EBA欧洲银行-DZ-Bank-2016_2页_174kb

报告摘要

Country Code: DE
Bank Name: DzBank
Reporting Date: 2016-12-31
Reporting Currency: EUR
Submission Date: 2017-05-24
Reporting Unit: 1
Accounting Standard: IFRS
Public Disclosure Date: 2017-04-28
Language of Public Disclosure: German / English
Web Address of Public Disclosure: [https://www.dzbank.de/content/dzbank.de/de/home/unser p](https://www.dzbank.de/content/dzbank.de/de/home/unser p)

Counterparty Exposure of Derivatives Contracts: 8,403,874,790 EUR
Capped Notional Amount of Credit Derivatives: 5,067,344,548 EUR
Potential Future Exposure of Derivatives Contracts: 8,479,113,840 EUR
Adjusted Gross Value of SFTs: 13,561,121,117 EUR
Counterparty Exposure of SFTs: 362,550,700 EUR
Other Assets: 384,815,292,207 EUR
Gross Notional Amount of Off-Balance Sheet Items:
- 0% CCF: 19,196,725,462 EUR
- 20% CCF: 8,428,313,037 EUR
- 50% CCF: 27,642,052,658 EUR
- 100% CCF: 5,228,578,605 EUR
Regulatory Adjustments: 740,784,840 EUR
Total Exposures Indicator (Prior to Regulatory Adjustments): 443,344,237,290 EUR

Funds Deposited with or Lent to Other Financial Institutions: 94,715,315,712 EUR
- Certificates of Deposit: 200,395,154 EUR
Unused Portion of Committed Lines to Other Financial Institutions: 21,859,494,750 EUR
Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 10,786,711,458 EUR
- Senior Unsecured Debt Securities: 17,746,683,908 EUR
- Subordinated Debt Securities: 468,749,131 EUR
- Commercial Paper: 35,056,623 EUR
- Equity Securities: 2,640,617,009 EUR
- Offsetting Short Positions in Equity Securities: 10,258,232 EUR
Net Positive Current Exposure of SFTs with Other Financial Institutions: 340,809,999 EUR
Over-the-Counter Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 7,265,706,947 EUR
- Potential Future Exposure: 2,353,598,800 EUR
Intra-Financial System Assets Indicator: 158,202,486,105 EUR

Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits due to Depository Institutions: 67,433,479,834 EUR
- Deposits due to Non-Depository Financial Institutions: 28,076,621,046 EUR
- Loans from Other Financial Institutions: 67,856,166,694 EUR
Unused Portion of Committed Lines from Other Financial Institutions: 174,123,005 EUR
Net Negative Current Exposure of SFTs with Other Financial Institutions: 474,951,052 EUR
Over-the-Counter Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 3,437,339,243 EUR
- Potential Future Exposure: 2,216,156,220 EUR
Intra-Financial System Liabilities Indicator: 169,668,837,094 EUR

Payments Made in the Reporting Year (Excluding Intragroup Payments):
- AUD: 10,585,498,329 EUR
- BRL: 523,605,003 EUR
- CAD: 6,809,707,880 EUR
- CHF: 340,046,295,909 EUR
- CNY: 869,615,081 EUR
- EUR: 5,457,222,177,173 EUR
- GBP: 55,437,677,782 EUR
- HKD: 16,354,864,073 EUR
- INR: 368,680,067 EUR
- JPY: 26,391,160,040 EUR
- SEK: 8,933,399,122 EUR
- USD: 430,975,473,398 EUR
Payments Activity Indicator: 6,354,518,153,857 EUR

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared through Central Counterparty: 409,886,898,057 EUR
- OTC Derivatives Settled Bilaterally: 751,970,992,677 EUR
OTC Derivatives Indicator: 1,161,857,890,734 EUR

Held-for-Trading Securities (HFT): 21,156,897,360 EUR
Available-for-Sale Securities (AFS): 49,425,732,101 EUR
Level 1 Assets:
- Trading and AFS Securities that meet Level 1 Definition: 41,608,906,809 EUR
Level 2 Assets (with Haircuts):
- Trading and AFS Securities that meet Level 2 Definition: 11,798,380,146 EUR
Trading and AFS Securities Indicator: 17,175,342,506 EUR

Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 91,717,195,910 EUR
Cross-Jurisdictional Liabilities Indicator: 32,165,731,868 EUR

Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 51,564,034,720 EUR
- Foreign Liabilities to Related Offices: 32,364,075,834 EUR
Local Liabilities in Local Currency (Excluding Derivatives Activity): 12,965,772,982 EUR

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