EBA欧洲银行-KBC-2018_2页_182kb

KBC Bank Summary

Core Content Overview

This document provides detailed financial and operational indicators for KBC Bank, including general information, exposure metrics, interconnectedness indicators, substitutability/infrastructure indicators, complexity indicators, and cross-jurisdictional activity indicators. The data is reported in Euros (EUR) with a conversion rate of 1, and the reporting date is December 31, 2018, with a submission date of April 26, 2019.

General Information

• Country Code: BE (Belgium)
• Bank Name: KBC
• Reporting Date: 2018-12-31
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Submission Date: 2019-04-26
• Reporting Unit: 1 000 000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2019-06-30
• Language of Public Disclosure: EN (English)
• Web Address of Public Disclosure: https://www.kbc.com

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 2,276
• Adjusted Gross Value of SFTs: 22,117
• Counterparty Exposure of SFTs: 408
• Other Assets: 221,653
• Items subject to a 0% CCF: 17,534
• Items subject to a 20% CCF: 11,250
• Items subject to a 50% CCF: 12,218
• Items subject to a 100% CCF: 8,790
• Regulatory Adjustments: 1,900
• Total Exposures Indicator: 267,962.04 (calculated as sum of 2.a.(1) through 2.c, plus 0.1×2.d.(1), 0.2×2.d.(2), 0.5×2.d.(3), and 2.d.(4))

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 37,165
  • Certificates of deposit: 0
• Unused portion of committed lines extended to other financial institutions: 2,118
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 3,921
  • Senior unsecured debt securities: 521
  • Subordinated debt securities: 0
  • Commercial paper: 0
  • Equity securities: 951
  • Offsetting short positions in equity securities: 0
• Net positive current exposure of SFTs with other financial institutions: 0
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 1,167
  • Potential future exposure: 1,660
• Intra-Financial System Assets Indicator: 47,504 (sum of 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6))

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 21,996
  • Deposits due to non-depository financial institutions: 36,635
  • Loans obtained from other financial institutions: 0
• Unused portion of committed lines obtained from other financial institutions: 0
• Net negative current exposure of SFTs with other financial institutions: 31
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 2,545
  • Potential future exposure: 2,320
• Intra-Financial System Liabilities Indicator: 63,527 (sum of 4.a.(1) through 4.d.(2))

Securities Outstanding

• Secured debt securities: 8
• Senior unsecured debt securities: 615
• Subordinated debt securities: 941
• Commercial paper: 0
• Certificates of deposit: 15
• Common equity: 0
• Preferred shares and subordinated funding: 0
• Securities Outstanding Indicator: 25 (sum of items 5.a through 5.g)

Payments Activity

• Payments made in the reporting year (excluding intragroup payments):
  • AUD: 6,328
  • BRL: 0
  • CAD: 13,449
  • CHF: 19,843
  • CNY: 94,936
  • EUR: 4,466,667
  • GBP: 135,808
  • HKD: 35,269
  • INR: 203,037
  • JPY: 8,960
  • MXN: 941
  • SEK: 6,957
  • USD: 564,702
• Payments Activity Indicator: 5,556,897 (sum of items 6.a through 6.m)

Assets Under Custody

• Assets under custody indicator: 295,589

Underwritten Transactions

• Equity underwriting activity: 0
• Debt underwriting activity: 0
• Underwriting activity indicator: 0 (sum of 8.a and 8.b)

Complexity Indicators

• OTC Derivatives Cleared through Central Counterparty: 151,840
• OTC Derivatives Settled Bilaterally: 264,952
• OTC Derivatives Indicator: 416,792 (sum of 9.a and 9.b)

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 738
• Available-for-sale securities (AFS): 5,719
• Level 1 assets (HFT and AFS): 5,439
• Level 2 assets (AFS with haircuts): 431
• Trading and AFS Securities Indicator: 587 (sum of 10.a and 10.b, minus the sum of 10.c and 10.d)

Level 3 Assets

• Level 3 assets indicator: 1,370 (assets valued using Level 3 measurement inputs)

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 124,954 (total foreign claims on an ultimate risk basis)
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 73,588
  • Foreign liabilities to related offices: 20,764
• Local liabilities in local currency (excluding derivatives activity): 51,011
• Cross-Jurisdictional Liabilities Indicator: 103,835 (sum of 13.a and 13.b, minus 13.a.(1))