EBA欧洲银行-DZ-Bank_2页_77kb

DzBank General Bank Data Summary

Core Information

• Country Code: DE
• Bank Name: DzBank
• Reporting Date: 2017-12-31
• Reporting Currency: EUR
• Submission Date: 2018-07-20
• Reporting Unit: 1
• Accounting Standard: IFRS
• Date of Public Disclosure: 2018-04-27
• Language of Public Disclosure: German / English
• Web Address of Public Disclosure: https://www.dzbank.de/content/dzbank de/de/home/unser p

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 6,390,546,364 EUR
• Capped Notional Amount of Credit Derivatives: 3,922,278,922 EUR
• Potential Future Exposure of Derivative Contracts: 9,482,444,266 EUR
• Adjusted Gross Value of SFTs: 10,243,663,683 EUR
• Counterparty Exposure of SFTs: 343,918,390 EUR
• Other Assets: 380,331,365,617 EUR
• Items Subject to 0% CCF: 20,197,145,468 EUR
• Items Subject to 20% CCF: 9,778,206,195 EUR
• Items Subject to 50% CCF: 25,079,227,264 EUR
• Items Subject to 100% CCF: 5,674,309,284 EUR
• Regulatory Adjustments: 799,646,539 EUR
• Total Exposures Indicator (Prior to Regulatory Adjustments): 432,903,495,943.80 EUR

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 95,855,144,854 EUR
  • Certificates of Deposit: 1,949,504,320 EUR
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 21,644,431,529 EUR
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 9,779,234,574 EUR
  • Senior Unsecured Debt Securities: 14,503,638,441 EUR
  • Subordinated Debt Securities: 280,557,085 EUR
  • Commercial Paper: 78,670,376 EUR
  • Equity Securities: 2,127,076,913 EUR
  • Offsetting Short Positions in Equity Securities: 10,139,704 EUR
• Net Positive Current Exposure of SFTs: 381,173,407 EUR
• OTC Derivatives with Net Positive Fair Value: 5,344,967,814 EUR
  • Potential Future Exposure: 2,353,809,211 EUR
• Intra-Financial System Assets Indicator: 152,338,564,500 EUR

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to Depository Institutions: 52,635,587,732 EUR
  • Deposits due to Non-Depository Financial Institutions: 33,163,984,063 EUR
  • Loans Obtained from Other Financial Institutions: 87,817,286,791 EUR
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 387,947,908 EUR
• Net Negative Current Exposure of SFTs: 1,773,248,700 EUR
• OTC Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 1,828,975,423 EUR
  • Potential Future Exposure: 1,857,790,298 EUR
• Intra-Financial System Liabilities Indicator: 179,464,820,915 EUR

Securities Outstanding

• Secured Debt Securities: 30,789,540,120 EUR
• Senior Unsecured Debt Securities: 44,321,187,489 EUR
• Subordinated Debt Securities: 2,562,246,404 EUR
• Commercial Paper: 4,554,969,792 EUR
• Certificates of Deposit: 7,865,168,945 EUR
• Common Equity: 18,251,544,446 EUR
• Preferred Shares and Subordinated Funding: 312,732,390 EUR
• Securities Outstanding Indicator: 108,657,389,586 EUR

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • Australian Dollars (AUD): 334,463,362 EUR
  • Brazilian Real (BRL): 7,326,315,492 EUR
  • Canadian Dollars (CAD): 388,001,708,929 EUR
  • Chinese Yuan (CNY): 539,682,149 EUR
  • Euros (EUR): 5,801,067,248,342 EUR
  • British Pounds (GBP): 56,133,141,171 EUR
  • Hong Kong Dollars (HKD): 12,018,251,093 EUR
  • Indian Rupee (INR): 339,133,005 EUR
  • **Japanese Yen (JPY)****: 20,319,722,159 EUR
  • Mexican Pesos (MXN): 8,836,049,490 EUR
  • Swedish Krona (SEK): 9,000,318,104 EUR
  • United States Dollars (USD): 380,076,956,695 EUR
• Payments Activity Indicator: 6,692,884,061,164 EUR

Assets Under Custody

• Assets Under Custody Indicator: 936,047,503,868 EUR

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 4,020,720 EUR
• Debt Underwriting Activity: 17,101,310,000 EUR
• Underwriting Activity Indicator: 17,105,330,720 EUR

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through a Central Counterparty: 550,693,027,360 EUR
  • OTC Derivatives Settled Bilaterally: 582,895,883,978 EUR
  • OTC Derivatives Indicator: 1,133,588,911,338 EUR

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 19,823,293,526 EUR
• Available-for-Sale Securities (AFS): 39,007,853,506 EUR
• Trading and AFS Securities that Meet Level 1 Assets Definition: 33,116,688,659 EUR
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 8,496,802,567 EUR
• Trading and AFS Securities Indicator: 17,217,655,806 EUR

Level 3 Assets

• Level 3 Assets Indicator: 3,421,578,033 EUR

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 79,266,313,334 EUR
• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 43,243,934,564 EUR
  • Any Foreign Liabilities to Related Offices Included in Item 13.a: 20,796,671,525 EUR
• Local Liabilities in Local Currency (excluding Derivatives Activity): 9,072,363,217 EUR
• Cross-Jurisdictional Liabilities Indicator: 31,519,626,256 EUR