EBA欧洲银行-BPCE-2016_2页_173kb

报告摘要

Country Code: FR
Bank Name: BPCE
Reporting Date: 2016-12-31
Reporting Currency: EUR
Submission Date: 2017-07-07
Reporting Unit: 1,000,000
Accounting Standard: IFRS
Date of Public Disclosure: 2016-04-28
Language of Public Disclosure: English
Web Address of Public Disclosure: http://www.bpce.fr/Investisseur/Information-reglemente/Pu

Counterparty Exposure of Derivatives Contracts: 10,925
Capped Notional Amount of Credit Derivatives: 1,175
Potential Future Exposure of Derivative Contracts: 21,130
Adjusted Gross Value of SFTs: 85,508
Counterparty Exposure of SFTs: 7,744
Other Assets: 962,665
Items subject to 0% CCF: 16,973
Items subject to 20% CCF: 28,280
Items subject to 50% CCF: 92,390
Items subject to 100% CCF: 20,462
Regulatory Adjustments: 6,656
Total Exposures Indicator: 1,163,157 (Calculated as sum of 2.a.(1) through 2.c, 0.1 times 2.d.(1), 0.2 times 2.d.(2), 0.5 times 2.d.(3), and 2.d.(4))

Funds Deposited with or Lent to Other Financial Institutions: 26,617
- Certificates of Deposit: 0
Unused Portion of Committed Lines Extended to Other Financial Institutions: 12,452
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 1,786
- Senior Unsecured Debt Securities: 1,719
- Subordinated Debt Securities: 181
- Commercial Paper: 0
- Equity Securities: 3,402
- Offsetting Short Positions in Equity Securities: 63
Net Positive Current Exposure of SFTs with Other Financial Institutions (Revised): 5,762
Over-the-Counter Derivatives with Other Financial Institutions (Net Positive Fair Value):
- Net Positive Fair Value: 4,288
- Potential Future Exposure: 8,519
Intra-Financial System Assets Indicator: 64,663 (Calculated as sum of 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6))

Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits due to Depository Institutions: 39,009
- Deposits due to Non-Depository Financial Institutions: 39,071
- Loans Obtained from Other Financial Institutions: 0
Unused Portion of Committed Lines Obtained from Other Financial Institutions: 12,793
Net Negative Current Exposure of SFTs with Other Financial Institutions (Revised): 6,701
Over-the-Counter Derivatives with Other Financial Institutions (Net Negative Fair Value):
- Net Negative Fair Value: 6,773
- Potential Future Exposure: 9,638
Intra-Financial System Liabilities Indicator: 113,985 (Calculated as sum of 4.a.(1) through 4.d.(2))

Payments Made in Reporting Year (excluding Intragroup Payments):
- Australian Dollars (AUD): 352,355
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 109,910
- Swiss Francs (CHF): 601,655
- Chinese Yuan (CNY): 1,040
- Euros (EUR): 13,757,005
- British Pounds (GBP): 1,683,384
- Hong Kong Dollars (HKD): 126,952
- Indian Rupee (INR): 15
- Japanese Yen (JPY): 721,000
- Swedish Krona (SEK): 107,443
- United States Dollars (USD): 5,819,553
Payments Activity Indicator: 23,280,312 (Sum of 6.a through 6.i)

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared through a Central Counterparty: 3,445,764
- OTC Derivatives Settled Bilaterally: 5,469,530
OTC Derivatives Indicator: 8,915,294 (Sum of 9.a and 9.b)

Held-for-Trading Securities (HFT): 52,551
Available-for-Sale Securities (AFS): 52,659
Trading and AFS Securities that Meet Level 1 Assets Definition: 63,081
Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 13,908
Trading and AFS Securities Indicator: 28,222 (Sum of 10.a and 10.b, minus sum of 10.c and 10.d)

Level 3 Assets Indicator: 14,889 (Assets valued using Level 3 measurement inputs)

Cross-Jurisdictional Claims Indicator: 208,648 (Total foreign claims on an ultimate risk basis)
Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 101,671
- Foreign Liabilities to Related Offices: 24,055
Local Liabilities in Local Currency (excluding Derivatives Activity): 41,336
Cross-Jurisdictional Liabilities Indicator: 118,952 (Sum of 13.a and 13.b, minus 13.a.(1))

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