EBA欧洲银行-DZ-Bank-2015_2页_185kb

报告摘要

Country Code: DE (Germany)
Bank Name: DzBank
Reporting Date: 2015-12-31
Reporting Currency: EUR (Euro)
Euro Conversion Rate: 1
Reporting Unit: 1
Accounting Standard: IFRS (International Financial Reporting Standards)
Date of Public Disclosure: 2016-04-26
Language of Public Disclosure: German and English
Web Address of Public Disclosure: https://www.dzbank.com/content/dzbank.com/en/home/DZ_BANK/in

Counterparty Exposure of Derivatives Contracts: €6,438,105,628
Capped Notional Amount of Credit Derivatives: €10,663,149,025
Potential Future Exposure of Derivatives Contracts: €6,234,113,281
Adjusted Gross Value of SFTs (Securities Financing Transactions): €14,559,701,623
Counterparty Exposure of SFTs: €1,316,359,100
Other Assets: €288,906,321,195
Gross Notional Amount of Off-Balance Sheet Items:
- 0% CCF: €18,605,189,481
- 20% CCF: €6,029,668,670
- 50% CCF: €21,657,030,737
- 100% CCF: €3,200,369,711
Total Exposures Indicator (Prior to Regulatory Adjustments): €345,213,087,612

Funds Deposited with or Lent to Other Financial Institutions: €79,247,767,762
- Certificates of Deposit: €2,763,755,980
Unused Portion of Committed Lines Extended to Other Financial Institutions: €20,055,283,026
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: €10,394,079,589
- Senior Unsecured Debt Securities: €17,527,340,583
- Subordinated Debt Securities: €667,500,076
- Commercial Paper: €0
- Equity Securities: €1,146,279,335
- Offsetting Short Positions in Equity Securities: €8,759,622
Net Positive Current Exposure of SFTs: €322,780,333
Over-the-Counter Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: €6,541,073,999
- Potential Future Exposure: €1,678,941,718
Intra-Financial System Assets Indicator: €137,572,286,800

Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits due to Depository Institutions: €41,464,986,142
- Deposits due to Non-Depository Financial Institutions: €9,981,742,562
- Loans Obtained from Other Financial Institutions: €67,640,428,542
Unused Portion of Committed Lines Obtained from Other Financial Institutions: €1,901,361
Net Negative Current Exposure of SFTs: €773,062,828
Over-the-Counter Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: €3,605,288,023
- Potential Future Exposure: €2,300,336,737
Intra-Financial System Liabilities Indicator: €125,767,746,195

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- AUD: €9,317,596,413
- BRL: €309,459,540
- CAD: €5,439,376,551
- CHF: €176,601,899,880
- CNY: €877,237,711
- EUR: €4,358,248,360,640
- GBP: €61,758,533,460
- HKD: €9,567,736,863
- INR: €293,990,360
- JPY: €21,651,807,280
- SEK: €6,567,165,287
- USD: €406,468,702,451
Payments Activity Indicator: €5,057,101,866,435

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared through Central Counterparty: €355,127,845,172
- OTC Derivatives Settled Bilaterally: €623,051,008,699
OTC Derivatives Indicator: €978,178,853,871

Held-for-Trading Securities (HFT): €22,042,032,374
Available-for-Sale Securities (AFS): €38,671,274,197
Level 1 Assets:
- Trading and AFS Securities (Level 1): €36,869,783,834
Level 2 Assets (with Haircuts):
- Trading and AFS Securities (Level 2): €6,906,221,556
Trading and AFS Securities Indicator: €16,937,301,181

Cross-Jurisdictional Claims Indicator (Total Foreign Claims on Ultimate Risk Basis): €78,908,776,853
Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): €45,453,358,851
- Foreign Liabilities to Related Offices: €28,512,620,491
Local Liabilities in Local Currency (Excluding Derivatives Activity): €9,864,396,766
Cross-Jurisdictional Liabilities Indicator: €26,805,135,126

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