EBA欧洲银行-ABN-Amro-2014_2页_200kb
报告摘要
ABN AMRO General Bank Data Summary
Core Information
- Country Code: NL
- Bank Name: ABN AMRO
- Reporting Date: 2014-12-31
- Reporting Currency: EUR
- Euro Conversion Rate: 1
- Reporting Unit: 1,000
- Accounting Standard: IFRS
- Date of Public Disclosure: 2015-03-20
- Language of Public Disclosure: English
- Web Address of Public Disclosure: https://www.abnamro.com/en/images/050_Investor_Relations/010_Fin
Total Exposures
On-Balance-Sheet Items
- Counterparty exposure of derivatives contracts: 8,529,803
- Gross value of securities financing transactions (SFTs): 19,303,528
- Counterparty exposure of SFTs: 1,077,913
- Other assets: 359,981,319
- Total on-balance-sheet items: 388,892,563
Off-Balance-Sheet Items
- Potential future exposure of derivative contracts: 4,971,774
- Notional amount of off-balance-sheet items with 0% credit conversion factor:
- Unconditionally cancellable credit card commitments: 7,193,390
- Other unconditionally cancellable commitments: 71,315,819
- Notional amount of off-balance-sheet items with 20% credit conversion factor: 859,311
- Notional amount of off-balance-sheet items with 50% credit conversion factor: 9,096,475
- Notional amount of off-balance-sheet items with 100% credit conversion factor: 8,895,814
- Total off-balance-sheet items: 31,674,294
Regulatory Adjustments
- Regulatory adjustments: -744,184
Total Exposures Indicator
- Total exposures indicator: 421,311,041
Intra-Financial System Assets
- Funds deposited with or lent to other financial institutions: 52,566,590
- Unused portion of committed lines extended to other financial institutions: 24,657,455
- Holdings of securities issued by other financial institutions:
- Secured debt securities: 7,515,147
- Senior unsecured debt securities: 516
- Subordinated debt securities: 0
- Commercial paper: 0
- Equity securities: 45,689
- Net positive current exposure of SFTs: 1,032,266
- Over-the-counter derivatives with net positive fair value:
- Net positive fair value: 4,904,700
- Potential future exposure: 2,994,830
- Intra-financial system assets indicator: 93,717,193
Intra-Financial System Liabilities
- Deposits due to depository institutions: 12,940,464
- Deposits due to non-depository financial institutions: 27,941,956
- Unused portion of committed lines obtained from other financial institutions: 219,599
- Net negative current exposure of SFTs: 784,132
- Over-the-counter derivatives with net negative fair value:
- Net negative fair value: 11,865,232
- Potential future exposure: 1,339,394
- Intra-financial system liabilities indicator: 55,090,777
Securities Outstanding
- Secured debt securities: 27,077,000
- Senior unsecured debt securities: 32,252,000
- Subordinated debt securities: 8,327,758
- Commercial paper: 5,776,000
- Certificates of deposit: 2,953,000
- Common equity: 940,000
- Preferred shares and other subordinated funding: 0
- Securities outstanding indicator: 77,325,758
Substitutability/Financial Institution Infrastructure Indicators
- Payments made in the reporting year (excluding intragroup payments):
- Australian dollars: 41,865,028
- Brazilian real: 5,310,305
- Canadian dollars: 34,734,960
- Swiss francs: 37,871,010
- Chinese yuan: 7,457,186
- Euros: 1,961,097,404
- British pounds: 210,080,394
- Hong Kong dollars: 49,096,578
- Indian rupee: 73,312
- Japanese yen: 71,572,361
- Swedish krona: 13,922,636
- United States dollars: 1,449,904,796
- Payments activity indicator: 3,882,985,970
Assets Under Custody
- Assets under custody indicator: 231,073,836
Underwritten Transactions in Debt and Equity Markets
- Equity underwriting activity: 895,968
- Debt underwriting activity: 4,691,678
- Underwriting activity indicator: 5,587,646
Complexity Indicators
- Notional amount of OTC derivatives:
- OTC derivatives cleared through central counterparty: 585,213,000
- OTC derivatives settled bilaterally: 512,193,000
- OTC derivatives indicator: 1,097,406,000
Trading and Available-for-Sale Securities
- Held-for-trading securities (HFT): 8,196,160
- Available-for-sale securities (AFS): 40,719,854
- Trading and AFS securities that meet Level 1 assets definition: 44,054,723
- Trading and AFS securities that meet Level 2 assets definition (with haircuts): 3,192,958
- Trading and AFS securities indicator: 1,668,333
Level 3 Assets
- Level 3 assets indicator: 2,005,282
Cross-Jurisdictional Activity Indicators
- Cross-jurisdictional claims indicator: 114,311,106
- Foreign liabilities (excluding derivatives and local liabilities in local currency): 79,115,839
- Local liabilities in local currency (excluding derivatives activity): 39,036,413
- Cross-jurisdictional liabilities indicator: 118,152,252
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