EBA欧洲银行-Credit-Mutuel-2018_2页_182kb

报告摘要

Credit Mutuel Summary

Core Information

Bank Name: Credit Mutuel
Reporting Date: 2018-12-31
Submission Date: 2019-04-26
Reporting Currency: EUR
Euro Conversion Rate: 1
Public Disclosure Date: 2019-04-30
Language of Public Disclosure: FR
Web Address of Public Disclosure: https://www.creditmutuel.com/sites/default/files/uploads-wysiwi
Reporting Unit: 1 000
Accounting Standard: IFRS

Size Indicator

The size indicator is calculated based on total exposures, including derivatives, securities financing transactions (SFTs), and other assets, with adjustments for credit conversion factors (CCFs):

Derivatives Counterparty Exposure: 1 469 762
Capped Notional Amount of Credit Derivatives: 2 359 048
Potential Future Exposure of Derivatives: 3 623 463
Adjusted Gross Value of SFTs: 18 847 268
Counterparty Exposure of SFTs: 112 512
Other Assets: 669 973 294
Items subject to 0% CCF: 24 290 978
Items subject to 20% CCF: 30 131 359
Items subject to 50% CCF: 70 386 635
Items subject to 100% CCF: 4 813 538
Regulatory Adjustments: 6 536 186
Total Exposures Indicator: 744 847 573,47

Interconnectedness Indicators

This section highlights the bank's interconnectedness with other financial institutions:

Intra-Financial System Assets

Funds deposited with other financial institutions: 20 078 164
- Certificates of deposit: 0
Unused portion of committed lines extended to other financial institutions: 3 894 238
Holdings of securities issued by other financial institutions:
- Secured debt securities: 6 787 762
- Senior unsecured debt securities: 18 185 046
- Subordinated debt securities: 252 324
- Commercial paper: 3 254 143
- Equity securities: 2 084 371
- Offsetting short positions in equity securities: 29 699
Net positive current exposure of SFTs: 287 424
Over-the-counter derivatives with net positive fair value:
- Net positive fair value: 185 960
- Potential future exposure: 1 916 952
Intra-Financial System Assets Indicator: 56 896 685

Intra-Financial System Liabilities

Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 21 861 133
- Deposits due to non-depository financial institutions: 37 057 035
- Loans obtained from other financial institutions: 0
Unused portion of committed lines obtained from other financial institutions: 55 931
Net negative current exposure of SFTs: 631 151
Over-the-counter derivatives with net negative fair value:
- Net negative fair value: 120 929
- Potential future exposure: 951 363
Intra-Financial System Liabilities Indicator: 60 677 542

Securities Outstanding

Secured debt securities: 33 886 358
Senior unsecured debt securities: 53 449 852
Subordinated debt securities: 9 796 615
Commercial paper: 7 001 329
Certificates of deposit: 50 925 032
Common equity: 0
Preferred shares and other subordinated funding: 0
Securities Outstanding Indicator: 155 059 187

Substitutability/Financial Institution Infrastructure Indicators

Payments made in the reporting year (excluding intragroup payments):
- Australian dollars (AUD): 68 125 729
- Brazilian real (BRL): 0
- Canadian dollars (CAD): 20 346 422
- Swiss francs (CHF): 233 983 614
- Chinese yuan (CNY): 557 872
- Euros (EUR): 3 399 140 944
- British pounds (GBP): 187 111 866
- Hong Kong dollars (HKD): 84 713 188
- Indian rupee (INR): 23 146
- Japanese yen (JPY): 60 007 202
- Mexican pesos (MXN): 2 638 446
- Swedish krona (SEK): 9 274 427
- United States dollars (USD): 1 758 749 994
Payments Activity Indicator: 5 824 672 851
Assets Under Custody Indicator: 256 595 297
Underwriting Activity:
- Equity underwriting activity: 162 164
- Debt underwriting activity: 2 106 109
- Underwriting Activity Indicator: 2 268 273

Complexity Indicators

Notional Amount of OTC Derivatives:
- OTC derivatives cleared through a central counterparty: 205 347 451
- OTC derivatives settled bilaterally: 480 881 494
- OTC Derivatives Indicator: 686 228 945
Trading and Available-for-Sale Securities:
- Held-for-trading securities (HFT): 17 905 003
- Available-for-sale securities (AFS): 42 169 425
- Level 1 assets: 29 128 683
- Level 2 assets with haircuts: 5 083 631
- Trading and AFS Securities Indicator: 25 862 114
Level 3 Assets Indicator: 7 092 151

Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims Indicator: 104 802 998
Foreign Liabilities (excluding derivatives and local liabilities in local currency): 77 352 726
- Foreign liabilities to related offices: 18 001 331
Local liabilities in local currency (excluding derivatives activity): 28 203 733
Cross-Jurisdictional Liabilities Indicator: 87 555 128