EBA欧洲银行-DZ-Bank-2014_2页_200kb

DzBank General and Risk Indicators Summary

Core Information

• Country Code: DE (Germany)
• Bank Name: DzBank
• Reporting Date: 2014-12-31
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1
• Reporting Unit: 1
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2015-04-30
• Language of Public Disclosure: English / German
• Web Address of Public Disclosure: https://www.dzbank.com/content/dam/dzbank_com/en/home/profile/in

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 11,341,215,822 EUR
• Gross Value of Securities Financing Transactions (SFTs): 12,120,009,110 EUR
• Counterparty Exposure of SFTs: 2,340,238,521 EUR
• Other Assets: 282,155,653,587 EUR
• Total On-Balance-Sheet Items: 307,957,117,040 EUR (sum of items 2.a, 2.b, 2.c, and 2.d, minus 2.d.(1))
• Potential Future Exposure of Derivative Contracts: 11,285,302,833 EUR
• Notional Amount of Off-Balance-Sheet Items with 0% Credit Conversion Factor: 17,013,007,778 EUR
• Notional Amount of Off-Balance-Sheet Items with 20% Credit Conversion Factor: 5,671,074,410 EUR
• Notional Amount of Off-Balance-Sheet Items with 50% Credit Conversion Factor: 20,460,271,715 EUR
• Notional Amount of Off-Balance-Sheet Items with 100% Credit Conversion Factor: 5,799,283,044 EUR
• Total Off-Balance-Sheet Items: Calculated as sum of items 2.f, 2.h through 2.j, minus 0.9 times the sum of items 2.g.(1) and 2.g.(2)
• Entities Consolidated for Accounting Purposes but Not for Risk-Based Regulatory Purposes:
  • On-Balance-Sheet Assets: 3,812,188,302 EUR
  • Potential Future Exposure of Derivatives Contracts: 3,894,350 EUR
  • Unconditionally Cancellable Commitments: 0 EUR
  • Other Off-Balance-Sheet Commitments: 268,939,767 EUR
  • Investment Value in Consolidated Entities: 725,395,883 EUR
• Regulatory Adjustments: 715,289,170 EUR
• Total Exposures Indicator: 355,518,687,186 EUR (sum of items 2.e, 2.k, 2.l.(1), 2.l.(2), 0.1 times 2.l.(3), 2.l.(4), minus the sum of items 2.l.(5) and 2.m)

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 72,415,520,707 EUR
  • Certificates of Deposit: 1,650,695,97 EUR
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 19,419,407,430 EUR
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 14,084,494,931 EUR
  • Senior Unsecured Debt Securities: 27,779,208,879 EUR
  • Subordinated Debt Securities: 804,648,897 EUR
  • Commercial Paper: 163,996,369 EUR
  • Equity Securities: 1,071,587,322 EUR
  • Offsetting Short Positions in Relation to Equity Securities: 2,289,766 EUR
• Net Positive Current Exposure of Securities Financing Transactions with Other Financial Institutions: 188,290,463 EUR
• Over-the-Counter Derivatives with Other Financial Institutions (Net Positive Fair Value):
  • Net Positive Fair Value: 4,243,989,431 EUR
  • Potential Future Exposure: 1,665,273,400 EUR
• Intra-Financial System Assets Indicator: 141,834,128,062 EUR (sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), 3.e.(2), minus 3.c.(6))

Intra-Financial System Liabilities

• Deposits Due to Depository Institutions: 79,705,233,194 EUR
• Deposits Due to Non-Depository Financial Institutions: 32,028,076,165 EUR
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 4,409,180 EUR
• Net Negative Current Exposure of Securities Financing Transactions with Other Financial Institutions: 905,544,387 EUR
• Over-the-Counter Derivatives with Other Financial Institutions (Net Negative Fair Value):
  • Net Negative Fair Value: 4,438,345,715 EUR
  • Potential Future Exposure: 2,281,860,595 EUR
• Intra-Financial System Liabilities Indicator: 119,363,469,236 EUR (sum of items 4.a through 4.e.(2))

Securities Outstanding

• Secured Debt Securities: 25,952,497,494 EUR
• Senior Unsecured Debt Securities: 30,964,733,074 EUR
• Subordinated Debt Securities: 2,684,934,680 EUR
• Commercial Paper: 3,257,298,618 EUR
• Certificates of Deposit: 12,800,129,087 EUR
• Common Equity: 11,079,041,765 EUR
• Preferred Shares and Other Subordinated Funding: 365,158,846 EUR
• Securities Outstanding Indicator: 87,103,793,563 EUR (sum of items 5.a through 5.g)

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • Australian Dollars: AUD 12,566,163,595 (Equivalent: 8,543,719,863 EUR)
  • Brazilian Real: BRL 1,207,268,442 (Equivalent: 387,248,645 EUR)
  • Canadian Dollars: CAD 5,173,478,802 (Equivalent: 3,531,581,747 EUR)
  • Swiss Francs: CHF 66,849,573,942 (Equivalent: 55,040,006,891 EUR)
  • Chinese Yuan: CNY 2,242,256,437 (Equivalent: 274,427,456 EUR)
  • Euros: EUR 4,229,050,553,681 (Equivalent: 4,229,050,553,681 EUR)
  • British Pounds: GBP 41,722,272,315 (Equivalent: 51,779,857,340 EUR)
  • Hong Kong Dollars: HKD 123,023,266,653 (Equivalent: 11,960,418,434 EUR)
  • Indian Rupee: INR 16,803,778,375 (Equivalent: 207,603,944 EUR)
  • Japanese Yen: JPY 2,505,125,077,255 (Equivalent: 17,863,828,980 EUR)
  • Swedish Krona: SEK 36,106,029,645 (Equivalent: 3,969,838,715 EUR)
  • United States Dollars: USD 403,862,586,961 (Equivalent: 304,488,380,938 EUR)
• Payments Activity Indicator: 4,687,097,466,634 EUR (sum of items 6.a through 6.l)

Assets Under Custody

• Assets Under Custody Indicator: 634,806,987,991 EUR

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0 EUR
• Debt Underwriting Activity: 20,478,410,000 EUR
• Underwriting Activity Indicator: 20,478,410,000 EUR (sum of items 8.a and 8.b)

Complexity Indicators

• Notional Amount of Over-the-Counter (OTC) Derivatives:
  • OTC Derivatives Cleared Through Central Counterparty: 240,820,143,864 EUR
  • OTC Derivatives Settled Bilaterally: 616,015,111,416 EUR
  • OTC Derivatives Indicator: 856,835,255,280 EUR (sum of items 9.a and 9.b)

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 23,884,941,440 EUR
• Available-for-Sale Securities (AFS): 40,160,708,157 EUR
• Trading and AFS Securities that Meet Level 1 Assets Definition: 25,179,371,374 EUR
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 7,932,486,260 EUR
• Trading and AFS Securities Indicator: 30,933,791,963 EUR (sum of items 10.a and 10.b, minus the sum of 10.c and 10.d)

Level 3 Assets

• Level 3 Assets Indicator: 3,747,110,954 EUR (Assets valued using Level 3 measurement inputs)

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 80,184,949,820 EUR (Total foreign claims on an ultimate risk basis)
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 45,468,547,739 EUR
  • Any Foreign Liabilities to Related Offices Included in Item 13.a: 22,688,850,790 EUR
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 4,824,748,917 EUR
• Cross-Jurisdictional Liabilities Indicator: 27,604,445,866 EUR (sum of items 13.a and 13.b, minus 13.a.(1))