EBA欧洲银行-BPCE-2013_2页_351kb

BPCE General Bank Data Summary (Reporting Date: 31/12/2013)

1. General Information

• Country Code: FR (France)
• Bank Name: BPCE
• Reporting Date: 31/12/2013
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1.0000
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Location of Public Disclosure: http://www.bpce.fr/Investisseur/Information-reglemente/Publication-reglementaire

2. Size Indicator

• Counterparty Exposure of Derivatives Contracts (Method 1): 14,764
• Gross Value of Securities Financing Transactions (SFTs): 87,010
• Counterparty Exposure of SFTs: 4,767
• Other Assets: 916,172
• Total On-Balance Sheet Items: 0 (calculated as sum of a, b, c, d minus d(1))
• Potential Future Exposure of Derivatives Contracts (Method 1): 20,434
• Notional Amount of Off-Balance Sheet Items with 0% CCF: 19,831
• Notional Amount of Off-Balance Sheet Items with 20% CCF: 14,309
• Notional Amount of Off-Balance Sheet Items with 50% CCF: 87,963
• Notional Amount of Off-Balance Sheet Items with 100% CCF: 22,816
• Total Off-Balance Sheet Items: 0 (calculated with adjustments)
• Entities Consolidated for Accounting but Not for Risk-Based Regulatory Purposes:
  • On-Balance Sheet Assets: 55,356
  • Potential Future Exposure of Derivatives: 109
  • Unconditionally Cancellable Commitments: 0
  • Other Off-Balance Sheet Commitments: 93
  • Investment Value in Consolidated Entities: 0
• Regulatory Adjustments: 8,597
• Total Exposures Indicator: 1,235,027 (calculated as sum of e, k, l(1), l(2), 0.1*l(3), l(4), minus l(5) and m)

3. Interconnectedness Indicators

• Intra-Financial System Assets:

  • Funds Deposited with or Lent to Other Financial Institutions: 25,857
  • Undrawn Committed Lines Extended to Other Financial Institutions: 42,994
  • Holdings of Securities Issued by Other Financial Institutions:
    • Secured Debt Securities: 1,828
    • Senior Unsecured Debt Securities: 5,819
    • Subordinated Debt Securities: 342
    • Commercial Paper: 0
    • Stock (including par and surplus): 2,014
  • Net Positive Current Exposure of SFTs: 4,767
  • OTC Derivatives with Net Positive Fair Value:
    • Net Positive Fair Value: 12,293
    • Potential Future Exposure: 10,102
  • Intra-Financial System Assets Indicator: 106,016

• Intra-Financial System Liabilities:

  • Deposits Due to Depository Institutions: 86,978
  • Deposits Due to Non-Depository Financial Institutions: 14,607
  • Undrawn Committed Lines Obtained from Other Financial Institutions: 23,595
  • Net Negative Current Exposure of SFTs: 13,199
  • OTC Derivatives with Net Negative Fair Value:
    • Net Negative Fair Value: 12,573
    • Potential Future Exposure: 10,332
  • Intra-Financial System Liabilities Indicator: 161,284

4. Securities Outstanding

• Secured Debt Securities: 96,466
• Senior Unsecured Debt Securities: 79,805
• Subordinated Debt Securities: 15,195
• Commercial Paper: 13,346
• Certificates of Deposit: 53,385
• Common Equity: 3,709
• Preferred Shares and Other Subordinated Funding: 0
• Securities Outstanding Indicator: 261,906

5. Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • Australian Dollars (AUD): 688,197 → 501,796
  • Brazilian Real (BRL): 3 → 1
  • Canadian Dollars (CAD): 224,512 → 164,233
  • Swiss Francs (CHF): 1,012,208 → 822,265
  • Chinese Yuan (CNY): 75 → 9
  • Euros (EUR): 11,289,425 → 11,289,425
  • British Pounds (GBP): 1,978,236 → 2,329,851
  • Hong Kong Dollars (HKD): 1,467,681 → 142,525
  • Indian Rupee (INR): 488 → 6
  • Japanese Yen (JPY): 133,519,903 → 1,032,009
  • Swedish Krona (SEK): 1,238,716 → 143,236
  • United States Dollars (USD): 10,580,749 → 7,969,783
  • Payments Activity Indicator: 24,395,139

6. Additional Indicators

• Assets Under Custody Indicator: 80,900

• Underwritten Transactions in Debt and Equity Markets:

  • Equity Underwriting Activity: 920
  • Debt Underwriting Activity: 47,593
  • Underwriting Activity Indicator: 48,513 (sum of 8.a and 8.b)

• Cross-Jurisdictional Activity Indicators:

  • Cross-Jurisdictional Claims Indicator: 236,908 (item 12.a)
  • Cross-Jurisdictional Liabilities Indicator: 57,925 (calculated as sum of 13.a and 13.b minus 13.a(1))

• Notional Amount of OTC Derivatives:

  • OTC Derivatives Cleared Through Central Counterparty: 3,481,420
  • OTC Derivatives Settled Bilaterally: 7,039,708
  • OTC Derivatives Indicator: 10,521,128 (sum of 9.a and 9.b)

• Trading and Available-for-Sale Securities:

  • Held-for-Trading Securities (HFT): 63,681
  • Available-for-Sale Securities (AFS): 79,271
  • Trading and AFS Securities (Level 1 Assets): 121,892
  • Trading and AFS Securities (Level 2 Assets with Haircuts): 14,731
  • Trading and AFS Securities Indicator: 63,29 (sum of 10.a and 10.b minus 10.c and 10.d)

• Level 3 Assets Indicator: 14,959

7. Summary of Key Indicators

8. Main Points

• Reporting Context: BPCE, a French financial institution, reported its data in EUR for the year ending 31/12/2013 under IFRS standards.
• Exposure Metrics: The total exposures indicator is significantly high at 1,235,027, reflecting substantial risk exposure.
• Interconnectedness: BPCE has notable intra-financial system assets and liabilities, indicating its role in the financial system.
• Securities Management: The bank holds a variety of securities, with a significant portion in Level 3 assets, suggesting complex and less liquid holdings.
• OTC Derivatives: A large notional amount of OTC derivatives is reported, emphasizing the institution's involvement in derivative markets.
• Cross-Jurisdictional Activity: BPCE has significant cross-border claims and liabilities, indicating international operations and exposure.