EBA欧洲银行-Rabobank-2016_2页_173kb

报告摘要

Country Code: NL
Bank Name: Rabobank
Reporting Date: 2016-12-31
Reporting Currency: EUR
Submission Date: 2017-06-26
Reporting Unit: 1,000,000
Accounting Standard: IFRS
Date of Public Disclosure: 2017-04-28
Language of Public Disclosure: English
Web Address of Public Disclosure: https://www.rabobank.com/en/about-rabobank/results-and-r

Total Exposures Prior to Regulatory Adjustments: 681,605 EUR
- Calculated as:
  - Sum of 2.a.(1), 2.b, 2.c = 7,246 + 614 + 595,690 = 609,550 EUR
  - Plus 0.1 × 2.d.(1) = 0.1 × 50,027 = 5,002.70 EUR
  - Plus 0.2 × 2.d.(2) = 0.2 × 18,006 = 3,601.20 EUR
  - Plus 0.5 × 2.d.(3) = 0.5 × 35,930 = 17,965 EUR
  - Plus 2.d.(4) = 9,579 EUR
  - Total = 609,550 + 5,002.70 + 3,601.20 + 17,965 + 9,579 = 681,605 EUR

Funds Deposited with or Lent to Other Financial Institutions: 15,950 EUR
Unused Portion of Committed Lines Extended to Other Financial Institutions: 2,140 EUR
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 558 EUR
- Senior Unsecured Debt Securities: 545 EUR
- Subordinated Debt Securities: 28 EUR
- Commercial Paper: 0 EUR
- Equity Securities: 2,518 EUR
- Offsetting Short Positions in Equity Securities: 0 EUR
Net Positive Current Exposure of SFTs with Other Financial Institutions: 562 EUR
OTC Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 1,364 EUR
- Potential Future Exposure: 2,340 EUR

Total: 26,004 EUR
- Calculated as:
  - Sum of 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), 3.e.(2) = 15,950 + 2,140 + 558 + 545 + 28 + 2,518 + 1,364 + 2,340 = 26,004 EUR
- Minus 3.c.(6) = 0 EUR

Secured Debt Securities: 0 EUR
Senior Unsecured Debt Securities: 109,153 EUR
Subordinated Debt Securities: 16,861 EUR
Commercial Paper: 11,674 EUR
Certificates of Deposit: 33,948 EUR
Preferred Shares and Subordinated Funding: 8,230 EUR
Securities Outstanding Indicator: 179,865 EUR
- Calculated as: Sum of 5.a through 5.g = 0 + 109,153 + 16,861 + 11,674 + 33,948 + 8,230 = 179,865 EUR

Total: 13,917,415 EUR
- Calculated as: Sum of 6.a through 6.i = 369,978 + 136,325 + 311,387 + 463,738 + 58,905 + 2,563,149 + 194,078 + 3,925 + 148,529 + 34,184 + 6,070,694 = 13,917,415 EUR

Equity Underwriting Activity: 378 EUR
Debt Underwriting Activity: 9,676 EUR
Underwriting Activity Indicator: 10,054 EUR
- Calculated as: Sum of 8.a and 8.b = 378 + 9,676 = 10,054 EUR

OTC Derivatives Cleared through Central Counterparty: 2,114,300 EUR
OTC Derivatives Settled Bilaterally: 1,407,705 EUR
OTC Derivatives Indicator: 3,522,004 EUR
- Calculated as: Sum of 9.a and 9.b = 2,114,300 + 1,407,705 = 3,522,004 EUR

Held-for-Trading Securities (HFT): 2,838 EUR
Available-for-Sale Securities (AFS): 34,580 EUR
Level 1 Assets (HFT and AFS): 32,900 EUR
Level 2 Assets (HFT and AFS with haircuts): 1,327 EUR
Trading and AFS Securities Indicator: 3,191 EUR
- Calculated as: Sum of 10.a and 10.b = 2,838 + 34,580 = 37,418 EUR
- Minus sum of 10.c and 10.d = 32,900 + 1,327 = 34,227 EUR
- Total = 3,191 EUR

Level 3 Assets Indicator: 1,678 EUR
- Assets valued using Level 3 measurement inputs

Foreign Liabilities (excluding derivatives and local liabilities in local currency): 134,929 EUR
- Any Foreign Liabilities to Related Offices: 103,218 EUR
Local Liabilities in Local Currency (excluding derivatives activity): 97,531 EUR
Cross-Jurisdictional Liabilities Indicator: 129,242 EUR
- Calculated as: Sum of 13.a and 13.b = 134,929 + 97,531 = 232,460 EUR
- Minus 13.a.(1) = 103,218 EUR
- Total = 129,242 EUR