EBA欧洲银行-Credit-Mutuel-2014_2页_200kb

报告摘要

Counterparty Exposure of Derivatives Contracts: 4,373,543 EUR
Gross Value of Securities Financing Transactions (SFTs): 16,383,709 EUR
Counterparty Exposure of SFTs: 1,414,084 EUR
Other Assets: 561,131,827 EUR
Securities Received in SFTs (Recognised as Assets): 189,368 EUR
Total On-Balance-Sheet Items: 583,113,795 EUR
Potential Future Exposure of Derivatives Contracts: 2,895,657 EUR
Notional Amount of Off-Balance-Sheet Items with 0% Credit Conversion Factor: 3,921,133 EUR
- Unconditionally Cancellable Credit Card Commitments: 3,274,946 EUR
- Other Unconditionally Cancellable Commitments: 371,234 EUR
Notional Amount of Off-Balance-Sheet Items with 20% Credit Conversion Factor: 25,899,135 EUR
Notional Amount of Off-Balance-Sheet Items with 50% Credit Conversion Factor: 50,291,903 EUR
Notional Amount of Off-Balance-Sheet Items with 100% Credit Conversion Factor: 3,001,839 EUR
Total Off-Balance-Sheet Items: 82,728,105 EUR
Consolidated Entities for Accounting Purposes but Not for Risk-Based Regulatory Purposes:
- On-Balance-Sheet Assets: 39,454,437 EUR
- Potential Future Exposure of Derivatives Contracts: 0 EUR
- Unconditionally Cancellable Commitments: 0 EUR
- Other Off-Balance-Sheet Commitments: 43,970 EUR
- Investment Value in Consolidated Entities: 2,608,606 EUR
Regulatory Adjustments: 7,428,151 EUR
Total Exposures Indicator: 695,303,551 EUR

Funds Deposited with or Lent to Other Financial Institutions: 33,559,604 EUR
- Certificates of Deposit: 1,447,725 EUR
Unused Portion of Committed Lines to Other Financial Institutions: 7,150,809 EUR
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 6,312,570 EUR
- Senior Unsecured Debt Securities: 20,405,393 EUR
- Subordinated Debt Securities: 56,497 EUR
- Commercial Paper: 1,394,836 EUR
- Equity Securities: 13,039,338 EUR
- Offsetting Short Positions in Equity Securities: 35,009 EUR
Net Positive Current Exposure of SFTs with Other Financial Institutions: 544,198 EUR
Over-the-Counter Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 224,667 EUR
- Potential Future Exposure: 854,671 EUR
Intra-Financial System Assets Indicator: 83,507,574 EUR

Deposits Due to Depository Institutions: 17,485,817 EUR
Deposits Due to Non-Depository Financial Institutions: 23,924,878 EUR
Unused Portion of Committed Lines from Other Financial Institutions: 8,053,425 EUR
Net Negative Current Exposure of SFTs with Other Financial Institutions: 477,862 EUR
Over-the-Counter Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 148,006 EUR
- Potential Future Exposure: 517,037 EUR
Intra-Financial System Liabilities Indicator: 50,607,026 EUR

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- Australian Dollars (AUD): 61,602,979 EUR
- Brazilian Real (BRL): 0 EUR
- Canadian Dollars (CAD): 18,521,130 EUR
- Swiss Francs (CHF): 177,342,238 EUR
- Chinese Yuan (CNY): 125,736 EUR
- Euros (EUR): 4,645,883,148 EUR
- British Pounds (GBP): 363,988,101 EUR
- Hong Kong Dollars (HKD): 39,755,918 EUR
- Indian Rupee (INR): 6,749 EUR
- Japanese Yen (JPY): 119,743,836 EUR
- Swedish Krona (SEK): 9,056,003 EUR
- United States Dollars (USD): 3,453,389,671 EUR
Payments Activity Indicator: 8,889,415,509 EUR

Notional Amount of Over-the-Counter (OTC) Derivatives:
- OTC Derivatives Cleared Through Central Counterparty: 37,064 EUR
- OTC Derivatives Settled Bilaterally: 611,176,030 EUR
OTC Derivatives Indicator: 611,213,095 EUR

Cross-Jurisdictional Claims Indicator: 77,468,153 EUR
Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 19,479,282 EUR
- Foreign Liabilities to Related Offices: 14,698,983 EUR
Local Liabilities in Local Currency (Excluding Derivatives Activity): 38,412,871 EUR
Cross-Jurisdictional Liabilities Indicator: 43,193,170 EUR

展开完整摘要

试读结束，高清完整版pdf/doc/ppt,请点下载