EBA欧洲银行-Unicredit_2页_76kb

Unicredit General Bank Data Summary

1. General Information

• Country Code: IT (Italy)
• Bank Name: Unicredit
• Reporting Date: 2017-12-31
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: Not provided
• Submission Date: 2018-06-25
• Reporting Unit: 1,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2018-04-30
• Language of Public Disclosure: ENG (English)
• Web Address of Public Disclosure: https://www.unicreditgroup.eu/content/dam/unicreditgroup.eu

2. Total Exposures

• Counterparty Exposure of Derivatives Contracts: 14,277,843
• Capped Notional Amount of Credit Derivatives: 4,127,002
• Potential Future Exposure of Derivative Contracts: 19,050,371
• Adjusted Gross Value of SFTs (Securities Financing Transactions): 49,667,098
• Counterparty Exposure of SFTs: 6,438,407
• Other Assets: 762,331,783
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 150,602,750
  • 20% CCF: 24,668,544
  • 50% CCF: 126,984,934
  • 100% CCF: 19,656,284
• Regulatory Adjustments: 4,149,444
• Total Exposures Indicator (Prior to Regulatory Adjustments):
  Calculated as the sum of items 2.a. (1)-(3), 2.c, and 0.1×2.d.(1), 0.2×2.d.(2), 0.5×2.d.(3), and 1×2.d.(4)
  Total: 959,035,238.80

3. Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 53,431,538
  • Certificates of Deposit: 41,715
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 62,570,141
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 4,466,112
  • Senior Unsecured Debt Securities: 11,745,435
  • Subordinated Debt Securities: 459,810
  • Commercial Paper: 45,399
  • Equity Securities: 7,097,160
  • Offsetting Short Positions in Equity Securities: 579,147
• Net Positive Current Exposure of SFTs: 430,900
• OTC Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 7,090,403
  • Potential Future Exposure: 528,439
• Intra-Financial System Assets Indicator:
  Sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6)
  Total: 147,286,190

4. Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 67,626,831
  • Deposits Due to Non-Depository Financial Institutions: 102,828,262
  • Loans Obtained from Other Financial Institutions: 0
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 7,596,628
• Net Negative Current Exposure of SFTs: 2,908,528
• OTC Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 8,507,491
  • Potential Future Exposure: 528,793
• Intra-Financial System Liabilities Indicator:
  Sum of items 4.a. (1)-(3) and 4.d. (1)-(2)
  Total: 189,996,533

5. Securities Outstanding

• Secured Debt Securities: 29,453,761
• Senior Unsecured Debt Securities: 51,291,490
• Subordinated Debt Securities: 13,155,933
• Commercial Paper: 5,167,567
• Certificates of Deposit: 9,123,312
• Common Equity: 34,681,080
• Preferred Shares and Subordinated Funding: 4,610,073
• Securities Outstanding Indicator:
  Sum of items 5.a through 5.g
  Total: 147,483,216

6. Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • Australian Dollars (AUD): 1061
  • Brazilian Real (BRL): 5,629
  • Canadian Dollars (CAD): 86,523,134
  • Swiss Francs (CHF): 262,483,001
  • Chinese Yuan (CNY): 119,857,985
  • Euros (EUR): 5,497,873,421
  • British Pounds (GBP): 448,455,581
  • Hong Kong Dollars (HKD): 127,829,707
  • Indian Rupee (INR): 159,465
  • Japanese Yen (JPY): 1,903,460,233
  • Mexican Pesos (MXN): 29,948,072
  • Swedish Krona (SEK): 44,519,442
  • United States Dollars (USD): 4,466,405,068
• Payments Activity Indicator:
  Sum of items 6.a through 6.m
  Total: 13,026,642,532

7. Assets Under Custody

• Assets Under Custody Indicator: 385,151,511

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 2,739
• Debt Underwriting Activity: 59,584,340
• Underwriting Activity Indicator:
  Sum of items 8.a and 8.b
  Total: 59,587,079

9. Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared Through a Central Counterparty: 1,113,439,677
  • OTC Derivatives Settled Bilaterally: 1,216,304,291
• OTC Derivatives Indicator:
  Sum of items 9.a and 9.b
  Total: 2,329,743,968

10. Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 54,634,905
• Available-for-Sale Securities (AFS): 106,239,945
• Trading and AFS Securities that Meet Level 1 Assets Definition: 125,711,691
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 7,720,746
• Trading and AFS Securities Indicator:
  Sum of items 10.a and 10.b, minus the sum of 10.c and 10.d
  Total: 27,442,413

11. Level 3 Assets

• Level 3 Assets Indicator: 3,462,803

12. Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 466,824,514

13. Cross-Jurisdictional Liabilities

• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 320,545,582
  • Foreign Liabilities to Related Offices: 40,520,924
• Local Liabilities in Local Currency (excluding Derivatives Activity): 130,240,567
• Cross-Jurisdictional Liabilities Indicator:
  Sum of items 13.a and 13.b, minus 13.a.(1)
  Total: 410,265,225