EBA欧洲银行-Rabobank-2018_2页_182kb

Rabobank Summary

Core Information

• Bank Name: Rabobank
• Country Code: NL (Netherlands)
• Reporting Date: 2018-12-31
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Submission Date: 2019-04-25
• Reporting Unit: 1 000 000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-04-26
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.rabobank.com/en/images/template-end18-Qsib.php

Size Indicator

• Counterparty Exposure of Derivatives Contracts: 3,026 million EUR
• Capped Notional Amount of Credit Derivatives: 142 million EUR
• Potential Future Exposure of Derivative Contracts: 11,688 million EUR
• Adjusted Gross Value of SFTs: 21,867 million EUR
• Counterparty Exposure of SFTs: 530 million EUR
• Other Assets: 545,937 million EUR
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 29,868 million EUR
  • 20% CCF: 20,115 million EUR
  • 50% CCF: 32,243 million EUR
  • 100% CCF: 3,781 million EUR
• Regulatory Adjustments: 2,250 million EUR
• Total Exposures Indicator (before regulatory adjustments): 610,102.30 million EUR

Interconnectedness Indicators

• Intra-Financial System Assets:

  • Funds Deposited with Other Financial Institutions: 12,590 million EUR
    • Deposits due to depository institutions: 5,038 million EUR
    • Deposits due to non-depository financial institutions: 28,823 million EUR
  • Unused Portion of Committed Lines Extended to Other Financial Institutions: 3,299 million EUR
  • Holdings of Securities Issued by Other Financial Institutions:
    • Secured debt securities: 484 million EUR
    • Senior unsecured debt securities: 625 million EUR
    • Subordinated debt securities: 16 million EUR
    • Commercial paper: 0 million EUR
    • Equity securities: 2,457 million EUR
  • Net Positive Current Exposure of SFTs: 1,087 million EUR
  • OTC Derivatives with Net Positive Fair Value:
    • Net positive fair value: 630 million EUR
    • Potential future exposure: 2,247 million EUR
  • Intra-Financial System Assets Indicator: 23,436 million EUR

• Intra-Financial System Liabilities:

  • Funds Deposited by or Borrowed from Other Financial Institutions:
    • Deposits due to depository institutions: 5,038 million EUR
    • Deposits due to non-depository financial institutions: 28,823 million EUR
    • Loans obtained from other financial institutions: 1,115 million EUR
  • Unused Portion of Committed Lines Obtained from Other Financial Institutions: 0 million EUR
  • Net Negative Current Exposure of SFTs: 594 million EUR
  • OTC Derivatives with Net Negative Fair Value:
    • Net negative fair value: 2,614 million EUR
    • Potential future exposure: 7,437 million EUR
  • Intra-Financial System Liabilities Indicator: 45,621 million EUR

Securities Outstanding

• Secured Debt Securities: 6,315 million EUR
• Senior Unsecured Debt Securities: 79,720 million EUR
• Subordinated Debt Securities: 16,498 million EUR
• Commercial Paper: 5,209 million EUR
• Certificates of Deposit: 19,927 million EUR
• Preferred Shares and Subordinated Funding: 14,491 million EUR
• Securities Outstanding Indicator: 142,160 million EUR

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding intragroup payments):
  • AUD: 286,947 million EUR
  • BRL: 257,475 million EUR
  • CAD: 162,448 million EUR
  • CHF: 450,070 million EUR
  • CNY: 61,350 million EUR
  • EUR: 4,250,887 million EUR
  • GBP: 3,410,899 million EUR
  • HKD: 695,070 million EUR
  • INR: 14,638 million EUR
  • JPY: 275,751 million EUR
  • MXN: 20,390 million EUR
  • SEK: 63,023 million EUR
  • USD: 15,907,335 million EUR
• Payments Activity Indicator: 25,856,282 million EUR

Assets Under Custody

• Assets Under Custody Indicator: 18 million EUR

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 247 million EUR
• Debt Underwriting Activity: 8,294 million EUR
• Underwriting Activity Indicator: 8,540 million EUR

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared Through Central Counterparty: 2,603,763 million EUR
  • OTC Derivatives Settled Bilaterally: 803,060 million EUR
  • OTC Derivatives Indicator: 3,406,823 million EUR

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 3,344 million EUR
• Available-for-Sale Securities (AFS): 18,711 million EUR
• Level 1 Assets (HFT and AFS): 18,349 million EUR
• Level 2 Assets (HFT and AFS with haircuts): 1,339 million EUR
• Trading and AFS Securities Indicator: 2,367 million EUR

Level 3 Assets

• Level 3 Assets Indicator: 2,354 million EUR

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 219,309 million EUR
• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 136,917 million EUR
  • Foreign Liabilities to Related Offices: 76,064 million EUR
• Local Liabilities in Local Currency (excluding derivatives activity): 50,988 million EUR
• Cross-Jurisdictional Liabilities Indicator: 111,841 million EUR