EBA欧洲银行-ABN-Amro-2015_2页_185kb

ABNAmro Bank Data Summary

General Information

• Country Code: NL (Netherlands)
• Bank Name: ABNAmro
• Reporting Date: 2015-12-31
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1
• Reporting Unit: 1,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2016-07-11
• Language of Public Disclosure: English
• Web Address of Public Disclosure: www.abnamro.com/ir

Total Exposures

• Counterparty Exposure of Derivatives Contracts: €3,366,799
• Potential Future Exposure of Derivative Contracts: €47,312,570
• Adjusted Gross Value of SFTs (Securities Financing Transactions): €20,045,584
• Counterparty Exposure of SFTs: €1,316,706
• Other Assets: €362,952,666
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: €82,867,002
  • 20% CCF: €4,262,023
  • 50% CCF: €22,045,964
  • 100% CCF: €9,021,007
• Total Exposures Indicator (Prior to Regulatory Adjustments): €464,177,418

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: €52,153,756
• Unused Portion of Committed Lines Extended to Other Financial Institutions: €27,165,204
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: €8,287,779
  • Senior Unsecured Debt Securities: €0
  • Subordinated Debt Securities: €0
  • Commercial Paper: €0
  • Equity Securities: €36,300
• Net Positive Current Exposure of SFTs with Other Financial Institutions: €1,486,900
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: €298,522
  • Potential Future Exposure: €1,520,176
• Intra-Financial System Assets Indicator: €90,948,637

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to Depository Institutions: €11,202,139
  • Deposits due to Non-Depository Financial Institutions: €28,485,614
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: €243,294
• Net Negative Current Exposure of SFTs with Other Financial Institutions: €842,002
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: €9,139,034
  • Potential Future Exposure: €8,636,356
• Intra-Financial System Liabilities Indicator: €58,548,439

Securities Outstanding

• Secured Debt Securities: €25,956,000
• Senior Unsecured Debt Securities: €37,404,000
• Subordinated Debt Securities: €9,708,236
• Commercial Paper: €5,911,000
• Certificates of Deposit: €3,908,000
• Common Equity: €940,000
• Preferred Shares and Other Subordinated Funding: €0
• Securities Outstanding Indicator: €83,827,236

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • AUD: €38,444,044
  • BRL: €10,079,684
  • CAD: €44,406,750
  • CHF: €51,933,382
  • CNY: €14,353,810
  • EUR: €2,082,829,926
  • GBP: €201,814,139
  • HKD: €39,122,575
  • INR: €987,821
  • JPY: €79,188,871
  • SEK: €13,679,517
  • USD: €1,373,892,514
• Payments Activity Indicator: €3,950,733,033

Assets Under Custody

• Assets Under Custody Indicator: €191,709,741

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: €1,404,293
• Debt Underwriting Activity: €3,565,043
• Underwriting Activity Indicator: €4,969,336

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • Cleared through Central Counterparty: €763,907,000
  • Settled Bilaterally: €485,042,000
• OTC Derivatives Indicator: €1,248,949,000

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): €2,455,794
• Available-for-Sale Securities (AFS): €39,636,285
• Level 1 Assets (HFT and AFS): €36,594,528
• Level 2 Assets (HFT and AFS with Haircuts): €4,570,610
• Trading and AFS Securities Indicator: €926,941

Level 3 Assets

• Level 3 Assets Indicator: €1,988,576

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Ultimate Risk Basis): €112,247,683
• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): €78,916,349
• Local Liabilities in Local Currency (excluding Derivatives Activity): €42,217,428
• Cross-Jurisdictional Liabilities Indicator: €121,133,777