EBA欧洲银行-BBVA-2013_2页_352kb

报告摘要

Country Code: ES
Bank Name: BBVA
Reporting Date: 31/12/2013
Reporting Currency: EUR
Euro Conversion Rate: 1.0000
Reporting Unit: 1.000
Accounting Standard: IFRS
Location of Public Disclosure: [http://actionistaseinversores.bbbva.com/T1BBB/bbinr/mult/Informacion BBVA GSIBs Diciembre 2013 tcm926-461857.pdf](http://actionistaseinversores.bbbva.com/T1BBB/bbinr/mult/Informacion BBVA GSIBs Diciembre 2013 tcm926-461857.pdf)

Counterparty Exposure of Derivatives Contracts (Method 1): 12,708,828
Gross Value of Securities Financing Transactions (SFTs): 12,981,575
Counterparty Exposure of SFTs: 40,131
Other Assets: 532,002,630
Total On-Balance Sheet Items: 557,733,163 (calculated as sum of items 2.a, 2.b, 2.c, 2.d minus 2.d.(1))

Potential Future Exposure of Derivatives Contracts (Method 1): 13,845,035
Notional Amount of Off-Balance Sheet Items with 0% CCF: 61,058,850
- Unconditionally Cancellable Credit Card Commitments: 24,309,397
- Other Unconditionally Cancellable Commitments: 36,749,453
Notional Amount of Off-Balance Sheet Items with 20% CCF: 18,034,938
Notional Amount of Off-Balance Sheet Items with 50% CCF: 66,681,494
Notional Amount of Off-Balance Sheet Items with 100% CCF: 12,222,413
Total Off-Balance Sheet Items: 116,889,765 (calculated as sum of 2.f, 2.g, and 2.h through 2.j, minus 0.9 times sum of 2.g.(1) and 2.g.(2))

Total Exposures: 10,262,538 (calculated as sum of 2.e, 2.f, 2.l.(1), 2.l.(2), 0.1 times 2.l.(3), 2.l.(4) minus sum of 2.l.(5) and 2.m)

Funds Deposited with or Lent to Other Financial Institutions: 9,594,160
Undrawn Committed Lines to Other Financial Institutions: 1,631,783
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 4,212,315
- Senior Unsecured Debt Securities: 9,545,259
- Subordinated Debt Securities: 208,625
- Commercial Paper: 27,086
- Stock (Common and Preferred Shares): 3,707,672
Net Positive Current Exposure of SFTs: 277,429
OTC Derivatives with Net Positive Fair Value: 5,089,351
Potential Future Exposure of OTC Derivatives: 2,266,219
Intra-Financial System Assets Indicator: 36,559,899 (calculated as sum of 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), 3.e.(2) minus 3.c.(6))

Deposits Due to Depository Institutions: 14,937,448
Deposits Due to Non-Depository Financial Institutions: 20,542,340
Undrawn Committed Lines from Other Financial Institutions: 0
Net Negative Current Exposure of SFTs: 938,064
OTC Derivatives with Net Negative Fair Value: 6,065,327
Potential Future Exposure of OTC Derivatives: 4,682,343
Intra-Financial System Liabilities Indicator: 47,165,522 (calculated as sum of 4.a through 4.e.(2))

Secured Debt Securities: 34,848,536
Senior Unsecured Debt Securities: 21,434,273
Subordinated Debt Securities: 7,368,532
Commercial Paper: 3,244,050
Certificates of Deposit: 24,940,918
Common Equity: 51,772,720
Preferred Shares and Subordinated Funding: 2,996,224
Securities Outstanding Indicator: 146,605,253 (sum of items 5.a through 5.g)

Payments Made in the Reporting Year (Excluding Intragroup Payments): 6,048,306,380
- Australian Dollars (AUD): 28,150,882
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 39,319,136
- Swiss Francs (CHF): 43,430,382
- Chinese Yuan (CNY): 478,953,152
- Euros (EUR): 2,700,432,164
- British Pounds (GBP): 221,045,752
- Hong Kong Dollars (HKD): 582,590,727
- Indian Rupee (INR): 42,185
- Japanese Yen (JPY): 2,798,756,649
- Swedish Krona (SEK): 61,790,673
- United States Dollars (USD): 3,795,550,507

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared Through Central Counterparty: 516,270,401
- OTC Derivatives Settled Bilaterally: 1,293,636,873
- OTC Derivatives Indicator: 1,809,907,274 (sum of 9.a and 9.b)

Held-for-Trading Securities (HFT): 28,697,288
Available-for-Sale Securities (AFS): 59,133,594
Level 1 Assets (HFT and AFS): 49,852,869
Level 2 Assets (HFT and AFS with Haircuts): 5,345,315
Trading and AFS Securities Indicator: 32,632,698 (sum of 10.a and 10.b minus sum of 10.c and 10.d)

Cross-Jurisdictional Claims (Ultimate Risk Basis, Excluding Derivatives): 260,238,663
Cross-Jurisdictional Claims Indicator: 260,238,663 (item 12.c)
Cross-Jurisdictional Liabilities:
- Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 113,968,955
  - Foreign Liabilities to Related Offices: 8,395,234
- Local Liabilities in Local Currency (Excluding Derivatives): 169,640,224
Cross-Jurisdictional Liabilities Indicator: 275,213,945 (sum of 13.a and 13.b minus 13.a.(1))