EBA欧洲银行-Unicredit-2018_2页_182kb

Unicredit Summary Report

Core Information

• Bank Name: Unicredit
• Country Code: IT (Italy)
• Reporting Date: 2018-12-31
• Submission Date: 2019-04-29
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2019-04-30
• Language of Public Disclosure: ENG (English)
• Web Address of Public Disclosure: https://www.unicreditgroup.eu/content/dam/unicreditgroup-eu/c

Size Indicator

The total exposures of Unicredit are calculated based on the sum of various financial instruments, with adjustments for credit conversion factors. Key figures include:

• Counterparty Exposure of Derivatives Contracts: €14,467,188
• Capped Notional Amount of Credit Derivatives: €2,488,973
• Potential Future Exposure of Derivatives: €18,226,796
• Adjusted Gross Value of SFTs (Securities Financing Transactions): €71,679,387
• Counterparty Exposure of SFTs: €13,680,224
• Other Assets: €741,135,837
• Items subject to CCF:
  • 0%: €144,718,579
  • 20%: €22,972,890
  • 50%: €136,268,136
  • 100%: €52,693,979
• Regulatory Adjustments: €4,128,285
• Total Exposures Indicator (Prior to regulatory adjustments): €1,001,572,887.90

Interconnectedness Indicators

Unicredit's interconnectedness with other financial institutions is measured through intra-financial system assets and liabilities:

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: €60,008,476
  • Certificates of deposit: €67,725
• Unused portion of committed lines extended to other financial institutions: €68,890,073
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: €5,841,226
  • Senior unsecured debt securities: €20,545,572
  • Subordinated debt securities: €833,888
  • Commercial paper: €0
  • Equity securities: €5,434,048
  • Offsetting short positions in equity securities: €346,534
• Net positive current exposure of SFTs: €5,958,045
• OTC derivatives with net positive fair value: €8,132,466
  • Potential future exposure: €334,629
• Intra-Financial System Assets Indicator: €175,631,889

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: €73,586,368
  • Deposits due to non-depository financial institutions: €103,374,441
  • Loans obtained from other financial institutions: €0
• Unused portion of committed lines obtained from other financial institutions: €36,895,733
• Net negative current exposure of SFTs: €5,584,674
• OTC derivatives with net negative fair value: €12,808,546
  • Potential future exposure: €943,106
• Intra-Financial System Liabilities Indicator: €233,192,868

Securities Outstanding

• Secured debt securities: €26,405,548
• Senior unsecured debt securities: €36,079,268
• Subordinated debt securities: €10,873,100
• Commercial paper: €1,607,422
• Certificates of deposit: €3,563,947
• Common equity: €22,063,620
• Preferred shares and other subordinated funding: €4,610,073
• Securities Outstanding Indicator: €105,202,978

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • AUD: €93,046,720
  • BRL: €6,564
  • CAD: €70,187,615
  • CHF: €278,067,701
  • CNY: €99,434,575
  • EUR: €5,002,178,982
  • GBP: €509,996,092
  • HKD: €80,022,113
  • INR: €220,276
  • JPY: €2,155,148,184
  • MXN: €27,763,627
  • SEK: €74,741,432
  • USD: €4,689,485,402
• Payments Activity Indicator: €13,080,299,283
• Assets Under Custody Indicator: €513,304,080
• Underwriting Activity:
  • Equity underwriting activity: €1,663
  • Debt underwriting activity: €56,233,200
  • Underwriting Activity Indicator: €56,234,863

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • Cleared through central counterparty: €1,111,520,712
  • Settled bilaterally: €1,521,144,789
  • OTC Derivatives Indicator: €2,632,665,501
• Trading and Available-for-Sale Securities:
  • Held-for-trading securities (HFT): €43,138,288
  • Available-for-sale securities (AFS): €90,037,296
  • Level 1 assets (HFT + AFS): €111,037,026
  • Level 2 assets (with haircuts): €10,176,849
  • Trading and AFS Securities Indicator: €11,961,709
• Level 3 Assets Indicator: €5,773,396

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Ultimate risk basis): €447,613,060
• Foreign liabilities (excluding derivatives and local liabilities in local currency): €125,330,773
  • Any foreign liabilities to related offices included in item 13.a: €0
• Local liabilities in local currency (excluding derivatives activity): €273,341,201
• Cross-Jurisdictional Liabilities Indicator: €398,671,974

This report provides a comprehensive overview of Unicredit's financial position and its interactions within the financial system, including exposures, interconnectedness, substitutability, and cross-jurisdictional activities.