EBA欧洲银行-BPCE_2页_76kb
报告摘要
BPCE Summary Report
Core Information
- Bank Name: BPCE
- GSIB Status: Yes
- Reporting Date: 2017-12-31
- Reporting Currency: EUR
- Submission Date: 2018-06-12
- Reporting Unit: 1,000,000
- Accounting Standard: IFRS
- Public Disclosure Date: 2018-04-27
- Language of Public Disclosure: English
- Web Address of Public Disclosure: http://www.bpce.fr/Investisseur/Information-reglemente/Pub
Total Exposures
Derivatives
- Counterparty Exposure: 8,333 EUR
- Capped Notional Amount of Credit Derivatives: 1,996 EUR
- Potential Future Exposure: 22,868 EUR
Securities Financing Transactions (SFTs)
- Adjusted Gross Value of SFTs: 79,114 EUR
- Counterparty Exposure of SFTs: 6,361 EUR
Other Assets
- Other Assets: 991,942 EUR
Gross Notional Amount of Off-Balance Sheet Items
- 0% CCF Items: 20,007 EUR
- 20% CCF Items: 32,189 EUR
- 50% CCF Items: 89,069 EUR
- 100% CCF Items: 20,155 EUR
Regulatory Adjustments
- Regulatory Adjustments: 6,720 EUR
Total Exposures Indicator
- Total Exposures (Prior to Regulatory Adjustments): 1,183,741.74 EUR
(Calculated as: sum of items 2.a.(1) through 2.c + 0.12.d.(1) + 0.22.d.(2) + 0.5*2.d.(3) + 2.d.(4))
Interconnectedness Indicators
Intra-Financial System Assets
- Funds Deposited with or Lent to Other Financial Institutions: 22,336 EUR
- Certificates of Deposit: 0 EUR
- Unused Portion of Committed Lines Extended to Other Financial Institutions: 13,285 EUR
- Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 2,371 EUR
- Senior Unsecured Debt Securities: 3,330 EUR
- Subordinated Debt Securities: 311 EUR
- Commercial Paper: 0 EUR
- Equity Securities: 15,603 EUR
- Offsetting Short Positions in Equity Securities: 6,790 EUR
- Net Positive Current Exposure of SFTs with Other Financial Institutions: 5,677 EUR
- Over-the-Counter Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 4,076 EUR
- Potential Future Exposure: 6,902 EUR
- Intra-Financial System Assets Indicator: 67,101 EUR
(Sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6))
Intra-Financial System Liabilities
- Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits Due to Depository Institutions: 29,605 EUR
- Deposits Due to Non-Depository Financial Institutions: 36,580 EUR
- Loans Obtained from Other Financial Institutions: 0 EUR
- Unused Portion of Committed Lines Obtained from Other Financial Institutions: 13,654 EUR
- Net Negative Current Exposure of SFTs with Other Financial Institutions: 19,797 EUR
- Over-the-Counter Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 4,619 EUR
- Potential Future Exposure: 7,316 EUR
- Intra-Financial System Liabilities Indicator: 111,572 EUR
(Sum of items 4.a.(1) through 4.d.(2))
Securities Outstanding
- Secured Debt Securities: 95,887 EUR
- Senior Unsecured Debt Securities: 80,130 EUR
- Subordinated Debt Securities: 16,726 EUR
- Commercial Paper: 5,312 EUR
- Certificates of Deposit: 60,981 EUR
- Common Equity: 5,994 EUR
- Preferred Shares and Subordinated Funding (excluding item 5.c): 0 EUR
- Securities Outstanding Indicator: 265,031 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): 1061 EUR
- Brazilian Real (BRL): 0 EUR
- Canadian Dollars (CAD): 154,922 EUR
- Swiss Francs (CHF): 670,301 EUR
- Chinese Yuan (CNY): 1,756 EUR
- Euros (EUR): 10,686,437 EUR
- British Pounds (GBP): 1,825,049 EUR
- Hong Kong Dollars (HKD): 155,313 EUR
- Indian Rupee (INR): 10 EUR
- Japanese Yen (JPY): 704,142 EUR
- Mexican Pesos (MXN): 103,430 EUR
- Swedish Krona (SEK): 66,182 EUR
- United States Dollars (USD): 5,915,563 EUR
- Payments Activity Indicator: 20,522,902 EUR
(Sum of items 6.a through 6.m)
Assets Under Custody
- Assets Under Custody Indicator: 89,874 EUR
Underwritten Transactions in Debt and Equity Markets
- Equity Underwriting Activity: 1,743 EUR
- Debt Underwriting Activity: 36,089 EUR
- Underwriting Activity Indicator: 37,832 EUR
(Sum of items 8.a and 8.b)
Complexity Indicators
Notional Amount of Over-the-Counter (OTC) Derivatives
- OTC Derivatives Cleared Through a Central Counterparty: 3,106,336 EUR
- OTC Derivatives Settled Bilaterally: 1,945,612 EUR
- OTC Derivatives Indicator: 5,051,948 EUR
(Sum of items 9.a and 9.b)
Trading and Available-for-Sale Securities
- Held-for-Trading Securities (HFT): 56,115 EUR
- Available-for-Sale Securities (AFS): 53,439 EUR
- Trading and AFS Securities that Meet Level 1 Assets Definition: 61,320 EUR
- Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 14,343 EUR
- Trading and AFS Securities Indicator: 33,891 EUR
(Sum of items 10.a and 10.b, minus sum of 10.c and 10.d)
Level 3 Assets
- Level 3 Assets Indicator: 13,410 EUR
(Assets valued using Level 3 measurement inputs)
Cross-Jurisdictional Activity Indicators
Cross-Jurisdictional Claims
- Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 183,555 EUR
Cross-Jurisdictional Liabilities
- Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 154,237 EUR
- Any Foreign Liabilities to Related Offices: 28,177 EUR
- Local Liabilities in Local Currency (excluding Derivatives Activity): 40,017 EUR
- Cross-Jurisdictional Liabilities Indicator: 166,077 EUR
(Sum of items 13.a and 13.b, minus 13.a.(1))
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