EBA欧洲银行-Rabobank-2013_2页_351kb

General Bank Data Summary

Core Content Overview

This document provides a detailed overview of various financial indicators for a bank, including general information, total exposures, interconnectedness, securities outstanding, payments activity, assets under custody, underwriting activity, complexity, and cross-jurisdictional activity. The data is structured in sections and includes both the amount and the corresponding item numbers for clarity.

General Information

• Country Code: NL
• Bank Name: Rabobank
• Reporting Date: 31/12/2013
• Reporting Currency: EUR
• Euro Conversion Rate: 1.0000
• Reporting Unit: 1 000 000
• Accounting Standard: IFRS
• Location of Public Disclosure: Not specified

Total Exposures

• Counterparty Exposure of Derivatives Contracts (Method 1): 10,670
• Gross Value of Securities Financing Transactions (SFTs): 33,455
• Counterparty Exposure of SFTs: 1,605
• Other Assets: 620,442
• Potential Future Exposure of Derivative Contracts (Method 1): 15,698
• Notional Amount of Off-Balance Sheet Items with 0% CCF: 45,065
  • Unconditionally Cancellable Credit Card Commitments: 0
  • Other Unconditionally Cancellable Commitments: 45,031
• Notional Amount of Off-Balance Sheet Items with 20% CCF: 14,040
• Notional Amount of Off-Balance Sheet Items with 50% CCF: 29,437
• Notional Amount of Off-Balance Sheet Items with 100% CCF: 6,079
• Total Off-Balance Sheet Items: 69,791
• Regulatory Adjustments: 4,096
• Total Exposures Indicator: 731,867

Interconnectedness Indicators

• Intra-Financial System Assets:

  • Funds Deposited with or Lent to Other Financial Institutions: 23,940
    • Certificates of Deposit: 1,241
  • Undrawn Committed Lines Extended to Other Financial Institutions: 5,351
  • Holdings of Securities Issued by Other Financial Institutions:
    • Secured Debt Securities: 861
    • Senior Unsecured Debt Securities: 2,410
    • Subordinated Debt Securities: 80
    • Commercial Paper: 42
    • Stock (including par and surplus of common and preferred shares): 3,757
  • Net Positive Current Exposure of SFTs with Other Financial Institutions: 445
  • OTC Derivatives with Net Positive Fair Value: 2,576
  • Potential Future Exposure of OTC Derivatives: 5,727
  • Intra-Financial System Assets Indicator: 45,189

• Intra-Financial System Liabilities:

  • Deposits Due to Depository Institutions: 8,047
  • Deposits Due to Non-Depository Financial Institutions: 26,774
  • Undrawn Committed Lines Obtained from Other Financial Institutions: 0
  • Net Negative Current Exposure of SFTs with Other Financial Institutions: 0
  • OTC Derivatives with Net Negative Fair Value: 1,478
  • Potential Future Exposure of OTC Derivatives: 7,999
  • Intra-Financial System Liabilities Indicator: 44,298

Securities Outstanding

• Secured Debt Securities: 0
• Senior Unsecured Debt Securities: 141,049
• Subordinated Debt Securities: 7,814
• Commercial Paper: 6,722
• Certificates of Deposit: 42,795
• Preferred Shares and Other Subordinated Funding: 8,534
• Securities Outstanding Indicator: 206,914

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • Australian Dollars (AUD): 785,602
  • Brazilian Real (BRL): 0
  • Canadian Dollars (CAD): 924,209
  • Swiss Francs (CHF): 888,476
  • Chinese Yuan (CNY): 311,899
  • Euros (EUR): 4,922,349
  • British Pounds (GBP): 2,081,637
  • Hong Kong Dollars (HKD): 4,865,727
  • Indian Rupees (INR): 145,892
  • Japanese Yen (JPY): 85,985,675
  • Swedish Krona (SEK): 1,429,337
  • United States Dollars (USD): 10,991,694
  • Payments Activity Indicator: 18,966,425

Assets Under Custody

• Assets Under Custody Indicator: 8,237

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 399
• Debt Underwriting Activity: 13,596
• Underwriting Activity Indicator: 13,995

Complexity Indicators

• Notional Amount of OTC Derivatives:

  • OTC Derivatives Cleared through a Central Counterparty: 1,272,646
  • OTC Derivatives Settled Bilaterally: 1,548,481
  • OTC Derivatives Indicator: 2,821,127

• Trading and Available-for-Sale Securities:

  • Held-for-Trading Securities (HFT): 5,289
  • Available-for-Sale Securities (AFS): 51,382
  • Level 1 Assets (HFT and AFS): 42,167
  • Level 2 Assets (HFT and AFS with Haircuts): 12,983
  • Trading and AFS Securities Indicator: 1,521

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims:

  • Foreign Claims on an Ultimate Risk Basis (excluding Derivatives Activity): 232,168
  • Cross-Jurisdictional Claims Indicator: 232,168

• Cross-Jurisdictional Liabilities:

  • Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 131,321
    • Foreign Liabilities to Related Offices: 121,565
  • Local Liabilities in Local Currency (excluding Derivatives Activity): 64,067
  • Cross-Jurisdictional Liabilities Indicator: 73,823

This summary captures the key financial indicators and their values, providing a clear structure for understanding the bank's exposure, interconnectedness, and cross-jurisdictional activity.