EBA欧洲银行-Credit-Agricole_2页_76kb

报告摘要

Country Code: FR
Bank Name: CreditAgricole
Reporting Date: 2017-12-31
Reporting Currency: EUR
Submission Date: 2018-06-20
Reporting Unit: 1,000,000
Accounting Standard: IFRS
Date of Public Disclosure: 2018-04-30
Language of Public Disclosure: English
Web Address of Public Disclosure: https://www.creditoragricole.com/finance/finance/communique

Counterparty Exposure of Derivatives Contracts: 15,566 EUR
Capped Notional Amount of Credit Derivatives: 2,562 EUR
Potential Future Exposure of Derivative Contracts: 28,602 EUR
Adjusted Gross Value of SFTs: 110,062 EUR
Counterparty Exposure of SFTs: 5,865 EUR
Other Assets: 1,179,249 EUR
Items Subject to Credit Conversion Factor (CCF):
- 0% CCF: 9,467 EUR
- 20% CCF: 84,188 EUR
- 50% CCF: 149,383 EUR
- 100% CCF: 59,239 EUR
Regulatory Adjustments: 21,077 EUR
Total Exposures Indicator (Prior to Regulatory Adjustments): 1,493,620.32 EUR

Funds Deposited with or Lent to Other Financial Institutions:
- Deposits due to depository institutions: 37,600 EUR
Unused Portion of Committed Lines Extended to Other Financial Institutions: 48,058 EUR
Holdings of Securities Issued by Other Financial Institutions:
- Senior unsecured debt securities: 52,598 EUR
- Subordinated debt securities: 3,562 EUR
- Equity securities: 8,335 EUR
Net Positive Current Exposure of SFTs: 1,565 EUR
Over-the-Counter Derivatives with Net Positive Fair Value:
- Net positive fair value: 6,310 EUR
- Potential future exposure: 7,997 EUR
Intra-Financial System Assets Indicator: 166,025 EUR

Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits due to depository institutions: 28,002 EUR
- Deposits due to non-depository financial institutions: 82,518 EUR
Unused Portion of Committed Lines Obtained from Other Financial Institutions: 3,202 EUR
Net Negative Current Exposure of SFTs: 5,551 EUR
Over-the-Counter Derivatives with Net Negative Fair Value:
- Net negative fair value: 15,654 EUR
- Potential future exposure: 5,443 EUR
Intra-Financial System Liabilities Indicator: 140,370 EUR

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- Australian Dollars (AUD): 1061
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 393,467
- Swiss Francs (CHF): 321,430
- Chinese Yuan (CNY): 486,901
- Euros (EUR): 8,642,776
- British Pounds (GBP): 2,219,171
- Hong Kong Dollars (HKD): 405,469
- Indian Rupee (INR): 13
- Japanese Yen (JPY): 3,202,909
- Mexican Pesos (MXN): 80,973
- Swedish Krona (SEK): 61,232
- United States Dollars (USD): 11,250,153
Payments Activity Indicator: 27,393,632 EUR

Notional Amount of Over-the-Counter (OTC) Derivatives:
- OTC Derivatives Cleared through a Central Counterparty: 5,425,393 EUR
- OTC Derivatives Settled Bilaterally: 6,705,766 EUR
OTC Derivatives Indicator (Sum of Items 9.a and 9.b): 12,131,159 EUR

Held-for-Trading Securities (HFT): 23,658 EUR
Available-for-Sale Securities (AFS): 103,713 EUR
Trading and AFS Securities that Meet Level 1 Assets Definition: 98,922 EUR
Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 5,596 EUR
Trading and AFS Securities Indicator (Sum of Items 10.a and 10.b, Minus Items 10.c and 10.d): 22,853 EUR

Level 3 Assets Indicator (Assets Valued Using Level 3 Measurement Inputs): 4,789 EUR

Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 377,112 EUR
Cross-Jurisdictional Liabilities:
- Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 77,417 EUR
- Local Liabilities in Local Currency (excluding Derivatives Activity): 216,453 EUR
Cross-Jurisdictional Liabilities Indicator (Sum of Items 13.a and 13.b, Minus 13.a.(1)): 293,871 EUR

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