EBA欧洲银行-BBVA-2015_2页_185kb

BBVA General Bank Data Summary

Core Information

BBVA is a Global Systemically Important Bank (GSIB) that reported its data on 2015-12-31 in EUR (Euro). The Euro conversion rate used was 1. The bank disclosed its information in English and the public disclosure website is http://shareholdersandinvestors.bbv.com.

Total Exposures

BBVA's total exposures prior to regulatory adjustments are calculated as follows:

• Derivatives counterparty exposure: 14,554,643 EUR
• Credit derivatives capped notional amount: 4,162,802 EUR
• Potential future exposure of derivatives: 14,523,074 EUR
• Securities financing transactions (SFTs) adjusted gross value: 16,616,478 EUR
• SFTs counterparty exposure: 37,264 EUR
• Other assets: 669,866,069 EUR
• Off-balance sheet items:
  • 0% CCF: 64,521,225 EUR
  • 20% CCF: 18,501,063 EUR
  • 50% CCF: 88,769,744 EUR
  • 100% CCF: 14,072,151 EUR

Total Exposures Indicator: 788,369,688 EUR

Intra-Financial System Assets

BBVA's intra-financial system assets include:

• Funds deposited with or lent to other financial institutions: 30,868,101 EUR
  • Certificates of deposit: 0 EUR
• Unused portion of committed lines to other financial institutions: 5,270,073 EUR
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 5,010,413 EUR
  • Senior unsecured debt securities: 13,940,226 EUR
  • Subordinated debt securities: 210,260 EUR
  • Commercial paper: 1,520,266 EUR
  • Equity securities: 2,155,235 EUR
  • Offsetting short positions in equity securities: 0 EUR
• Net positive current exposure of SFTs: 953,836 EUR
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 6,760,003 EUR
  • Potential future exposure: 6,272,877 EUR

Intra-Financial System Assets Indicator: 72,961,289 EUR

Intra-Financial System Liabilities

BBVA's intra-financial system liabilities include:

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 38,568,361 EUR
  • Deposits due to non-depository financial institutions: 47,358,677 EUR
  • Loans obtained from other financial institutions: 0 EUR
• Unused portion of committed lines from other financial institutions: 0 EUR
• Net negative current exposure of SFTs: 569,818 EUR
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 6,729,609 EUR
  • Potential future exposure: 5,144,854 EUR

Intra-Financial System Liabilities Indicator: 98,371,318 EUR

Securities Outstanding

BBVA's securities outstanding include:

• Secured debt securities: 38,165,819 EUR
• Senior unsecured debt securities: 33,596,404 EUR
• Subordinated debt securities: 10,687,857 EUR
• Commercial paper: 492,476 EUR
• Certificates of deposit: 2,925 EUR
• Common equity: 42,905,000 EUR
• Preferred shares and subordinated funding: 5,421,856 EUR

Securities Outstanding Indicator: 131,272,337 EUR

Substitutability/Financial Institution Infrastructure Indicators

BBVA's payments activity in the reporting year (excluding intragroup payments) in various currencies:

• AUD: 23,002,782 EUR
• BRL: 0 EUR
• CAD: 61,785,941 EUR
• CHF: 41,224,222 EUR
• CNY: 59,305,708 EUR
• EUR: 2,742,119,864 EUR
• GBP: 378,141,445 EUR
• HKD: 43,964,523 EUR
• INR: 585 EUR
• JPY: 58,962,596 EUR
• SEK: 9,308,557 EUR
• USD: 3,598,796,078 EUR

Payments Activity Indicator: 7,016,612,301 EUR

Assets Under Custody

• Assets under custody indicator: 702,665,914 EUR

Underwritten Transactions

• Equity underwriting activity: 1,237,513 EUR
• Debt underwriting activity: 26,599,000 EUR

Underwriting Activity Indicator: 27,836,513 EUR

Complexity Indicators

• OTC derivatives cleared through central counterparty: 1,035,573,462 EUR
• OTC derivatives settled bilaterally: 893,841,263 EUR

OTC Derivatives Indicator: 1,929,414,725 EUR

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 31,951,510 EUR
• Available-for-sale securities (AFS): 88,512,311 EUR
• Level 1 assets (HFT and AFS): 95,217,424 EUR
• Level 2 assets (AFS with haircuts): 10,338,221 EUR

Trading and AFS Securities Indicator: 14,908,175 EUR

Level 3 Assets

• Level 3 assets indicator: 1,324,610 EUR

Cross-Jurisdictional Activity Indicators

• Cross-jurisdictional claims indicator: 375,232,886 EUR
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 169,220,839 EUR
  • Foreign liabilities to related offices: 20,461,275 EUR
• Local liabilities in local currency (excluding derivatives activity): 226,879,688 EUR

Cross-Jurisdictional Liabilities Indicator: 375,639,252 EUR