EBA欧洲银行-BNP-Paribas-2018_2页_182kb

BNP Paribas Summary

Core Information

• Bank Name: BNP Paribas
• Country Code: FR
• Reporting Date: 2018-12-31
• Submission Date: 2019-06-14
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://invest.bnpparibas.com/en/conferences-and-publications

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 41,757,105 EUR
• Capped Notional Amount of Credit Derivatives: 25,325,174 EUR
• Potential Future Exposure of Derivatives Contracts: 132,520,187 EUR
• Adjusted Gross Value of SFTs: 171,783,280 EUR
• Counterparty Exposure of SFTs: 6,819,003 EUR
• Other Assets: 1,342,200,679 EUR
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 53,849,120 EUR
  • 20% CCF: 99,679,940 EUR
  • 50% CCF: 226,226,496 EUR
  • 100% CCF: 21,068,880 EUR
• Regulatory Adjustments: 15,219,342 EUR
• Total Exposures Indicator (Prior to Regulatory Adjustments): 1,879,908,455.89 EUR

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 37,137,923 EUR
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 16,276,980 EUR
• Holdings of Securities Issued by Other Financial Institutions:
  • Senior Unsecured Debt Securities: 7,898,386 EUR
  • Subordinated Debt Securities: 3,409,801 EUR
  • Equity Securities: 22,583,123 EUR
  • Offsetting Short Positions in Equity Securities: 3,292,486 EUR
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 5,478,531 EUR
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 5,071,581 EUR
  • Potential Future Exposure: 39,418,717 EUR
• Intra-Financial System Assets Indicator: 133,982,556 EUR

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 27,802,646 EUR
  • Deposits Due to Non-Depository Financial Institutions: 111,696,043 EUR
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 2,591,432 EUR
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 1,990,296 EUR
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 6,516,236 EUR
  • Potential Future Exposure: 39,418,717 EUR
• Intra-Financial System Liabilities Indicator: 190,015,371 EUR

Securities Outstanding

• Secured Debt Securities: 16,492,627 EUR
• Senior Unsecured Debt Securities: 91,185,497 EUR
• Subordinated Debt Securities: 24,983,679 EUR
• Commercial Paper: 18,148,788 EUR
• Certificates of Deposit: 79,951,500 EUR
• Common Equity: 49,336,000 EUR
• Preferred Shares and Subordinated Funding: 61,283 EUR
• Securities Outstanding Indicator: 280,159,375 EUR

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • AUD: 1,222,449,052 EUR
  • BRL: 34,233,480 EUR
  • CAD: 664,721,376 EUR
  • CHF: 1,178,375,158 EUR
  • CNY: 1,283,558,495 EUR
  • USD: 16,813,691,815 EUR
• Payments Activity Indicator: 45,720,812,860 EUR
• Assets Under Custody Indicator: 5,123,081,141 EUR
• Equity Underwriting Activity: 4,878,362 EUR
• Debt Underwriting Activity: 172,502,000 EUR
• Underwriting Activity Indicator: 177,380,362 EUR

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • Cleared through Central Counterparty: 8,416,357,475 EUR
  • Settled Bilaterally: 12,318,358,281 EUR
• OTC Derivatives Indicator: 20,734,715,756 EUR
• Trading and Available-for-Sale Securities:
  • Held-for-Trading Securities (HFT): 121,986,239 EUR
  • Available-for-Sale Securities (AFS): 59,397,750 EUR
  • Level 1 Assets (HFT and AFS): 104,761,277 EUR
  • Level 2 Assets (HFT and AFS with Haircuts): 16,521,140 EUR
• Trading and AFS Securities Indicator: 60,101,571 EUR
• Level 3 Assets Indicator: 11,920,036 EUR

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims): 982,599,708 EUR
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 438,530,220 EUR
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 463,265,721 EUR
• Cross-Jurisdictional Liabilities Indicator: 901,795,941 EUR