EBA欧洲银行-Commerzbank-2016_2页_173kb

报告摘要

Commerzbank General Bank Data Summary

Core Information

Commerzbank is a German (DE) global systemically important bank (GSIB) that reported its data on 2017-05-05, with the public disclosure date being 2017-04-28. The reporting currency is EUR, and the bank follows IFRS accounting standards. The web address for public disclosure is:
https://www.commerzbank.de/de/hauptnavigation/aktionaere

Total Exposures

Derivatives

Counterparty exposure of derivatives contracts: 12,942 EUR
Capped notional amount of credit derivatives: 6,761 EUR
Potential future exposure of derivative contracts: 20,985 EUR

Securities Financing Transactions (SFTs)

Adjusted gross value of SFTs: 25,861 EUR
Counterparty exposure of SFTs: 2,812 EUR

Other assets

Other assets: 371,100 EUR

Off-Balance Sheet Items

Items subject to 0% CCF: 56,730 EUR
Items subject to 20% CCF: 45,884 EUR
Items subject to 50% CCF: 58,780 EUR
Items subject to 100% CCF: 7,824 EUR

Regulatory Adjustments

Regulatory adjustments: 4,545 EUR

Total Exposures Indicator

Total exposures prior to regulatory adjustments: 492,525 EUR

Interconnectedness Indicators

Intra-Financial System Assets

Funds deposited with or lent to other financial institutions: 24,647 EUR
Unused portion of committed lines extended to other financial institutions: 11,340 EUR
Holdings of securities issued by other financial institutions:
- Secured debt securities: 7,006 EUR
- Senior unsecured debt securities: 9,127 EUR
- Subordinated debt securities: 57 EUR
- Commercial paper: 671 EUR
- Equity securities: 6,264 EUR
- Offsetting short positions in relation to equity securities: 2,023 EUR
Net positive current exposure of SFTs with other financial institutions: 7,774 EUR
OTC derivatives with net positive fair value:
- Net positive fair value: 21,801 EUR
- Potential future exposure: 20,183 EUR
Intra-financial system assets indicator: 106,847 EUR

Intra-Financial System Liabilities

Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 21,752 EUR
- Deposits due to non-depository financial institutions: 56,016 EUR
- Loans obtained from other financial institutions: 0 EUR
Unused portion of committed lines obtained from other financial institutions: 0 EUR
Net negative current exposure of SFTs with other financial institutions: 1,264 EUR
OTC derivatives with net negative fair value:
- Net negative fair value: 26,249 EUR
- Potential future exposure: 15,476 EUR
Intra-financial system liabilities indicator: 120,757 EUR

Securities Outstanding

Secured debt securities: 17,060 EUR
Senior unsecured debt securities: 19,040 EUR
Subordinated debt securities: 11,760 EUR
Commercial paper: 4,285 EUR
Certificates of deposit: 1,902 EUR
Common equity: 9,080 EUR
Preferred shares and subordinated funding: 0 EUR
Securities outstanding indicator: 63,127 EUR

Substitutability/Financial Institution Infrastructure Indicators

Payments Made in the Reporting Year

Australian dollars (AUD): 69,823 EUR
Brazilian real (BRL): 24 EUR
Canadian dollars (CAD): 126,511 EUR
Swiss francs (CHF): 191,750 EUR
Chinese yuan (CNY): 327,070 EUR
Euros (EUR): 13,915,911 EUR
British pounds (GBP): 1,058,184 EUR
Hong Kong dollars (HKD): 44,408 EUR
Indian rupee (INR): 115 EUR
Japanese yen (JPY): 312,972 EUR
Swedish krona (SEK): 47,098 EUR
United States dollars (USD): 9,459,348 EUR
Payments activity indicator: 25,553,213 EUR

Assets Under Custody

Assets under custody indicator: 279,461 EUR

Underwritten Transactions in Debt and Equity Markets

Equity underwriting activity: 889 EUR
Debt underwriting activity: 32,742 EUR
Underwriting activity indicator: 33,631 EUR

Complexity Indicators

Notional Amount of OTC Derivatives

OTC derivatives cleared through a central counterparty: 2,121,798 EUR
OTC derivatives settled bilaterally: 1,689,594 EUR
OTC derivatives indicator: 3,811,392 EUR

Trading and Available-for-Sale Securities

Held-for-trading securities (HFT): 26,579 EUR
Available-for-sale securities (AFS): 39,921 EUR
Level 1 assets (HFT + AFS): 43,176 EUR
Level 2 assets (AFS with haircuts): 16,395 EUR
Trading and AFS securities indicator: 6,929 EUR

Level 3 Assets

Level 3 assets indicator: 5,352 EUR

Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

Cross-jurisdictional claims indicator: 207,292 EUR

Cross-Jurisdictional Liabilities

Foreign liabilities (excluding derivatives and local liabilities in local currency): 107,757 EUR
Foreign liabilities to related offices: 19,914 EUR
Local liabilities in local currency (excluding derivatives activity): 19,111 EUR
Cross-jurisdictional liabilities indicator: 106,954 EUR