR