EBA欧洲银行-KBC-2016_2页_173kb

KBC Bank General Data Summary

Core Information

Item	Code	Value
Country code	1001	BE
Bank name	1002	KBC
Reporting date	1003	2016-12-31
Reporting currency	1004	EUR
Submission date	1006	2017-04-29
Reporting unit	1007	1,000,000
Accounting standard	1008	IFRS
Date of public disclosure	1009	2017-05-31
Language of public disclosure	1010	English
Web address of public disclosure	1011	https://www.kbc.com/en/other-information#tab

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Total Exposures

Derivatives

• Counterparty exposure of derivatives contracts: 4,075
• Capped notional amount of credit derivatives: 154
• Potential future exposure of derivative contracts: 3,292

Securities Financing Transactions (SFTs)

• Adjusted gross value of SFTs: 13,729
• Counterparty exposure of SFTs: 1,094

Other assets

• Other assets: 216,839

Gross notional amount of off-balance sheet items

• Items subject to a 0% CCF: 20,739
• Items subject to a 20% CCF: 7,130
• Items subject to a 50% CCF: 9,877
• Items subject to a 100% CCF: 7,849

Regulatory adjustments

• Regulatory adjustments: 2,170

Total Exposures Indicator

• Total exposures prior to regulatory adjustments: 255,469

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 24,878

• Unused portion of committed lines extended to other financial institutions: 126

• Holdings of securities issued by other financial institutions:

  • Secured debt securities: 4,994
  • Senior unsecured debt securities: 248
  • Subordinated debt securities: 0
  • Commercial paper: 0
  • Equity securities: 818

• Net positive current exposure of SFTs with other financial institutions: 3,255

• Over-the-counter derivatives with net positive fair value:

  • Net positive fair value: 885
  • Potential future exposure: 2,256

• Intra-financial system assets indicator: 37,461

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:

  • Deposits due to depository institutions: 32,058
  • Deposits due to non-depository financial institutions: 43,973
  • Loans obtained from other financial institutions: 0

• Unused portion of committed lines obtained from other financial institutions: 0

• Net negative current exposure of SFTs with other financial institutions: 352

• Over-the-counter derivatives with net negative fair value:

  • Net negative fair value: 4,750
  • Potential future exposure: 2,625

• Intra-financial system liabilities indicator: 83,758

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Securities Outstanding

• Secured debt securities: 8,223

• Senior unsecured debt securities: 1,377

• Subordinated debt securities: 1,065

• Commercial paper: 0

• Certificates of deposit: 16,085

• Common equity: 0

• Preferred shares and subordinated funding: 0

• Securities outstanding indicator: 26,749

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Substitutability/Financial Institution Infrastructure Indicators

Payments made in the reporting year (excluding intragroup payments)

• Australian dollars (AUD): 5,881

• Brazilian real (BRL): 0

• Canadian dollars (CAD): 9,346

• Swiss francs (CHF): 15,094

• Chinese yuan (CNY): 11

• Euros (EUR): 3,773,493

• British pounds (GBP): 29,683

• Hong Kong dollars (HKD): 7,361

• Indian rupee (INR): 0

• Japanese yen (JPY): 13,381

• Swedish krona (SEK): 3,181

• United States dollars (USD): 121,369

• Payments activity indicator: 3,978,801

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Assets Under Custody

• Assets under custody indicator: 234,681

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Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: 55
• Debt underwriting activity: 417
• Underwriting activity indicator: 472

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Complexity Indicators

Notional Amount of Over-the-Counter (OTC) Derivatives

• OTC derivatives cleared through a central counterparty: 138,335

• OTC derivatives settled bilaterally: 406,138

• OTC derivatives indicator: 544,473

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Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 1,407

• Available-for-sale securities (AFS): 20,692

• Trading and AFS securities that meet Level 1 assets definition: 15,936

• Trading and AFS securities that meet Level 2 assets definition (with haircuts): 1,956

• Trading and AFS securities indicator: 4,207

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Level 3 Assets

• Level 3 assets indicator: 2,991

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Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 109,766

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 132,701

  • Any foreign liabilities to related offices: 28,372

• Local liabilities in local currency (excluding derivatives activity): 45,186

• Cross-jurisdictional liabilities indicator: 149,514