EBA欧洲银行-ABN-Amro-2016_2页_173kb

ABN Amro General Bank Data Summary (2016-12-31)

1. General Information

• Country Code: NL (Netherlands)
• Bank Name: ABNAmro
• Reporting Date: 2016-12-31
• Reporting Currency: EUR (Euro)
• Submission Date: 2017-04-30
• Reporting Unit: 1,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2017-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.abnamro.com/en/investor-relations/financial-dis

2. Total Exposures

• Counterparty Exposure of Derivatives Contracts: 2,952,084
• Adjusted Gross Value of SFTs: 17,640,013
• Counterparty Exposure of SFTs: 2,685,720
• Other Assets: 362,547,905
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 82,339,460
  • 20% CCF: 7,632,652
  • 50% CCF: 25,787,669
  • 100% CCF: 9,766,060
• Regulatory Adjustments: 180,102
• Total Exposures Indicator (Prior to regulatory adjustments):
  479,926,024

3. Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 47,239,333
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 31,052,886
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 11,861,724
  • Senior Unsecured Debt Securities: 0
  • Subordinated Debt Securities: 0
  • Commercial Paper: 0
  • Equity Securities: 38,260
• Net Positive Current Exposure of SFTs with Other Financial Institutions (Revised): 1,914,931
• Over-the-Counter Derivatives with Other Financial Institutions (Net Positive Fair Value):
  • Net Positive Fair Value: 214,240
  • Potential Future Exposure: 896,294
• Intra-Financial System Assets Indicator:
  93,217,668

4. Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 9,947,091
  • Deposits Due to Non-Depository Financial Institutions: 26,163,855
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 578,893
• Net Negative Current Exposure of SFTs with Other Financial Institutions (Revised): 312,985
• Over-the-Counter Derivatives with Other Financial Institutions (Net Negative Fair Value):
  • Net Negative Fair Value: 336,470
  • Potential Future Exposure: 808,465
• Intra-Financial System Liabilities Indicator:
  38,147,759

5. Securities Outstanding

• Secured Debt Securities: 29,355,000
• Senior Unsecured Debt Securities: 32,815,000
• Subordinated Debt Securities: 11,171,000
• Commercial Paper: 7,211,000
• Certificates of Deposit: 9,494,000
• Common Equity: 940,000
• Preferred Shares and Subordinated Funding: 993,000
• Securities Outstanding Indicator:
  91,979,000

6. Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • AUD: 33,629,309
  • BRL: 12,193,882
  • CAD: 37,003,896
  • CHF: 33,009,076
  • CNY: 2,223,645
  • EUR: 2,065,866,218
  • GBP: 111,211,914
  • HKD: 28,499,967
  • INR: 35,113
  • JPY: 66,993,799
  • SEK: 8,895,415
  • USD: 983,501,949
• Payments Activity Indicator:
  3,383,064,183

7. Assets Under Custody

• Assets Under Custody Indicator:
  177,147,436

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 617,607
• Debt Underwriting Activity: 5,922,734
• Underwriting Activity Indicator:
  6,540,341

9. Complexity Indicators - OTC Derivatives

• Notional Amount of OTC Derivatives:
  • Cleared through Central Counterparty: 835,811,000
  • Settled Bilaterally: 374,601,451
• OTC Derivatives Indicator:
  1,210,412,451

10. Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 2,364,360
• Available-for-Sale Securities (AFS): 44,613,058
• Level 1 Assets (HFT and AFS):
  • Level 1 Assets: 40,482,274
  • Level 2 Assets (with Haircuts): 4,849,008
• Trading and AFS Securities Indicator:
  1,646,136

11. Level 3 Assets

• Level 3 Assets Indicator:
  2,195,967

12. Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis):
  119,555,758

13. Cross-Jurisdictional Liabilities

• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 75,318,418
• Any Foreign Liabilities to Related Offices Included in Item 13.a: 0
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 44,464,368
• Cross-Jurisdictional Liabilities Indicator:
  119,782,786