EBA欧洲银行-BNP-Paribas-2013_2页_351kb
报告摘要
BNP Paribas General Bank Data Summary (2013)
Core Information
- Country Code: FR
- Bank Name: BNP Paribas
- Reporting Date: 31/12/2013
- Reporting Currency: EUR
- Euro Conversion Rate: 1.0000
- Reporting Unit: 1.000
- Accounting Standard: IFRS
- Location of Public Disclosure: http://media-cms.bnpparibas.com/file/60/7/disclosure-for-g-subs_indicators_31-12-2013_32607.pdf
Total Exposures
On-Balance Sheet Items
- Counterparty exposure of derivatives contracts (method 1): 46,468,000
- Gross value of securities financing transactions (SFTs): 231,500,798
- Counterparty exposure of SFTs: 2,586,000
- Other assets: 1,181,746,264
Total on-balance sheet items:
$$ \text{Sum of 2.a, 2.b, 2.c, and 2.d} - 2.d.(1) = 0 $$
Off-Balance Sheet Items
- Potential future exposure of derivative contracts (method 1): 282,442,867
- Notional amount of off-balance sheet items with 0% CCF: 61,498,803
- Notional amount of off-balance sheet items with 20% CCF: 14,604,398
- Notional amount of off-balance sheet items with 50% CCF: 189,547,427
- Notional amount of off-balance sheet items with 100% CCF: 37,040,200
Total off-balance sheet items:
$$ \text{Sum of 2.f, 2.g, and 2.h through 2.j} - 0.9 \times \text{sum of 2.g.(1) and 2.g.(2)} = 0 $$
Regulatory Adjustments
- Regulatory adjustments: 15,811,690
Total Exposures Indicator
- Total exposures indicator: 2,031,623,067
Intra-Financial System Assets
- Funds deposited with or lent to other financial institutions: 51,949,367
- Certificates of deposit: 498,155
- Undrawn committed lines extended to other financial institutions: 45,489,068
- Holdings of securities issued by other financial institutions:
- Secured debt securities: 0
- Senior unsecured debt securities: 35,426,339
- Subordinated debt securities: 3,224,614
- Commercial paper: 1,532,324
- Stock: 15,935,573
- Net positive current exposure of SFTs: 1,489,821
- OTC derivatives with net positive fair value: 7,355,038
- Potential future exposure: 42,926,633
Intra-financial system assets indicator:
$$ \text{Sum of 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2)} - 3.c.(6) = 205,328,777 $$
Intra-Financial System Liabilities
- Deposits due to depository institutions: 183,061,373
- Deposits due to non-depository financial institutions: 185,121,842
- Undrawn committed lines obtained from other financial institutions: 15,014,817
- Net negative current exposure of SFTs: 1,932,230
- OTC derivatives with net negative fair value: 7,855,163
- Potential future exposure: 42,026,057
Intra-financial system liabilities indicator:
$$ \text{Sum of 4.a through 4.e.(2)} = 435,011,483 $$
Securities Outstanding
- Secured debt securities: 31,891,365
- Senior unsecured debt securities: 108,768,162
- Subordinated debt securities: 13,753,678
- Commercial paper: 18,401,514
- Certificates of deposit: 70,508,479
- Common equity: 70,498,817
- Preferred shares and other subordinated funding: 40,000
Securities outstanding indicator:
$$ \text{Sum of 5.a through 5.g} = 313,862,014 $$
Payments Activity
- Payments made in the reporting year (excluding intragroup payments):
- Australian dollars (AUD): 698,438,741
- Brazilian real (BRL): 0
- Canadian dollars (CAD): 734,180,640
- Swiss francs (CHF): 683,333,563
- Chinese yuan (CNY): 3,613,015,228
- Euros (EUR): 28,459,146,562
- British pounds (GBP): 1,891,624,889
- Hong Kong dollars (HKD): 2,353,905,820
- Indian rupee (INR): 25,565,640
- Japanese yen (JPY): 236,074,410,650
- Swedish krona (SEK): 1,442,363,078
- United States dollars (USD): 19,390,161,887
Payments activity indicator:
$$ \text{Sum of 6.a through 6.l} = 49,556,784,210 $$
OTC Derivatives
- OTC derivatives cleared through a central counterparty: 23,462,632,200
- OTC derivatives settled bilaterally: 15,641,754,800
OTC derivatives indicator:
$$ \text{Sum of 9.a and 9.b} = 39,104,387,000 $$
Trading and Available-for-Sale Securities
- Held-for-trading securities (HFT): 160,369,586
- Available-for-sale securities (AFS): 115,459,133
- Level 1 assets: 75,251,996
- Level 2 assets (with haircuts): 15,373,864
Trading and AFS securities indicator:
$$ \text{Sum of 10.a and 10.b} - \text{Sum of 10.c and 10.d} = 185,202,858 $$
Level 3 Assets
- Level 3 assets indicator: 20,589,659
Cross-Jurisdictional Activity
Cross-Jurisdictional Claims
- Foreign claims on an ultimate risk basis (excluding derivatives activity): 876,694,955
- Cross-jurisdictional claims indicator: 876,694,955
Cross-Jurisdictional Liabilities
- Foreign liabilities (excluding derivatives and local liabilities in local currency): 558,141,295
- Local liabilities in local currency (excluding derivatives activity): 400,479,887
- Foreign liabilities to related offices: 374,443,803
Cross-jurisdictional liabilities indicator:
$$ \text{Sum of 13.a and 13.b} - 13.a.(1) = 584,177,379 $$
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