EBA欧洲银行-Commerzbank-2015_2页_185kb

Commerzbank General Bank Data Summary

Core Information

• Bank Name: Commerzbank
• Country Code: DE (Germany)
• Reporting Date: 2015-12-31
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2016-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.commerzbank.de/de/hauptnavigatio/aktionare/informati

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 15,231
• Capped Notional Amount of Credit Derivatives: 7,312
• Potential Future Exposure of Derivative Contracts: 22,446
• Adjusted Gross Value of SFTs (Securities Financing Transactions): 38,249
• Counterparty Exposure of SFTs: 2,454
• Other Assets: 401,375
• Items subject to a 0% CCF (Credit Conversion Factor): 55,731
• Items subject to a 20% CCF: 48,054
• Items subject to a 50% CCF: 53,974
• Items subject to a 100% CCF: 5,785
• Total Exposures Indicator (before regulatory adjustments): 535,023

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 29,595
  • Certificates of deposit: 0
• Unused portion of committed lines extended to other financial institutions: 11,510
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 8,967
  • Senior unsecured debt securities: 14,000
  • Subordinated debt securities: 231
  • Commercial paper: 1,888
  • Equity securities: 9,261
  • Offsetting short positions in relation to equity securities: 664
• Net positive current exposure of SFTs with other financial institutions: 7,047
• Over-the-counter derivatives with other financial institutions (net positive fair value):
  • Net positive fair value: 23,378
  • Potential future exposure: 21,806
• Intra-Financial System Assets Indicator: 127,019

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 29,048
  • Deposits due to non-depository financial institutions: 65,024
  • Loans obtained from other financial institutions: 0
• Unused portion of committed lines obtained from other financial institutions: 0
• Net negative current exposure of SFTs with other financial institutions: 1,881
• Over-the-counter derivatives with other financial institutions (net negative fair value):
  • Net negative fair value: 28,086
  • Potential future exposure: 16,720
• Intra-Financial System Liabilities Indicator: 140,759

Securities Outstanding

• Secured debt securities: 20,323
• Senior unsecured debt securities: 18,846
• Subordinated debt securities: 12,647
• Commercial paper: 3,578
• Certificates of deposit: 1,872
• Common equity: 11,985
• Preferred shares and other subordinated funding (not included in 5.c): 0
• Securities Outstanding Indicator (sum of items 5.a through 5.g): 69,251

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • Australian dollars (AUD): 50,460
  • Brazilian real (BRL): 1
  • Canadian dollars (CAD): 110,540
  • Swiss francs (CHF): 186,722
  • Chinese yuan (CNY): 293,509
  • Euros (EUR): 18,174,617
  • British pounds (GBP): 986,256
  • Hong Kong dollars (HKD): 46,405
  • Indian rupee (INR): 100
  • Japanese yen (JPY): 125,377
  • Swedish krona (SEK): 28,869
  • United States dollars (USD): 9,350,915
• Payments Activity Indicator (sum of items 6.a through 6.l): 29,353,770

Assets Under Custody

• Assets under custody indicator: 78,278

Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: 2,190
• Debt underwriting activity: 34,319
• Underwriting Activity Indicator (sum of 8.a and 8.b): 36,509

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC derivatives cleared through a central counterparty: 2,590,654
  • OTC derivatives settled bilaterally: 2,009,887
• OTC Derivatives Indicator (sum of 9.a and 9.b): 4,600,541

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 41,031
• Available-for-sale securities (AFS): 46,203
• Trading and AFS securities that meet Level 1 asset definition: 41,247
• Trading and AFS securities that meet Level 2 asset definition (with haircuts): 16,329
• Trading and AFS Securities Indicator (sum of 10.a and 10.b minus 10.c and 10.d): 29,658

Level 3 Assets

• Level 3 assets indicator (assets valued using Level 3 measurement inputs): 5,658

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (total foreign claims on an ultimate risk basis): 227,844
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 123,512
  • Foreign liabilities to related offices included in 13.a: 25,752
• Local liabilities in local currency (excluding derivatives activity): 20,378
• Cross-Jurisdictional Liabilities Indicator (sum of 13.a and 13.b minus 13.a.(1)): 118,138