EBA欧洲银行-ABN-Amro-2013_2页_351kb

ABN Amro Bank Data Summary (31/12/2013)

1. General Information

• Country Code: NL
• Bank Name: ABN Amro
• Reporting Date: 31/12/2013
• Reporting Currency: EUR
• Euro Conversion Rate: 1.0000
• Reporting Unit: 1,000
• Accounting Standard: IFRS
• Location of Public Disclosure: Not specified

2. Size Indicator

2.1 Total Exposures

• Counterparty Exposure of Derivatives Contracts (Method 1): 8,404,082
• Gross Value of Securities Financing Transactions (SFTs): 18,379,317
• Counterparty Exposure of SFTs: 3,823,257
• Other Assets: 350,137,134
• Potential Future Exposure of Derivative Contracts (Method 1): 3,197,232
• Notional Amount of Off-Balance Sheet Items with 0% CCF:
  • Unconditionally cancellable credit card commitments: 8,362,829
  • Other unconditionally cancellable commitments: 63,293,984
• Notional Amount of Off-Balance Sheet Items with 20% CCF: 3,301,324
• Notional Amount of Off-Balance Sheet Items with 50% CCF: 17,189,138
• Notional Amount of Off-Balance Sheet Items with 100% CCF: 9,283,721
• Total Off-Balance Sheet Items: 40,137,096
• Regulatory Adjustments: -826,739
• Total Exposures Indicator: 421,707,625

3. Interconnectedness Indicators

3.1 Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 40,113,732
  • Certificates of deposit: 122,533
• Undrawn committed lines extended to other financial institutions: 2,645,987
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 4,608,869
  • Senior unsecured debt securities: 432,918
  • Stock (including par and surplus of common and preferred shares): 40,751
• Net Positive Current Exposure of SFTs with other financial institutions: 3,376,816
• OTC Derivatives with net positive fair value:
  • Net positive fair value: 695,897
  • Potential future exposure: 1,059,082
• Intra-Financial System Assets Indicator: 52,974,052

3.2 Intra-Financial System Liabilities

• Deposits due to depository institutions: 13,870,814
• Deposits due to non-depository financial institutions: 17,253,984
• Undrawn committed lines obtained from other financial institutions: 12,153
• Net Negative Current Exposure of SFTs with other financial institutions: 2,068,963
• OTC Derivatives with net negative fair value:
  • Net negative fair value: 8,755,847
  • Potential future exposure: 2,596,652
• Intra-Financial System Liabilities Indicator: 44,558,413

4. Securities Outstanding

• Secured Debt Securities: 27,336,000
• Senior Unsecured Debt Securities: 33,089,000
• Subordinated Debt Securities: 7,917,000
• Commercial Paper: 5,684,000
• Certificates of Deposit: 9,926,000
• Common Equity: 940,000
• Preferred Shares and Subordinated Funding: 0
• Securities Outstanding Indicator: 84,892,000

5. Substitutability/Financial Institution Infrastructure Indicators

5.1 Payments Made in the Reporting Year (Excluding Intragroup Payments)

• Australian Dollars (AUD): 9,153,815
• Brazilian Real (BRL): 2,919,118
• Canadian Dollars (CAD): 3,294,519
• Swiss Francs (CHF): 974,849
• Chinese Yuan (CNY): 4,300,418
• Euros (EUR): 163,889,330
• British Pounds (GBP): 27,601,971
• Hong Kong Dollars (HKD): 15,830,196
• Indian Rupee (INR): 1,510
• Japanese Yen (JPY): 8,044,986
• Swedish Krona (SEK): 687,776
• United States Dollars (USD): 338,280,795
• Payments Activity Indicator: 574,979,281

6. Additional Indicators

6.1 Assets Under Custody

• Assets Under Custody Indicator: 112,395,912

6.2 Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 882,188
• Debt Underwriting Activity: 3,174,068
• Underwriting Activity Indicator: 4,056,256

6.3 Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC derivatives cleared through central counterparty: 2,234,000
  • OTC derivatives settled bilaterally: 944,768,000
  • OTC Derivatives Indicator: 947,002,000

6.4 Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 10,250,000
• Available-for-Sale Securities (AFS): 27,581,000
• Trading and AFS Securities (Level 1 assets): 36,103,000
• Trading and AFS Securities (Level 2 assets, with haircuts): 603,000
• Trading and AFS Securities Indicator: 1,125,000

6.5 Level 3 Assets

• Level 3 Assets Indicator: 1,321,000

6.6 Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims (excluding derivatives): 94,970,361
• Cross-Jurisdictional Claims Indicator: 94,970,361
• Cross-Jurisdictional Liabilities (excluding derivatives and local liabilities in local currency): 153,594,042
  • Foreign liabilities to related offices: 69,491,191
• Local Liabilities in Local Currency (excluding derivatives): 33,206,220
• Cross-Jurisdictional Liabilities Indicator: 117,309,071

Summary: The document provides a comprehensive overview of ABN Amro's financial data as of December 31, 2013, including general information, size indicators, interconnectedness, substitutability, and cross-jurisdictional activity. The total exposures indicator is 421,707,625, highlighting the bank's significant exposure across on- and off-balance sheet items. The interconnectedness indicators show that the bank has substantial intra-financial system assets and liabilities, with a total of 52,974,052 in assets and 44,558,413 in liabilities. The securities outstanding amount to 84,892,000, and the bank's payments activity across various currencies totals 574,979,281. Additionally, the bank's underwriting activities and custody assets are reported, with a total underwriting activity of 4,056,256 and assets under custody of 112,395,912. The complexity indicators include a total notional amount of OTC derivatives of 947,002,000, and Level 3 assets of 1,321,000. Cross-jurisdictional activity is also outlined, with foreign claims of 94,970,361 and liabilities of 117,309,071.