EBA欧洲银行-BPCE-2018_2页_182kb

BPCE Summary Report

Core Information

• Bank Name: BPCE
• Country Code: FR (France)
• Reporting Date: 2018-12-31
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Submission Date: 2019-07-18
• Reporting Unit: 1 000 000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://groupebpce.com/investisseurs/results-et-publications/

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Total Exposures

Derivatives

• Counterparty exposure of derivatives contracts: 7,752
• Capped notional amount of credit derivatives: 2,487
• Potential future exposure of derivative contracts: 23,087

Securities Financing Transactions (SFTs)

• Adjusted gross value of SFTs: 70,753
• Counterparty exposure of SFTs: 6,983

Other Assets

• Other assets: 1,003,965

Off-Balance Sheet Items (Gross Notional Amount)

• Items subject to a 0% CCF: 20,300
• Items subject to a 20% CCF: 38,186
• Items subject to a 50% CCF: 89,523
• Items subject to a 100% CCF: 19,627

Regulatory Adjustments

• Regulatory adjustments: 5,812

Total Exposures Indicator

• Total exposures prior to regulatory adjustments: 1,189,082.76

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 31,794
• Unused portion of committed lines extended to other financial institutions: 11,470
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 3,575
  • Senior unsecured debt securities: 9,651
  • Subordinated debt securities: 362
  • Commercial paper: 0
  • Equity securities: 6,151
  • Offsetting short positions in relation to equity securities: 1,939
• Net positive current exposure of SFTs: 5,680
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 3,003
  • Potential future exposure: 5,967
• Intra-financial system assets indicator: 75,714

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 34,395
  • Deposits due to non-depository financial institutions: 35,010
  • Loans obtained from other financial institutions: 0
• Unused portion of committed lines obtained from other financial institutions: 8,128
• Net negative current exposure of SFTs: 22,124
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 4,509
  • Potential future exposure: 7,763
• Intra-financial system liabilities indicator: 111,929

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Securities Outstanding

• Secured debt securities: 97,493
• Senior unsecured debt securities: 96,297
• Subordinated debt securities: 16,796
• Commercial paper: 9,343
• Certificates of deposit: 40,947
• Common equity: 3,787
• Preferred shares and other subordinated funding: 0
• Securities outstanding indicator: 264,663

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Substitutability/Financial Institution Infrastructure Indicators

Payments Made in the Reporting Year

• Australian dollars (AUD): 302,388
• Brazilian real (BRL): 0
• Canadian dollars (CAD): 131,689
• Swiss francs (CHF): 517,043
• Chinese yuan (CNY): 4,154
• Euros (EUR): 12,950,870
• British pounds (GBP): 1,783,268
• Hong Kong dollars (HKD): 224,013
• Indian rupee (INR): 10
• Japanese yen (JPY): 801,180
• Mexican pesos (MXN): 81,799
• Swedish krona (SEK): 66,380
• United States dollars (USD): 6,864,409
• Payments activity indicator: 23,727,204

Assets Under Custody

• Assets under custody indicator: 84,672

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Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: 417
• Debt underwriting activity: 45,325
• Underwriting activity indicator: 45,742

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Complexity Indicators

Notional Amount of OTC Derivatives

• OTC derivatives cleared through a central counterparty: 2,470,691
• OTC derivatives settled bilaterally: 2,282,871
• OTC derivatives indicator: 4,753,562

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Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 48,055
• Available-for-sale securities (AFS): 40,151
• Level 1 assets (HFT and AFS): 38,815
• Level 2 assets (HFT and AFS with haircuts): 9,981
• Trading and AFS securities indicator: 39,410

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Level 3 Assets

• Level 3 assets indicator: 13,956

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Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-jurisdictional claims indicator: 202,365

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 118,688
• Any foreign liabilities to related offices: 17,066
• Local liabilities in local currency (excluding derivatives activity): 55,904
• Cross-jurisdictional liabilities indicator: 157,526