EBA欧洲银行-DZ-Bank-2018_2页_182kb

DZ Bank Summary

Core Information

• Bank Name: DZ Bank
• Country Code: DE (Germany)
• Reporting Date: 2018-12-31
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1
• Submission Date: 2019-07-18
• Reporting Unit: 1
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-04-26
• Language of Public Disclosure: German / English
• Web Address: https://www.dzbank.com/content/dzbank_com/en/home/DZ_B

Size Indicator

The size indicator measures the total exposures of DZ Bank, including:

• Derivatives:

  • Counterparty exposure of derivatives contracts: 5,973,840,367 EUR
  • Capped notional amount of credit derivatives: 3,583,503,775 EUR
  • Potential future exposure of derivative contracts: 9,282,860,400 EUR

• Securities Financing Transactions (SFTs):

  • Adjusted gross value of SFTs: 10,241,012,685 EUR
  • Counterparty exposure of SFTs: 555,558,106 EUR

• Other Assets: 390,099,907,530 EUR

• Gross Notional Amount of Off-Balance Sheet Items:

  • 0% CCF: 24,803,358,453 EUR
  • 20% CCF: 9,236,281,462 EUR
  • 50% CCF: 26,235,918,322 EUR
  • 100% CCF: 5,435,443,775 EUR

• Regulatory Adjustments: 950,455,056 EUR

• Total Exposures Indicator (Prior to regulatory adjustments): 442,617,677,936.70 EUR

Interconnectedness Indicators

• Intra-Financial System Assets:

  • Funds deposited with or lent to other financial institutions: 100,960,761,793 EUR

    • Certificates of deposit: 2,783,367,260 EUR

  • Unused portion of committed lines extended to other financial institutions: 23,917,968,861 EUR

  • Holdings of securities issued by other financial institutions:

    • Secured debt securities: 9,180,179,316 EUR
    • Senior unsecured debt securities: 13,451,781,795 EUR
    • Subordinated debt securities: 322,613,994 EUR
    • Commercial paper: 0 EUR
    • Equity securities: 3,158,421,278 EUR
    • Offsetting short positions in equity securities: 8,462,384 EUR

  • Net positive current exposure of SFTs: 517,027,667 EUR

  • OTC derivatives with net positive fair value: 5,270,020,081 EUR

    • Potential future exposure: 2,303,785,217 EUR

  • Intra-Financial System Assets Indicator: 159,074,097,618 EUR

• Intra-Financial System Liabilities:

  • Funds deposited by or borrowed from other financial institutions:

    • Deposits due to depository institutions: 59,059,477,999 EUR
    • Deposits due to non-depository financial institutions: 21,755,990,713 EUR
    • Loans obtained from other financial institutions: 86,821,851,718 EUR

  • Unused portion of committed lines obtained from other financial institutions: 2,033,618,490 EUR

  • Net negative current exposure of SFTs: 2,250,744,874 EUR

  • OTC derivatives with net negative fair value: 1,179,410,136 EUR

    • Potential future exposure: 1,693,772,963 EUR

  • Intra-Financial System Liabilities Indicator: 172,964,610,252 EUR

Securities Outstanding

• Secured Debt Securities: 31,412,162,101 EUR

• Senior Unsecured Debt Securities: 43,222,946,705 EUR

• Subordinated Debt Securities: 2,699,137,784 EUR

• Commercial Paper: 3,770,349,231 EUR

• Certificates of Deposit: 9,676,062,916 EUR

• Common Equity: 18,158,169,182 EUR

• Preferred Shares and Subordinated Funding: 71,185,561 EUR

• Securities Outstanding Indicator: 109,010,013,480 EUR

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding intragroup payments):

  • Australian dollars (AUD): 9,923,177,628 EUR

  • Brazilian real (BRL): 517,859,540 EUR

  • Canadian dollars (CAD): 9,577,088,922 EUR

  • Swiss francs (CHF): 284,236,793,681 EUR

  • Chinese yuan (CNY): 1,291,501,984 EUR

  • Euros (EUR): 6,328,364,998,953 EUR

  • British pounds (GBP): 65,033,571,166 EUR

  • Hong Kong dollars (HKD): 10,590,157,648 EUR

  • Indian rupee (INR): 695,769,664 EUR

  • Japanese yen (JPY): 20,302,883,763 EUR

  • Mexican pesos (MXN): 3,460,066,148 EUR

  • Swedish krona (SEK): 11,809,077,993 EUR

  • United States dollars (USD): 363,064,056,793 EUR

  • Payments Activity Indicator: 7,108,867,003,883 EUR

• Assets Under Custody Indicator: 940,078,629,344 EUR

• Underwriting Activity:

  • Equity underwriting activity: 0 EUR

  • Debt underwriting activity: 20,964,000,000 EUR

  • Underwriting Activity Indicator: 20,964,000,000 EUR

Complexity Indicators

• Notional Amount of OTC Derivatives:

  • OTC derivatives cleared through a central counterparty: 716,407,260,726 EUR

  • OTC derivatives settled bilaterally: 588,327,514,857 EUR

  • OTC Derivatives Indicator: 1,304,734,775,583 EUR

• Trading and Available-for-Sale Securities:

  • Held-for-trading securities (HFT): 20,467,522,184 EUR

  • Available-for-sale securities (AFS): 18,079,694,218 EUR

  • Level 1 assets: 26,722,272,430 EUR

  • Level 2 assets with haircuts: 8,301,554,041 EUR

  • Trading and AFS Securities Indicator: 3,523,389,931 EUR

• Level 3 Assets Indicator: 3,624,585,432 EUR

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 80,682,825,713 EUR

• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 41,092,714,837 EUR

  • Any foreign liabilities to related offices: 16,396,135,268 EUR

• Local Liabilities in Local Currency (excluding derivatives activity): 9,903,190,515 EUR

• Cross-Jurisdictional Liabilities Indicator: 34,599,770,084 EUR