EBA欧洲银行-Rabobank-2015_2页_185kb

报告摘要

Country Code: NL
Bank Name: Rabobank
Reporting Date: 2015-12-31
Reporting Currency: EUR
Euro Conversion Rate: 1
Reporting Unit: 1,000,000
Accounting Standard: IFRS
Date of Public Disclosure: 2016-04-29
Language of Public Disclosure: English
Web Address of Public Disclosure: https://www.rabobank.com/nl/about-rabobank/results-and-

Counterparty Exposure of Derivatives Contracts: 8,296 EUR
Potential Future Exposure of Derivatives Contracts: 12,876 EUR
Adjusted Gross Value of SFTs: 37,422 EUR
Counterparty Exposure of SFTs: 1,481 EUR
Other Assets: 593,586 EUR
Items subject to CCF:
- 0% CCF: 55,228 EUR
- 20% CCF: 15,866 EUR
- 50% CCF: 38,560 EUR
- 100% CCF: 8,183 EUR
Total Exposures Indicator (Prior to Regulatory Adjustments): 689,820 EUR

Intra-Financial System Assets:
- Funds deposited with or lent to other financial institutions:
  - Deposits due to depository institutions: 13,224 EUR
  - Deposits due to non-depository financial institutions: 33,958 EUR
- Unused portion of committed lines extended to other financial institutions: 1,357 EUR
- Holdings of securities issued by other financial institutions:
  - Secured debt securities: 1,113 EUR
  - Senior unsecured debt securities: 852 EUR
  - Subordinated debt securities: 89 EUR
  - Equity securities: 3,713 EUR
- Net positive current exposure of SFTs: 636 EUR
- Over-the-counter derivatives with net positive fair value:
  - Net positive fair value: 920 EUR
  - Potential future exposure: 5,417 EUR
- Intra-Financial System Assets Indicator: 27,321 EUR
Intra-Financial System Liabilities:
- Funds deposited by or borrowed from other financial institutions:
  - Deposits due to depository institutions: 6,277 EUR
  - Deposits due to non-depository financial institutions: 33,958 EUR
- Unused portion of committed lines obtained from other financial institutions: 0 EUR
- Net negative current exposure of SFTs: 486 EUR
- Over-the-counter derivatives with net negative fair value:
  - Net negative fair value: 2,634 EUR
  - Potential future exposure: 5,861 EUR
- Intra-Financial System Liabilities Indicator: 49,216 EUR

Payments Made in the Reporting Year (excluding Intragroup Payments):
- Australian Dollars (AUD): 210,893 EUR
- Brazilian Real (BRL): 73,262 EUR
- Canadian Dollars (CAD): 347,790 EUR
- Swiss Francs (CHF): 266,849 EUR
- Chinese Yuan (CNY): 89,943 EUR
- Euros (EUR): 4,343,179 EUR
- British Pounds (GBP): 2,143,174 EUR
- Hong Kong Dollars (HKD): 515,401 EUR
- Indian Rupee (INR): 4,311 EUR
- Japanese Yen (JPY): 361,077 EUR
- Swedish Krona (SEK): 51,818 EUR
- United States Dollars (USD): 7,561,042 EUR
Payments Activity Indicator: 15,968,740 EUR

Notional Amount of OTC Derivatives:
- OTC derivatives cleared through a central counterparty: 1,768,721 EUR
- OTC derivatives settled bilaterally: 1,123,983 EUR
- OTC Derivatives Indicator: 2,892,704 EUR
Trading and Available-for-Sale Securities:
- Held-for-trading securities (HFT): 4,142 EUR
- Available-for-sale securities (AFS): 37,767 EUR
- Level 1 assets: 36,305 EUR
- Level 2 assets with haircuts: 1,267 EUR
- Trading and AFS Securities Indicator: 4,337 EUR
Level 3 Assets Indicator: 2,470 EUR

Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 271,246 EUR
Cross-Jurisdictional Liabilities:
- Foreign liabilities (excluding derivatives and local liabilities in local currency): 150,650 EUR
- Foreign liabilities to related offices: 115,324 EUR
- Local liabilities in local currency (excluding derivatives activity): 64,535 EUR
- Cross-Jurisdictional Liabilities Indicator: 99,861 EUR

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