EBA欧洲银行-BBVA-2014_2页_200kb

BBVA General Bank Data Summary

1. General Information

• Country Code: ES (Spain)
• Bank Name: BBVA
• Reporting Date: 2014-12-31
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1
• Reporting Unit: 1,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2015-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: http://shareholdersandinvestors.bbv.com/TLBB/fbinr/mult/BBVAGSI

2. Size Indicator

• Counterparty Exposure of Derivatives Contracts: 13,555,636
• Gross Value of Securities Financing Transactions (SFTs): 19,392,474
• Counterparty Exposure of SFTs: 35,263
• Other Assets: 569,268,388
• Total On-Balance-Sheet Items: 602,251,761
• Potential Future Exposure of Derivatives Contracts: 12,666,851
• Notional Amount of Off-Balance-Sheet Items with 0% Credit Conversion Factor: 50,991,877
  • Unconditionally Cancellable Credit Card Commitments: 26,235,315
  • Other Unconditionally Cancellable Commitments: 24,756,562
• Notional Amount of Off-Balance-Sheet Items with 20% Credit Conversion Factor: 15,371,673
• Notional Amount of Off-Balance-Sheet Items with 50% Credit Conversion Factor: 69,834,595
• Notional Amount of Off-Balance-Sheet Items with 100% Credit Conversion Factor: 11,311,114
• Total Off-Balance-Sheet Items: 114,283,421
• On-Balance-Sheet Assets (Consolidated for Accounting Purposes): 20,832,618
• Potential Future Exposure of Derivatives Contracts (Consolidated for Accounting Purposes): 158,232
• Unconditionally Cancellable Commitments (Consolidated for Accounting Purposes): 0
• Other Off-Balance-Sheet Commitments (Consolidated for Accounting Purposes): 0
• Investment Value in Consolidated Entities: 3,646,951
• Regulatory Adjustments: 10,712,088
• Total Exposures Indicator: 723,166,993

3. Interconnectedness Indicators

• Funds Deposited with or Lent to Other Financial Institutions: 8,310,619
• Unused Portion of Committed Lines to Other Financial Institutions: 1,056,859
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 6,386,093
  • Senior Unsecured Debt Securities: 7,298,647
  • Subordinated Debt Securities: 163,567
  • Commercial Paper: 239,057
  • Equity Securities: 5,556,952
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 446,954
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 5,223,249
  • Potential Future Exposure: 2,067,239
• Intra-Financial System Assets Indicator: 36,749,237

4. Intra-Financial System Liabilities

• Deposits Due to Depository Institutions: 16,134,066
• Deposits Due to Non-Depository Financial Institutions: 35,369,060
• Unused Portion of Committed Lines from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 1,056,039
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 6,184,416
  • Potential Future Exposure: 5,195,179
• Intra-Financial System Liabilities Indicator: 63,938,761

5. Securities Outstanding

• Secured Debt Securities: 32,643,081
• Senior Unsecured Debt Securities: 22,330,222
• Subordinated Debt Securities: 8,864,890
• Commercial Paper: 2,843,355
• Certificates of Deposit: 27,524,667
• Common Equity: 48,470,000
• Preferred Shares and Subordinated Funding: 4,645,000
• Securities Outstanding Indicator: 147,321,214

6. Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • Australian Dollars (AUD): 15,019,128
  • Brazilian Real (BRL): 30
  • Canadian Dollars (CAD): 53,455,317
  • Swiss Francs (CHF): 36,143,308
  • Chinese Yuan (CNY): 43,955,262
  • Euros (EUR): 2,121,395,102
  • British Pounds (GBP): 286,874,187
  • Hong Kong Dollars (HKD): 33,634,091
  • Indian Rupee (INR): 2,916
  • Japanese Yen (JPY): 23,553,800
  • Swedish Krona (SEK): 8,596,063
  • United States Dollars (USD): 2,174,146,101
• Payments Activity Indicator: 4,796,775,306

7. Assets Under Custody

• Assets Under Custody Indicator: 635,711,607

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 1,139,800
• Debt Underwriting Activity: 30,295,000
• Underwriting Activity Indicator: 31,434,800

9. Complexity Indicators

• Notional Amount of OTC Derivatives:
  • Cleared through Central Counterparty: 460,986,939
  • Settled Bilaterally: 1,317,454,236
• OTC Derivatives Indicator: 1,778,441,175

10. Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 32,937,553
• Available-for-Sale Securities (AFS): 73,255,241
• Level 1 Assets (Trading and AFS): 80,749,274
• Level 2 Assets (Trading and AFS with Haircuts): 6,288,048
• Trading and AFS Securities Indicator: 19,155,472

11. Level 3 Assets

• Level 3 Assets Indicator: 762,164

12. Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 302,419,686
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 143,957,846
  • Foreign Liabilities to Related Offices: 14,535,710
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 198,649,300
• Cross-Jurisdictional Liabilities Indicator: 328,071,436