EBA欧洲银行-Commerzbank-2018_2页_182kb
报告摘要
Commerzbank Summary Report
Core Information
- Bank Name: Commerzbank
- Country Code: DE (Germany)
- Reporting Date: 2018-12-31
- Submission Date: 2019-05-03
- Reporting Currency: EUR
- Euro Conversion Rate: 1
- Accounting Standard: IFRS
- Date of Public Disclosure: 2019-04-30
- Language of Public Disclosure: English / German
- Web Address of Public Disclosure: https://www.commerzbank.de/de/hauptnavigation/aktionäre/i
Size Indicator
The total exposures indicator is calculated as the sum of various exposures and regulatory adjustments:
- Derivatives Counterparty Exposure: 7,752 EUR
- Capped Notional Amount of Credit Derivatives: 2,569 EUR
- Potential Future Exposure of Derivatives: 18,924 EUR
- Securities Financing Transactions (SFTs) Adjusted Gross Value: 27,547 EUR
- SFTs Counterparty Exposure: 2,325 EUR
- Other Assets: 379,572 EUR
- Items subject to CCF:
- 0% CCF: 56,901 EUR
- 20% CCF: 44,834 EUR
- 50% CCF: 64,802 EUR
- 100% CCF: 5,370 EUR
- Regulatory Adjustments: 4,780 EUR
Total Exposures Indicator (Prior to Regulatory Adjustments): 491,115.45 EUR
Interconnectedness Indicators
Intra-Financial System Assets
- Funds deposited with or lent to other financial institutions: 22,680 EUR
- Unused portion of committed lines extended to other financial institutions: 11,508 EUR
- Holdings of securities issued by other financial institutions:
- Secured Debt Securities: 7,365 EUR
- Senior Unsecured Debt Securities: 8,670 EUR
- Subordinated Debt Securities: 27 EUR
- Commercial Paper: 701 EUR
- Equity Securities: 3,964 EUR
- Offsetting Short Positions in Equity Securities: 1,416 EUR
- Net Positive Current Exposure of SFTs: 2,217 EUR
- OTC Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 8,698 EUR
- Potential Future Exposure: 14,629 EUR
Intra-Financial System Assets Indicator: 79,042 EUR
Intra-Financial System Liabilities
- Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 19,752 EUR
- Deposits due to non-depository financial institutions: 41,789 EUR
- Unused portion of committed lines obtained from other financial institutions: 0 EUR
- Net Negative Current Exposure of SFTs: 1,687 EUR
- OTC Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 7,385 EUR
- Potential Future Exposure: 12,950 EUR
Intra-Financial System Liabilities Indicator: 83,564 EUR
Securities Outstanding
- Secured Debt Securities: 18,869 EUR
- Senior Unsecured Debt Securities: 18,342 EUR
- Subordinated Debt Securities: 9,076 EUR
- Commercial Paper: 4,830 EUR
- Certificates of Deposit: 841 EUR
- Common Equity: 7,239 EUR
- Preferred Shares and Subordinated Funding (not captured in 5.c): 0 EUR
Securities Outstanding Indicator: 59,197 EUR
Substitutability/Financial Institution Infrastructure Indicators
Payments Made in the Reporting Year (excluding intragroup payments)
- Australian Dollars (AUD): 67,543 EUR
- Brazilian Real (BRL): 30 EUR
- Canadian Dollars (CAD): 127,300 EUR
- Swiss Francs (CHF): 261,419 EUR
- Chinese Yuan (CNY): 191,076 EUR
- Euros (EUR): 17,288,532 EUR
- British Pounds (GBP): 1,020,368 EUR
- Hong Kong Dollars (HKD): 47,880 EUR
- Indian Rupee (INR): 146 EUR
- Japanese Yen (JPY): 225,740 EUR
- Mexican Pesos (MXN): 18,773 EUR
- Swedish Krona (SEK): 53,314 EUR
- United States Dollars (USD): 8,131,705 EUR
Payments Activity Indicator: 27,433,827 EUR
Assets Under Custody
- Assets Under Custody Indicator: 276,576 EUR
Underwritten Transactions in Debt and Equity Markets
- Equity Underwriting Activity: 874 EUR
- Debt Underwriting Activity: 40,710 EUR
Underwriting Activity Indicator: 41,584 EUR
Complexity Indicators
Notional Amount of OTC Derivatives
- OTC Derivatives Cleared through Central Counterparty: 3,139,740 EUR
- OTC Derivatives Settled Bilaterally: 1,277,116 EUR
OTC Derivatives Indicator: 4,416,856 EUR
Trading and Available-for-Sale Securities
- Held-for-Trading Securities (HFT): 15,946 EUR
- Available-for-Sale Securities (AFS): 25,545 EUR
- Level 1 Assets (HFT and AFS): 18,861 EUR
- Level 2 Assets (HFT and AFS with haircuts): 10,886 EUR
Trading and AFS Securities Indicator: 11,743 EUR
Level 3 Assets
- Level 3 Assets Indicator (Assets valued using Level 3 measurement inputs): 9,721 EUR
Cross-Jurisdictional Activity Indicators
Cross-Jurisdictional Claims
- Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 209,770 EUR
Cross-Jurisdictional Liabilities
- Foreign Liabilities (excluding derivatives and local liabilities in local currency): 116,693 EUR
- Foreign liabilities to related offices: 22,846 EUR
- Local Liabilities in Local Currency (excluding derivatives activity): 20,557 EUR
Cross-Jurisdictional Liabilities Indicator: 114,404 EUR
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