EBA欧洲银行-KBC_2页_76kb

KBC General Bank Data Summary

1. General Information

• Country Code: BE
• Bank Name: KBC
• Reporting Date: 2017-12-31
• Reporting Currency: EUR
• Submission Date: 2018-05-18
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2017-05-31
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.kbc.com

2. Size Indicator - Total Exposures

• Counterparty Exposure of Derivatives Contracts: 2,902
• Capped Notional Amount of Credit Derivatives: 0
• Potential Future Exposure of Derivative Contracts: 2,815
• Adjusted Gross Value of SFTs: 21,517
• Counterparty Exposure of SFTs: 816
• Other Assets: 228,715
• Items Subject to a 0% CCF: 22,859
• Items Subject to a 20% CCF: 10,586
• Items Subject to a 50% CCF: 10,125
• Items Subject to a 100% CCF: 8,725
• Regulatory Adjustments: 2,176
• Total Exposures Indicator (Prior to Regulatory Adjustments): 274,956.00

3. Interconnectedness Indicators - Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 38,272
  • Certificates of Deposit: 0
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 1,756
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 4,042
  • Senior Unsecured Debt Securities: 272
  • Subordinated Debt Securities: 0
  • Commercial Paper: 0
  • Equity Securities: 722
  • Offsetting Short Positions in Equity Securities: 0
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 0
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 255
  • Potential Future Exposure: 1,741
• Intra-Financial System Assets Indicator: 47,059

4. Interconnectedness Indicators - Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 30,123
  • Deposits Due to Non-Depository Financial Institutions: 43,595
  • Loans Obtained from Other Financial Institutions: 0
• Unused Portion of Committed Lines from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 1,067
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 3,558
  • Potential Future Exposure: 2,266
• Intra-Financial System Liabilities Indicator: 80,609

5. Securities Outstanding

• Secured Debt Securities: 7,227
• Senior Unsecured Debt Securities: 771
• Subordinated Debt Securities: 1,001
• Commercial Paper: 0
• Certificates of Deposit: 22,593
• Common Equity: 0
• Preferred Shares and Subordinated Funding (not in 5.c): 0
• Securities Outstanding Indicator: 31,592

6. Substitutability/Financial Institution Infrastructure Indicators - Payments

• Payments in Various Currencies (excluding intragroup payments):
  • AUD: 4,732
  • BRL: 0
  • CAD: 14,528
  • CHF: 10,550
  • CNY: 86,156
  • EUR: 3,727,539
  • GBP: 86,511
  • HKD: 10,843
  • INR: 0
  • JPY: 5,875
  • MXN: 765
  • SEK: 3,453
  • USD: 106,376
• Payments Activity Indicator: 4,057,329

7. Assets Under Custody

• Assets Under Custody Indicator: 258,826

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 146
• Debt Underwriting Activity: 0
• Underwriting Activity Indicator: 146

9. Complexity Indicators - OTC Derivatives

• OTC Derivatives Cleared Through Central Counterparty: 153,116
• OTC Derivatives Settled Bilaterally: 265,819
• OTC Derivatives Indicator: 418,935

10. Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 1,178
• Available-for-Sale Securities (AFS): 19,424
• Level 1 Assets (HFT and AFS): 15,655
• Level 2 Assets (HFT and AFS with haircuts): 1,522
• Trading and AFS Securities Indicator: 3,426

11. Level 3 Assets

• Level 3 Assets Indicator: 2,293

12. Cross-Jurisdictional Activity Indicators - Cross-Jurisdictional Claims

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on Ultimate Risk Basis): 123,662

13. Cross-Jurisdictional Activity Indicators - Cross-Jurisdictional Liabilities

• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 152,335
  • Foreign Liabilities to Related Offices: 34,147
• Local Liabilities in Local Currency (excluding derivatives activity): 53,078
• Cross-Jurisdictional Liabilities Indicator: 171,266