EBA欧洲银行-Abn-Amro_2页_176kb

ABNAmro Bank Data Summary

1. General Information

• Country Code: NL (Netherlands)
• Bank Name: ABNAmro
• Reporting Date: 2017-12-31
• Reporting Currency: EUR (Euro)
• Submission Date: 2018-05-01
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2018-05-14
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.abnamro.com/nl/images/Documents/050_Inves

2. Total Exposures

• Counterparty Exposure of Derivatives Contracts: 2,572
• Adjusted Gross Value of SFTs: 17,207
• Counterparty Exposure of SFTs: 1,261
• Other Assets: 367,394
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 71,611
  • 20% CCF: 15,785
  • 50% CCF: 30,658
  • 100% CCF: 6,268
• Regulatory Adjustments: 789
• Total Exposures Indicator (Prior to Regulatory Adjustments): 487,465.96

3. Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 35,198
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 30,281
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 2,551
  • Senior Unsecured Debt Securities: 4,277
  • Subordinated Debt Securities: 0
  • Commercial Paper: 0
  • Equity Securities: 485
  • Offsetting Short Positions in Equity Securities: 0
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 848
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 447
  • Potential Future Exposure: 1,046
• Intra-Financial System Assets Indicator: 75,133

4. Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 8,105
  • Deposits Due to Non-Depository Financial Institutions: 31,300
  • Loans Obtained from Other Financial Institutions: 0
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 222
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 1,047
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 186
  • Potential Future Exposure: 574
• Intra-Financial System Liabilities Indicator: 41,434

5. Securities Outstanding

• Secured Debt Securities: 31,958
• Senior Unsecured Debt Securities: 28,751
• Subordinated Debt Securities: 9,720
• Commercial Paper: 6,523
• Certificates of Deposit: 9,373
• Common Equity: 25,286
• Preferred Shares and Subordinated Funding: 2,007
• Securities Outstanding Indicator: 113,618

6. Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • AUD: 114,645
  • BRL: 0
  • CAD: 128,454
  • CHF: 132,814
  • CNY: 138
  • EUR: 6,540,223
  • GBP: 378,767
  • HKD: 47,866
  • INR: 27
  • JPY: 246,603
  • MXN: 4,721
  • SEK: 26,431
  • USD: 2,695,106
• Payments Activity Indicator: 10,315,795

7. Assets Under Custody

• Assets Under Custody Indicator: 187,154

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 1,461
• Debt Underwriting Activity: 10,412
• Underwriting Activity Indicator: 11,873

9. Complexity Indicators

• Notional Amount of OTC Derivatives:
  • Cleared through Central Counterparty: 924,445
  • Settled Bilaterally: 320,175
• OTC Derivatives Indicator: 1,244,620

10. Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 1,584
• Available-for-Sale Securities (AFS): 40,232
• Level 1 Assets:
  • HFT + AFS: 36,619
• Level 2 Assets (with Haircuts): 3,309
• Trading and AFS Securities Indicator: 1,888

11. Level 3 Assets

• Level 3 Assets Indicator: 1,344

12. Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 119,217

13. Cross-Jurisdictional Liabilities

• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 75,010
• Any Foreign Liabilities to Related Offices: 0
• Local Liabilities in Local Currency (excluding Derivatives Activity): 44,695
• Cross-Jurisdictional Liabilities Indicator: 119,706

Summary: The document provides detailed financial data for ABNAmro, a major bank in the Netherlands, covering various indicators such as total exposures, intra-financial system assets and liabilities, securities outstanding, substitutability, complexity, and cross-jurisdictional activities. The data is reported in EUR and includes figures for the year ending 2017-12-31, with the submission date on 2018-05-01. ABNAmro's total exposures prior to regulatory adjustments amount to 487,465.96, while its intra-financial system assets and liabilities are reported at 75,133 and 41,434 respectively. The bank's securities outstanding total 113,618, and its payments activity is substantial, with over 10 billion EUR in transactions. The complexity indicators highlight a significant notional amount of OTC derivatives (1.24 billion EUR), and the cross-jurisdictional activity reflects both claims and liabilities, indicating a broad international presence.