BBVA General Bank Data Summary
Core Content Overview
This document provides a comprehensive summary of BBVA's general bank data, including key financial indicators across various categories such as total exposures, interconnectedness, substitutability, complexity, and cross-jurisdictional activity. The data is reported in Euros (EUR) and includes regulatory adjustments and specific accounting standards.
General Information
| Item |
Description |
Value |
| 1.a.(1) |
Country code |
ES |
| 1.a.(2) |
Bank name |
BBVA |
| 1.a.(3) |
Reporting date |
2016-12-31 |
| 1.a.(4) |
Reporting currency |
EUR |
| 1.a.(6) |
Submission date |
2017-06-20 |
| 1.b.(1) |
Reporting unit |
1,000 |
| 1.b.(2) |
Accounting standard |
IFRS |
| 1.b.(3) |
Date of public disclosure |
2017-04-30 |
| 1.b.(4) |
Language of public disclosure |
English/Spanish |
| 1.b.(5) |
Web address of public disclosure |
http://shareholdersandinvestors.bbva.com/TLBB/fbinir/multi/ |
Total Exposures
| Item |
Description |
Amount (EUR) |
| 2.a.(1) |
Counterparty exposure of derivatives contracts |
13,486,834 |
| 2.c |
Other assets |
652,181,688 |
| 2.d.(1) |
Items subject to a 0% CCF |
45,726,442 |
| 2.d.(2) |
Items subject to a 20% CCF |
15,225,847 |
| 2.d.(3) |
Items subject to a 50% CCF |
88,810,176 |
| 2.d.(4) |
Items subject to a 100% CCF |
14,374,005 |
| 2.e |
Regulatory adjustments |
10,768,701 |
| 2.f |
Total exposures indicator |
773,146,135 |
Interconnectedness Indicators
| Item |
Description |
Amount (EUR) |
| 3.a |
Funds deposited with or lent to other financial institutions |
30,203,771 |
| 3.a.(1) |
Certificates of deposit |
0 |
| 3.b |
Unused portion of committed lines extended to other financial institutions |
5,363,456 |
| 3.c.(1) |
Secured debt securities |
4,230,580 |
| 3.c.(2) |
Senior unsecured debt securities |
14,853,723 |
| 3.c.(3) |
Subordinated debt securities |
368,718 |
| 3.c.(4) |
Commercial paper |
1,265,572 |
| 3.c.(5) |
Equity securities |
3,704,657 |
| 3.d |
Net positive current exposure of SFTs |
646,791 |
| 3.e.(1) |
Net positive fair value of OTC derivatives |
7,274,621 |
| 3.e.(2) |
Potential future exposure of OTC derivatives |
4,248,733 |
| 3.f |
Intra-financial system assets indicator |
72,160,622 |
Intra-Financial System Liabilities
| Item |
Description |
Amount (EUR) |
| 4.a.(1) |
Deposits due to depository institutions |
35,143,148 |
| 4.a.(2) |
Deposits due to non-depository financial institutions |
44,861,782 |
| 4.b |
Unused portion of committed lines obtained from other financial institutions |
5,028,750 |
| 4.c |
Net negative current exposure of SFTs |
711,845 |
| 4.d.(1) |
Net negative fair value of OTC derivatives |
7,203,494 |
| 4.d.(2) |
Potential future exposure of OTC derivatives |
6,475,263 |
| 4.e |
Intra-financial system liabilities indicator |
99,424,282 |
Securities Outstanding
| Item |
Description |
Amount (EUR) |
| 5.a |
Secured debt securities |
33,674,997 |
| 5.b |
Senior unsecured debt securities |
31,459,414 |
| 5.c |
Subordinated debt securities |
10,747,213 |
| 5.d |
Commercial paper |
1,190,506 |
| 5.e |
Certificates of deposit |
7,145,015 |
| 5.f |
Common equity |
42,118,270 |
| 5.g |
Preferred shares and other subordinated funding |
6,466,000 |
| 5.h |
Securities outstanding indicator |
132,801,415 |
Substitutability/Financial Institution Infrastructure Indicators
| Item |
Description |
Amount (EUR) |
| 6.a |
Australian dollars (AUD) |
26,394,290 |
| 6.c |
Canadian dollars (CAD) |
39,123,915 |
| 6.d |
Swiss francs (CHF) |
56,573,335 |
| 6.f |
Euros (EUR) |
2,616,351,229 |
| 6.g |
British pounds (GBP) |
413,691,243 |
| 6.h |
Hong Kong dollars (HKD) |
36,216,661 |
| 6.j |
Japanese yen (JPY) |
68,739,195 |
| 6.l |
United States dollars (USD) |
3,235,979,428 |
| 6.m |
Payments activity indicator |
6,568,271,593 |
Assets Under Custody
| Item |
Description |
Amount (EUR) |
| 7.a |
Assets under custody indicator |
680,291,810 |
Underwritten Transactions
| Item |
Description |
Amount (EUR) |
| 8.a |
Equity underwriting activity |
692,754 |
| 8.b |
Debt underwriting activity |
26,807,846 |
| 8.c |
Underwriting activity indicator |
27,500,600 |
Complexity Indicators
| Item |
Description |
Amount (EUR) |
| 9.a |
OTC derivatives cleared through a central counterparty |
914,204,839 |
| 9.b |
OTC derivatives settled bilaterally |
1,218,736,522 |
| 9.c |
OTC derivatives indicator |
2,132,941,361 |
Trading and Available-for-Sale Securities
| Item |
Description |
Amount (EUR) |
| 10.a |
Held-for-trading securities |
30,726,987 |
| 10.b |
Available-for-sale securities |
58,637,560 |
| 10.c |
Level 1 assets |
63,540,600 |
| 10.d |
Level 2 assets with haircuts |
10,951,202 |
| 10.e |
Trading and AFS securities indicator |
14,872,745 |
Level 3 Assets
| Item |
Description |
Amount (EUR) |
| 11.a |
Level 3 assets indicator |
1,263,540 |
Cross-Jurisdictional Activity Indicators
| Item |
Description |
Amount (EUR) |
| 12.a |
Cross-jurisdictional claims indicator |
373,789,126 |
| 13.a |
Foreign liabilities (excluding derivatives) |
163,213,982 |
| 13.b |
Local liabilities in local currency |
216,431,324 |
| 13.c |
Cross-jurisdictional liabilities indicator |
379,645,306 |
Key Observations
- BBVA is a Global Systemically Important Bank (GSIB) reporting in Euros.
- The total exposures indicator is 773,146,135 EUR, calculated using a combination of exposure types and credit conversion factors.
- The intra-financial system assets indicator is 72,160,622 EUR, while the intra-financial system liabilities indicator is 99,424,282 EUR.
- Securities outstanding total 132,801,415 EUR, with significant portions in secured and senior unsecured debt securities.
- Payments activity across multiple currencies totals 6,568,271,593 EUR, with the largest amount in USD.
- The OTC derivatives indicator is 2,132,941,361 EUR, indicating substantial derivative activity.
- Cross-jurisdictional claims and liabilities are 373,789,126 EUR and 379,645,306 EUR, respectively, highlighting BBVA's international operations.
