EBA欧洲银行-BFA-2015_2页_185kb

Bankia General Data Summary

Core Information

• Country Code: ES (Spain)
• Bank Name: Bankia
• Reporting Date: 2015-12-31
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1
• Reporting Unit: 1,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2016-04-29
• Language of Public Disclosure: English
• Web Address of Public Disclosure: http://www.bfatenederadeactions.com/Portal/Home/crucle/0.0.10347

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 4,739,875
• Adjusted Gross Value of SFTs: 1,681,301
• Counterparty Exposure of SFTs: 1,081,066
• Other Assets: 191,251,132
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 978,640
  • 20% CCF: 682,172
  • 50% CCF: 3,550,028
  • 100% CCF: 2,604,980
• Total Exposures Indicator (Prior to Regulatory Adjustments): 203,554,665

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 1,343,406
  • Deposits due to depository institutions: 6,741,290
  • Deposits due to non-depository financial institutions: 7,148,915
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 230,818
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 2,273,769
  • Senior Unsecured Debt Securities: 428,156
  • Subordinated Debt Securities: 3,554
  • Commercial Paper: 0
  • Equity Securities: 10,865
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 767,604
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 176,824
  • Potential Future Exposure: 45,961
• Intra-Financial System Assets Indicator: 5,280,957

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to depository institutions: 6,741,290
  • Deposits due to non-depository financial institutions: 7,148,915
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 32,988
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 258,930
  • Potential Future Exposure: 27,362
• Intra-Financial System Liabilities Indicator: 14,209,484

Securities Outstanding

• Secured Debt Securities: 17,435,222
• Senior Unsecured Debt Securities: 6,291,148
• Subordinated Debt Securities: 1,045,906
• Commercial Paper: 751,853
• Common Equity: 12,369,611
• Securities Outstanding Indicator (Sum of items 5.a through 5.g): 37,893,740

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • AUD: 730,328
  • BRL: 0
  • CAD: 1,878,755
  • CHF: 601,663
  • CNY: 0
  • EUR: 1,011,525,759
  • GBP: 6,195,982
  • HKD: 15,020
  • INR: 0
  • JPY: 5,774,309
  • SEK: 158,064
  • USD: 79,462,066
• Payments Activity Indicator (Sum of items 6.a through 6.l): 1,106,341,947

Assets Under Custody

• Assets Under Custody Indicator: 38,731,000

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0
• Debt Underwriting Activity: 835,140
• Underwriting Activity Indicator (Sum of items 8.a and 8.b): 835,140

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through a Central Counterparty: 174,894,344
  • OTC Derivatives Settled Bilaterally: 199,398,645
• OTC Derivatives Indicator (Sum of items 9.a and 9.b): 374,292,989

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 50,834
• Available-for-Sale Securities (AFS): 64,776,502
• Trading and AFS Securities that Meet Level 1 Assets Definition: 59,228,969
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 1,071,300
• Trading and AFS Securities Indicator (Sum of 10.a and 10.b, minus sum of 10.c and 10.d): 4,527,066

Level 3 Assets

• Level 3 Assets Indicator (Assets Valued Using Level 3 Measurement Inputs): 172,632

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 15,164,747
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 21,437,753
  • Any Foreign Liabilities to Related Offices Included in Item 13.a: 0
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 0
• Cross-Jurisdictional Liabilities Indicator (Sum of items 13.a and 13.b, minus 13.a.(1)): 21,437,753