EBA欧洲银行-Credit-Agricole-2018_2页_182kb

Credit Agricole Summary

Core Content

This document provides a comprehensive overview of various financial indicators for Credit Agricole, a Global Systemically Important Bank (GSIB). The data includes information on total exposures, interconnectedness, substitutability, complexity, and cross-jurisdictional activity. The reporting currency is EUR, and the data is reported in accordance with IFRS accounting standards.

General Information

• Country code: FR (France)
• Bank name: Credit Agricole
• Reporting date: 2018-12-31
• Submission date: 2019-07-05
• Reporting unit: 1,000,000
• Accounting standard: IFRS
• Date of public disclosure: 2019-04-30
• Language of public disclosure: FR (French)
• Web address: https://www.credit-agricole.com/finance/finance/communiques

Total Exposures

• Counterparty exposure of derivatives contracts: 15,609 EUR
• Capped notional amount of credit derivatives: 3,779 EUR
• Potential future exposure of derivative contracts: 28,209 EUR
• Adjusted gross value of SFTs: 127,780 EUR
• Counterparty exposure of SFTs: 6,303 EUR
• Other assets: 1,264,398 EUR
• Items subject to a 0% CCF: 10,061 EUR
• Items subject to a 20% CCF: 79,811 EUR
• Items subject to a 50% CCF: 163,848 EUR
• Items subject to a 100% CCF: 66,025 EUR
• Regulatory adjustments: 21,826 EUR
• Total exposures indicator (prior to regulatory adjustments): 1,610,995.75 EUR

Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 38,356 EUR
• Unused portion of committed lines extended to other financial institutions: 44,930 EUR
• Holdings of securities issued by other financial institutions:
  • Senior unsecured debt securities: 58,515 EUR
  • Subordinated debt securities: 2,058 EUR
  • Equity securities: 6,139 EUR
• Net positive current exposure of SFTs with other financial institutions: 1,237 EUR
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 4,487 EUR
  • Potential future exposure: 5,577 EUR
• Intra-financial system assets indicator: 161,300 EUR

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 36,264 EUR
  • Deposits due to non-depository financial institutions: 98,217 EUR
• Unused portion of committed lines obtained from other financial institutions: 2,795 EUR
• Net negative current exposure of SFTs with other financial institutions: 6,289 EUR
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 5,461 EUR
  • Potential future exposure: 6,830 EUR
• Intra-financial system liabilities indicator: 155,857 EUR

Securities Outstanding

• Secured debt securities: 44,736 EUR
• Senior unsecured debt securities: 58,763 EUR
• Subordinated debt securities: 29,539 EUR
• Commercial paper: 54,507 EUR
• Certificates of deposit: 59,865 EUR
• Common equity: 11,783 EUR
• Preferred shares and other subordinated funding: 0 EUR
• Securities outstanding indicator: 259,193 EUR

Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • AUD: 269,279 EUR
  • CAD: 426,897 EUR
  • CHF: 322,571 EUR
  • CNY: 602,529 EUR
  • EUR: 9,789,562 EUR
  • GBP: 2,011,630 EUR
  • HKD: 435,186 EUR
  • INR: 30 EUR
  • JPY: 3,914,997 EUR
  • MXN: 77,213 EUR
  • SEK: 61,082 EUR
  • USD: 12,321,609 EUR
• Payments activity indicator: 30,232,585 EUR
• Assets under custody indicator: 2,633,000 EUR
• Equity underwriting activity: 1,854 EUR
• Debt underwriting activity: 85,370 EUR
• Underwriting activity indicator: 87,223 EUR

Complexity Indicators

• Notional amount of OTC derivatives:
  • OTC derivatives cleared through a central counterparty: 4,807,571 EUR
  • OTC derivatives settled bilaterally: 4,931,769 EUR
  • OTC derivatives indicator: 9,739,340 EUR
• Trading and Available-for-Sale Securities:
  • Held-for-trading securities (HFT): 38,177 EUR
  • Available-for-sale securities (AFS): 55,870 EUR
  • Level 1 assets: 59,031 EUR
  • Level 2 assets with haircuts: 7,578 EUR
  • Trading and AFS securities indicator: 27,438 EUR
• Level 3 assets indicator: 8,353 EUR

Cross-Jurisdictional Activity Indicators

• Cross-jurisdictional claims indicator (total foreign claims on an ultimate risk basis): 427,581 EUR
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 84,779 EUR
• Local liabilities in local currency (excluding derivatives activity): 237,037 EUR
• Cross-jurisdictional liabilities indicator: 321,816 EUR