EBA欧洲银行-Deutsche-Bank-2018_2页_182kb

Deutsche Bank Summary Report

Core Content Overview

This document provides detailed financial and regulatory data for Deutsche Bank, including general information, size indicators, interconnectedness indicators, substitutability/financial institution infrastructure indicators, complexity indicators, and cross-jurisdictional activity indicators. The data is structured in tables and categorized under different sections, offering a comprehensive view of the bank's exposure, liabilities, and activities.

General Information

• Country Code: DE (Germany)
• Bank Name: Deutsche Bank
• Reporting Date: 2018-12-31
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Submission Date: 2019-05-03
• Reporting Unit: 1 000 000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-04-26
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.db.com/ir/en/regulatory-reporting.htm

Size Indicators

• Counterparty Exposure of Derivatives Contracts: 35,261
• Capped Notional Amount of Credit Derivatives: 17,578
• Potential Future Exposure of Derivative Contracts: 130,816
• Adjusted Gross Value of SFTs: 90,938
• Counterparty Exposure of SFTs: 12,376
• Other Assets: 900,033
• Items subject to a 0% CCF: 51,172
• Items subject to a 20% CCF: 79,196
• Items subject to a 50% CCF: 141,880
• Items subject to a 100% CCF: 7,423
• Regulatory Adjustments: 13,396
• Total Exposures Indicator: 1,286,322.14 (Calculated as sum of items 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))

Interconnectedness Indicators

• Funds Deposited with or Lent to Other Financial Institutions: 36,722
  • Certificates of Deposit: 8
• Unused Portion of Committed Lines to Other Financial Institutions: 5,803
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 729
  • Senior Unsecured Debt Securities: 19,511
  • Subordinated Debt Securities: 0
  • Commercial Paper: 0
  • Equity Securities: 6,292
  • Offsetting Short Positions in Equity Securities: 727
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 45,945
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 9,033
  • Potential Future Exposure: 54,556
• Intra-Financial System Assets Indicator: 177,865 (Calculated as sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6))

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to Depository Institutions: 33,932
  • Deposits due to Non-Depository Financial Institutions: 45,680
  • Loans Obtained from Other Financial Institutions: 16,772
• Unused Portion of Committed Lines from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 42,313
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 11,019
  • Potential Future Exposure: 49,313
• Intra-Financial System Liabilities Indicator: 199,029 (Calculated as sum of items 4.a.(1) through 4.d.(2))

Securities Outstanding

• Secured Debt Securities: 21,659
• Senior Unsecured Debt Securities: 93,192
• Subordinated Debt Securities: 9,885
• Commercial Paper: 2,752
• Certificates of Deposit: 1,963
• Common Equity: 14,396
• Preferred Shares and Subordinated Funding: 4,675
• Securities Outstanding Indicator: 148,522 (Sum of items 5.a through 5.g)

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):

  • Australian Dollars (AUD): 80,194
  • Brazilian Real (BRL): 203,578
  • Canadian Dollars (CAD): 326,459
  • Swiss Francs (CHF): 249,572
  • Chinese Yuan (CNY): 478,081
  • Euros (EUR): 37,330,349
  • British Pounds (GBP): 2,677,556
  • Hong Kong Dollars (HKD): 210,985
  • Indian Rupee (INR): 871,379
  • Japanese Yen (JPY): 731,922
  • Mexican Pesos (MXN): 47,608
  • Swedish Krona (SEK): 98,320
  • United States Dollars (USD): 34,375,356

• Payments Activity Indicator: 77,681,358 (Sum of items 6.a through 6.m)

• Assets Under Custody Indicator: 2,672,508

• Underwriting Activity:

  • Equity Underwriting Activity: 16,411
  • Debt Underwriting Activity: 158,201
  • Underwriting Activity Indicator: 174,612 (Sum of items 8.a and 8.b)

Complexity Indicators

• Notional Amount of OTC Derivatives:

  • OTC Derivatives Cleared through Central Counterparty: 21,666,066
  • OTC Derivatives Settled Bilaterally: 13,566,439
  • OTC Derivatives Indicator: 35,232,505 (Sum of items 9.a and 9.b)

• Trading and Available-for-Sale Securities:

  • Held-for-Trading Securities (HFT): 139,575
  • Available-for-Sale Securities (AFS): 46,070
  • Level 1 Assets (HFT and AFS): 70,551
  • Level 2 Assets (HFT and AFS with Haircuts): 10,144
  • Trading and AFS Securities Indicator: 104,950 (Sum of items 10.a and 10.b, minus the sum of 10.c and 10.d)

• Level 3 Assets Indicator: 24,020 (Assets valued using Level 3 measurement inputs)

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 649,514 (Total foreign claims on an ultimate risk basis)
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 480,957
  • Foreign Liabilities to Related Offices: 142,249
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 123,706
• Cross-Jurisdictional Liabilities Indicator: 462,414 (Sum of items 13.a and 13.b, minus 13.a.(1))

Key Insights

• Deutsche Bank is a Global Systemically Important Bank (GSIB) with significant exposure and liabilities across various financial instruments.
• The bank's total exposures prior to regulatory adjustments are over 1.28 billion EUR.
• The bank holds substantial assets under custody and has a notable level of cross-jurisdictional activity.
• The bank's underwriting activity in both debt and equity markets is significant, with a total of over 174,000 EUR.
• The complexity of the bank's OTC derivatives and Level 3 assets highlights its involvement in sophisticated financial instruments.