EBA欧洲银行-BNP-Paribas-2016_2页_173kb

BNP Paribas General Bank Data Summary

Core Information

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 50,421,294
• Capped Notional Amount of Credit Derivatives: 29,512,938
• Potential Future Exposure of Derivatives Contracts: 149,297,077
• Adjusted Gross Value of SFTs: 162,145,098
• Counterparty Exposure of SFTs: 3,882,465
• Other Assets: 1,327,518,906
• Items subject to 0% CCF: 49,748,016
• Items subject to 20% CCF: 85,053,416
• Items subject to 50% CCF: 219,655,374
• Items subject to 100% CCF: 25,345,696
• Regulatory Adjustments: 16,779,563
• Total Exposures Indicator: 1,879,936,646

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 37,321,293
  • Certificates of deposit: 0
• Unused portion of committed lines extended to other financial institutions: 8,854,051
• Holdings of securities issued by other financial institutions:
  • Secured Debt Securities: 0
  • Senior Unsecured Debt Securities: 20,093,840
  • Subordinated Debt Securities: 3,681,570
  • Commercial Paper: 0
  • Equity Securities: 31,451,077
  • Offsetting short positions in equity securities: 1,993,282
• Net Positive Current Exposure of SFTs: 243,422
• OTC Derivatives with net positive fair value:
  • Net Positive Fair Value: 2,893,491
  • Potential Future Exposure: 40,886,124
• Intra-Financial System Assets Indicator: 143,431,587

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 13,474,264
  • Deposits due to non-depository financial institutions: 122,311,105
  • Loans obtained from other financial institutions: 0
• Unused portion of committed lines obtained from other financial institutions: 1,353,576
• Net Negative Current Exposure of SFTs: 504,616
• OTC Derivatives with net negative fair value:
  • Net Negative Fair Value: 1,562,755
  • Potential Future Exposure: 40,886,124
• Intra-Financial System Liabilities Indicator: 180,092,439

Securities Outstanding

• Secured Debt Securities: 17,899,765
• Senior Unsecured Debt Securities: 84,670,893
• Subordinated Debt Securities: 18,492,783
• Commercial Paper: 29,314,660
• Certificates of Deposit: 71,936,020
• Common Equity: 75,473,000
• Preferred Shares and Subordinated Funding: 53,872
• Securities Outstanding Indicator: 297,840,993

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • AUD: 735,975,873
  • BRL: 28,276,070
  • CAD: 898,029,715
  • CHF: 537,920,755
  • CNY: 733,619,431
  • USD: 13,260,067,855
• Payments Activity Indicator: 32,208,145,387

Assets Under Custody

• Assets Under Custody Indicator: 5,060,144,116

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 5,228,093
• Debt Underwriting Activity: 157,142,378
• Underwriting Activity Indicator: 162,370,472

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through Central Counterparty: 10,438,481,060
  • OTC Derivatives Settled Bilaterally: 11,112,484,412
• OTC Derivatives Indicator: 21,550,965,473

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 125,030,260
• Available-for-Sale Securities (AFS): 157,685,611
• Trading and AFS Securities that meet Level 1 assets definition: 177,557,808
• Trading and AFS Securities that meet Level 2 assets definition (with haircuts): 19,416,383
• Trading and AFS Securities Indicator: 85,741,680

Level 3 Assets

• Level 3 Assets Indicator: 14,896,171

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 1,008,274,489
• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 379,414,440
• Local Liabilities in Local Currency (excluding derivatives activity): 464,298,706
• Cross-Jurisdictional Liabilities Indicator: 843,713,146

Summary of Key Points:

• Bank Overview: BNP Paribas is a French bank with reporting in EUR, submitting data on 2017-07-20.
• Reporting Standards: IFRS is used for accounting, with public disclosure in English on 2017-04-28.
• Total Exposures: The total exposures prior to regulatory adjustments amount to 1,879,936,646 EUR.
• Intra-Financial System Assets: These include funds deposited with other institutions, securities holdings, and net positive exposures, totaling 143,431,587 EUR.
• Intra-Financial System Liabilities: The liabilities include deposits and loans from other financial institutions, with a total of 180,092,439 EUR.
• Securities Outstanding: The total value of securities outstanding is 297,840,993 EUR.
• Payments Activity: The bank made payments totaling 32,208,145,387 EUR across multiple currencies.
• Assets Under Custody: The total value of assets under custody is 5,060,144,116 EUR.
• Underwriting Activity: The bank's underwriting activity in debt and equity markets is 162,370,472 EUR.
• Complexity Indicators: OTC derivatives total 21,550,965,473 EUR.
• Trading and AFS Securities: These are categorized into Level 1 and Level 2, with a total trading and AFS securities indicator of 85,741,680 EUR.
• Level 3 Assets: Assets valued using Level 3 measurement inputs are 14,896,171 EUR.
• Cross-Jurisdictional Activity: The bank has cross-jurisdictional claims of 1,008,274,489 EUR and liabilities of 843,713,146 EUR.