EBA欧洲银行-Commerzbank-2014_2页_199kb

报告摘要

Country Code: DE
Bank Name: Commerzbank
Reporting Date: 2014-12-31
Reporting Currency: EUR
Euro Conversion Rate: 1
Reporting Unit: 1,000,000
Accounting Standard: IFRS
Date of Public Disclosure: 2015-04-30
Language of Public Disclosure: German / English
Web Address of Public Disclosure: https://www.commerzbank.de/media/aktionäre/fremdkapitalgeber/D

Counterparty Exposure of Derivatives Contracts: 29,953
Gross Value of Securities Financing Transactions (SFTs): 61,956
Counterparty Exposure of SFTs: 2,949
Other Assets: 427,441
Total On-Balance-Sheet Items: 522,299 (calculated as sum of 2.a, 2.b, 2.c, 2.d minus 2.d.(1))
Potential Future Exposure of Derivative Contracts: 25,167
Notional Amount of Off-Balance-Sheet Items with 0% Credit Conversion Factor: 51,391
- Unconditionally Cancellable Credit Card Commitments: 5,274
- Other Unconditionally Cancellable Commitments: 46,117
Notional Amount of Off-Balance-Sheet Items with 20% Credit Conversion Factor: 43,210
Notional Amount of Off-Balance-Sheet Items with 50% Credit Conversion Factor: 45,471
Notional Amount of Off-Balance-Sheet Items with 100% Credit Conversion Factor: 7,039
Total Off-Balance-Sheet Items: 126,026 (calculated as sum of 2.f, 2.g, and 2.h through 2.j minus 0.9 times the sum of 2.g.(1) and 2.g.(2))
Entities Consolidated for Accounting Purposes but Not for Risk-Based Regulatory Purposes:
- On-Balance-Sheet Assets: 15,387
- Potential Future Exposure of Derivatives Contracts: 0
- Unconditionally Cancellable Commitments: 5
- Other Off-Balance-Sheet Commitments: 0
- Investment Value in Consolidated Entities: 2,510
Regulatory Adjustments: 5,517
Total Exposures Indicator: 655,686 (calculated as sum of 2.e, 2.k, 2.l.(1), 2.l.(2), 0.1 times 2.l.(3), 2.l.(4), minus sum of 2.l.(5) and 2.m)

Intra-Financial System Assets:
- Funds Deposited with or Lent to Other Financial Institutions: 95,998
- Unused Portion of Committed Lines to Other Financial Institutions: 8,675
- Holdings of Securities Issued by Other Financial Institutions:
  - Secured Debt Securities: 10,881
  - Senior Unsecured Debt Securities: 22,291
  - Subordinated Debt Securities: 158
  - Commercial Paper: 1,603
  - Equity Securities: 8,908
  - Offsetting Short Positions in Equity Securities: 4,164
- Net Positive Current Exposure of SFTs with Other Financial Institutions: 3,886
- OTC Derivatives with Net Positive Fair Value:
  - Net Positive Fair Value: 7,218
  - Potential Future Exposure: 7,521
- Intra-Financial System Assets Indicator: 162,975 (calculated as 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:
- Deposits Due to Depository Institutions: 66,201
- Deposits Due to Non-Depository Financial Institutions: 92,199
- Unused Portion of Committed Lines from Other Financial Institutions: 0
- Net Negative Current Exposure of SFTs with Other Financial Institutions: 2,826
- OTC Derivatives with Net Negative Fair Value:
  - Net Negative Fair Value: 14,586
  - Potential Future Exposure: 16,283
- Intra-Financial System Liabilities Indicator: 192,095 (calculated as sum of 4.a through 4.e.(2))

Payments Made in the Reporting Year (excluding Intragroup Payments):
- Australian Dollars (AUD): 39,161
- Brazilian Real (BRL): 6
- Canadian Dollars (CAD): 91,946
- Swiss Francs (CHF): 127,753
- Chinese Yuan (CNY): 133,029
- Euros (EUR): 19,503,026
- British Pounds (GBP): 1,041,777
- Hong Kong Dollars (HKD): 19,878
- Indian Rupee (INR): 87
- Japanese Yen (JPY): 117,234
- Swedish Krona (SEK): 29,872
- United States Dollars (USD): 7,368,805
Payments Activity Indicator: 28,472,574 (sum of items 6.a through 6.i)

Notional Amount of OTC Derivatives:
- OTC Derivatives Cleared Through a Central Counterparty: 2,776,345
- OTC Derivatives Settled Bilaterally: 2,232,944
- OTC Derivatives Indicator: 5,009,289 (sum of 9.a and 9.b)

Held-for-Trading Securities (HFT): 44,375
Available-for-Sale Securities (AFS): 49,914
Trading and AFS Securities that Meet Level 1 Assets Definition: 30,893
Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 13,871
Trading and AFS Securities Indicator: 49,525 (sum of 10.a and 10.b, minus sum of 10.c and 10.d)

Level 3 Assets Indicator: 5,722 (assets valued using Level 3 measurement inputs)

Cross-Jurisdictional Claims Indicator: 234,707 (total foreign claims on an ultimate risk basis)
Cross-Jurisdictional Liabilities:
- Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 136,165
  - Any Foreign Liabilities to Related Offices: 25,291
- Local Liabilities in Local Currency (excluding Derivatives Activity): 18,075
- Cross-Jurisdictional Liabilities Indicator: 128,949 (sum of 13.a and 13.b minus 13.a.(1))