EBA欧洲银行-BBVA_2页_76kb

报告摘要

Bank Name: BBVA
Country Code: ES (Spain)
Reporting Date: 2017-12-31
Submission Date: 2018-07-19
Reporting Currency: EUR (Euro)
Accounting Standard: IFRS (International Financial Reporting Standards)
Date of Public Disclosure: 2018-04-30
Language of Public Disclosure: English/Spanish
Web Address of Public Disclosure: https://shareholdersandinvestors.bbv.com/wp-content/upload

The total exposures indicator represents the bank's total exposure to counterparties, calculated as follows:

Derivatives Counterparty Exposure: €8,667,808
Capped Notional Amount of Credit Derivatives: €5,099,359
Potential Future Exposure of Derivatives: €13,586,032
Securities Financing Transactions (SFTs):
- Adjusted Gross Value: €21,622,933
- Counterparty Exposure: €2,657,967
Other Assets: €605,325,243
Off-Balance Sheet Items (Gross Notional Amount):
- 0% CCF: €67,859,340
- 20% CCF: €15,485,480
- 50% CCF: €82,241,578
- 100% CCF: €11,437,547
Regulatory Adjustments: €9,779,824

Total Exposures Indicator (Prior to Regulatory Adjustments): €719,400,708

Funds deposited with or lent to other financial institutions: €15,241,356
Unused portion of committed lines extended to other financial institutions: €4,740,861
Holdings of securities issued by other financial institutions:
- Secured Debt Securities: €2,270,091
- Senior Unsecured Debt Securities: €9,124,682
- Subordinated Debt Securities: €197,023
- Commercial Paper: €1,113,949
- Equity Securities: €3,357,704
Net Positive Current Exposure of SFTs: €485,746
Over-the-Counter Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: €4,815,668
- Potential Future Exposure: €3,241,128

Intra-Financial System Assets Indicator: €44,588,208

Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: €29,423,023
- Deposits due to non-depository financial institutions: €29,628,187
Unused portion of committed lines obtained from other financial institutions: €3,437,513
Net Negative Current Exposure of SFTs: €443,197
Over-the-Counter Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: €5,258,844
- Potential Future Exposure: €4,610,515

Intra-Financial System Liabilities Indicator: €72,801,278

Securities Outstanding Indicator: €112,103,469

Payments Made in the Reporting Year (excluding intragroup payments):
- Australian Dollars (AUD): €29
- Brazilian Real (BRL): €29
- Canadian Dollars (CAD): €40,859,464
- Swiss Francs (CHF): €53,483,717
- Chinese Yuan (CNY): €46,488,290
- Euros (EUR): €2,236,295,403
- British Pounds (GBP): €334,182,530
- Hong Kong Dollars (HKD): €21,729,449
- Indian Rupees (INR): €9,816
- Japanese Yen (JPY): €38,703,464
- Mexican Pesos (MXN): €7,023,906
- Swedish Krona (SEK): €18,096,064
- United States Dollars (USD): €3,707,728,776

Payments Activity Indicator: €6,524,536,922

Underwriting Activity Indicator: €30,373,630

OTC Derivatives Indicator: €2,682,654,811

Trading and AFS Securities Indicator: €8,629,686

Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): €356,646,991

Foreign Liabilities (excluding derivatives and local liabilities in local currency): €116,669,921
Any Foreign Liabilities to Related Offices: €0
Local Liabilities in Local Currency (excluding derivatives activity): €213,606,723

Cross-Jurisdictional Liabilities Indicator: €330,276,644

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