EBA欧洲银行-Erste-Group-2018_2页_182kb

Erste Group Summary

Core Information

• Bank Name: Erste Group
• Reporting Date: 2018-12-31
• Submission Date: 2019-05-03
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Public Disclosure Date: 2019-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.erdstegroup.com/en/investors/reports/regulatory-re
• Reporting Unit: 1 000

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Total Exposures

Derivatives

• Counterparty exposure of derivatives contracts: 1,430,838
• Capped notional amount of credit derivatives: 517,227
• Potential future exposure of derivative contracts: 1,381,750

Securities Financing Transactions (SFTs)

• Adjusted gross value of SFTs: 16,606,206
• Counterparty exposure of SFTs: 538,273

Other Assets

• Other assets: 216,275,065

Off-Balance Sheet Items (Gross Notional Amount)

• Items subject to a 0% credit conversion factor (CCF): 12,848,826
• Items subject to a 20% CCF: 9,072,600
• Items subject to a 50% CCF: 20,140,208
• Items subject to a 100% CCF: 2,043,265

Regulatory Adjustments

• Regulatory adjustments: 1,783,273

Total Exposures Indicator

• Total exposures prior to regulatory adjustments: 251,962,129.50

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 10,406,968

  • Certificates of deposit: 689,687

• Unused portion of committed lines extended to other financial institutions: 1,541,187

• Holdings of securities issued by other financial institutions:

  • Secured debt securities: 1,446,148
  • Senior unsecured debt securities: 3,069,586
  • Subordinated debt securities: 323,897
  • Commercial paper: 0
  • Equity securities: 138,818
  • Offsetting short positions in relation to equity securities: 2,074

• Net positive current exposure of SFTs: 67,460

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

  • Net positive fair value: 488,274
  • Potential future exposure: 901,432

• Intra-financial system assets indicator: 18,381,698

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:

  • Deposits due to depository institutions: 13,197,678
  • Deposits due to non-depository financial institutions: 10,794,935
  • Loans obtained from other financial institutions: 0

• Unused portion of committed lines obtained from other financial institutions: 176,434

• Net negative current exposure of SFTs: 167,094

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

  • Net negative fair value: 156,235
  • Potential future exposure: 276,157

• Intra-financial system liabilities indicator: 24,768,533

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Securities Outstanding

• Secured debt securities: 11,450,875

• Senior unsecured debt securities: 8,578,096

• Subordinated debt securities: 5,831,699

• Commercial paper: 1,038,701

• Certificates of deposit: 863,587

• Common equity: 12,485,690

• Preferred shares and other subordinated funding: 84,558

• Securities outstanding indicator: 40,333,206

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Substitutability/Financial Institution Infrastructure Indicators

Payments Made in the Reporting Year (Excluding Intragroup Payments)

• Australian dollars (AUD): 44,901,861

• Brazilian real (BRL): 32,727

• Canadian dollars (CAD): 14,289,662

• Swiss francs (CHF): 1,991,912,169

• Chinese yuan (CNY): 559,788

• Euros (EUR): 1,581,315,895

• British pounds (GBP): 129,764,807

• Hong Kong dollars (HKD): 67,411,472

• Indian rupee (INR): 67,803

• Japanese yen (JPY): 22,758,631

• Mexican pesos (MXN): 754,825

• Swedish krona (SEK): 6,270,587

• United States dollars (USD): 5,938,565,707

• Payments activity indicator: 9,798,605,934

Assets Under Custody

• Assets under custody indicator: 111,504,446

Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: 70,920

• Debt underwriting activity: 5,019,695

• Underwriting activity indicator: 5,090,615

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Complexity Indicators

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

• OTC derivatives cleared through a central counterparty: 70,044,992

• OTC derivatives settled bilaterally: 137,088,289

• OTC derivatives indicator: 207,133,281

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 5,126,037

• Available-for-sale securities (AFS): 9,271,881

• Trading and AFS securities that meet Level 1 assets definition: 9,660,719

• Trading and AFS securities that meet Level 2 assets definition (with haircuts): 206,732

• Trading and AFS securities indicator: 4,530,466

Level 3 Assets

• Level 3 assets indicator: 1,342,626

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Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 131,910,647

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 29,447,178

  • Any foreign liabilities to related offices included in item 13.a: 5,674,800

• Local liabilities in local currency (excluding derivatives activity): 78,052,007

• Cross-jurisdictional liabilities indicator: 101,824,385