EBA欧洲银行-ABN-Amro-2018_2页_182kb

报告摘要

Bank Name: ABN Amro
Country Code: NL (Netherlands)
Reporting Date: 2018-12-31
Reporting Currency: EUR
Euro Conversion Rate: 1
Submission Date: 2019-04-26
Reporting Unit: 1 000 000
Accounting Standard: IFRS
Date of Public Disclosure: 2019-04-29
Language of Public Disclosure: English
Web Address of Public Disclosure: https://www.abnamro.com/en/investor-relations/financial-disclo

Counterparty Exposure of Derivatives Contracts: 2,362
Adjusted Gross Value of SFTs: 12,807
Counterparty Exposure of SFTs: 1,580
Other Assets: 364,378
Gross Notional Amount of Off-Balance Sheet Items:
- 0% CCF: 48,584
- 20% CCF: 28,659
- 50% CCF: 45,777
- 100% CCF: 6,614
Regulatory Adjustments: 404
Total Exposures Indicator (Prior to Regulatory Adjustments): 481,832.53

Funds Deposited with or Lent to Other Financial Institutions: 26,317
Unused Portion of Committed Lines Extended to Other Financial Institutions: 31,357
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 3,624
- Senior Unsecured Debt Securities: 2,014
- Subordinated Debt Securities: 0
- Commercial Paper: 0
- Equity Securities: 467
Net Positive Current Exposure of SFTs with Other Financial Institutions: 644
Over-the-Counter Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 123
- Potential Future Exposure: 772
Intra-Financial System Assets Indicator: 65,317

Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits due to depository institutions: 3,678
- Deposits due to non-depository financial institutions: 23,077
- Loans obtained from other financial institutions: 0
Unused Portion of Committed Lines Obtained from Other Financial Institutions: 693
Net Negative Current Exposure of SFTs with Other Financial Institutions: 754
Over-the-Counter Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 36
- Potential Future Exposure: 697
Intra-Financial System Liabilities Indicator: 28,935

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- Australian Dollars (AUD): 70,872
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 69,553
- Swiss Francs (CHF): 168,833
- Chinese Yuan (CNY): 183
- Euros (EUR): 5,672,555
- British Pounds (GBP): 592,553
- Hong Kong Dollars (HKD): 85,849
- Indian Rupee (INR): 17
- Japanese Yen (JPY): 193,157
- Mexican Pesos (MXN): 4,633
- Swedish Krona (SEK): 83,450
- United States Dollars (USD): 7,093,957
Payments Activity Indicator: 14,035,611
Assets Under Custody Indicator: 155,902
Equity Underwriting Activity: 592
Debt Underwriting Activity: 8,746
Underwriting Activity Indicator: 9,338

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared through a Central Counterparty: 1,081,596
- OTC Derivatives Settled Bilaterally: 1,382,806
- OTC Derivatives Indicator: 2,464,401
Trading and Available-for-Sale Securities:
- Held-for-Trading Securities (HFT): 1,498
- Available-for-Sale Securities (AFS): 41,146
- Level 1 Assets: 37,802
- Level 2 Assets (with Haircuts): 3,013
- Trading and AFS Securities Indicator: 1,829
Level 3 Assets Indicator: 1,112

Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 80,320
Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 29,553
Any Foreign Liabilities to Related Offices: 0
Local Liabilities in Local Currency (Excluding Derivatives Activity): 36,367
Cross-Jurisdictional Liabilities Indicator: 65,920

ABN Amro operates in multiple currencies and has significant exposure across various financial instruments.
The bank has a substantial amount of assets and liabilities within the financial system, indicating its role in interbank activities.
The majority of its exposures are in euros, with notable amounts in USD and CHF.
The bank's complexity is reflected in its large notional amount of OTC derivatives and its holdings of Level 3 assets.
Cross-jurisdictional activity is significant, with both claims and liabilities across different regions.

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