EBA欧洲银行-KBC-2013_2页_351kb

KBC General Bank Data Summary (Reporting Date: 31/12/2013)

1. General Information

• Country Code: BE
• Bank Name: KBC
• Reporting Date: 31/12/2013
• Reporting Currency: EUR
• Euro Conversion Rate: 1.0000
• Reporting Unit: 1.000.000
• Accounting Standard: IFRS
• Location of Public Disclosure: https://www.kbc.com

2. Total Exposures

• Counterparty Exposure of Derivatives Contracts (Method 1): 4.576
• Gross Value of Securities Financing Transactions (SFTs): 10.060
• Counterparty Exposure of SFTs: 7.060
• Other Assets: 189.988
• Total On-Balance Sheet Items (Sum of 2.a, 2.b, 2.c, 2.d - 2.d.(1)): 211.685
• Potential Future Exposure of Derivative Contracts (Method 1): 4.416
• Notional Amount of Off-Balance Sheet Items with 0% CCF:
  • Unconditionally Cancellable Credit Card Commitments: 0
  • Other Unconditionally Cancellable Commitments: 20.663
• Notional Amount of Off-Balance Sheet Items with 20% CCF: 2.565
• Notional Amount of Off-Balance Sheet Items with 50% CCF: 13.807
• Notional Amount of Off-Balance Sheet Items with 100% CCF: 2.780
• Total Off-Balance Sheet Items (Sum of 2.f, 2.g, 2.h through 2.j - 0.9(2.g.(1) + 2.g.(2)))*: 26.552
• Entities Consolidated for Accounting but Not for Risk-Based Regulatory Purposes:
  • On-Balance Sheet Assets: 0
  • Potential Future Exposure: 0
  • Unconditionally Cancellable Commitments: 0
  • Other Off-Balance Sheet Commitments: 0
  • Investment Value in Consolidated Entities: 0
• Regulatory Adjustments: 1.298
• Total Exposures Indicator (Sum of 2.e, 2.f, 2.l.(1), 2.l.(2), 0.1*2.l.(3), 2.l.(4) - 2.l.(5) - 2.m): 236.939

3. Interconnectedness Indicators

• Intra-Financial System Assets:
  • Funds Deposited with or Lent to Other Financial Institutions: 18.343
  • Undrawn Committed Lines Extended to Other Financial Institutions: 226
  • Holdings of Securities Issued by Other Financial Institutions:
    • Secured Debt Securities: 3.249
    • Senior Unsecured Debt Securities: 612
    • Subordinated Debt Securities: 0
    • Commercial Paper: 0
    • Stock: 18
  • Net Positive Current Exposure of SFTs: 223
  • OTC Derivatives with Net Positive Fair Value: 937
  • Potential Future Exposure of OTC Derivatives: 2.549
  • Intra-Financial System Assets Indicator (Sum of 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), 3.e.(2) - 3.c.(6)): 26.157

4. Intra-Financial System Liabilities

• Deposits Due to Depository Institutions: 9.230
• Deposits Due to Non-Depository Financial Institutions: 21.280
• Undrawn Committed Lines Obtained from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs: 0
• OTC Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 1.831
  • Potential Future Exposure: 2.227
• Intra-Financial System Liabilities Indicator (Sum of 4.a through 4.e.(2)): 34.568

5. Securities Outstanding

• Secured Debt Securities: 4.595
• Senior Unsecured Debt Securities: 13.435
• Subordinated Debt Securities: 5.265
• Commercial Paper: 2.428
• Certificates of Deposit: 3.234
• Common Equity: 0
• Preferred Shares and Subordinated Funding (Not in 5.c): 0
• Securities Outstanding Indicator (Sum of 5.a through 5.g): 28.957

6. Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • Australian Dollars (AUD): 14,884
  • Brazilian Real (BRL): 0
  • Canadian Dollars (CAD): 7,925
  • Swiss Francs (CHF): 24,177
  • Chinese Yuan (CNY): 1,027
  • Euros (EUR): 3,647,060
  • British Pounds (GBP): 50,918
  • Hong Kong Dollars (HKD): 536,477
  • Indian Rupee (INR): 202
  • Japanese Yen (JPY): 2,163,362
  • Swedish Krona (SEK): 45,957
  • United States Dollars (USD): 407,963
• Payments Activity Indicator (Sum of 6.a through 6.l): 4.124.871

7. Assets Under Custody

• Assets Under Custody Indicator: 210.420

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0
• Debt Underwriting Activity: 0
• Underwriting Activity Indicator (Sum of 8.a and 8.b): 0

9. Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through Central Counterparty: 34.332
  • OTC Derivatives Settled Bilaterally: 414.364
  • OTC Derivatives Indicator (Sum of 9.a and 9.b): 448.696

10. Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 4.295
• Available-for-Sale Securities (AFS): 14.724
• Trading and AFS Securities that Meet Level 1 Assets Definition: 14.734
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 514
• Trading and AFS Securities Indicator (Sum of 10.a and 10.b - 10.c - 10.d): 3.771

11. Level 3 Assets

• Level 3 Assets Indicator: 3.582

12. Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims:
  • Foreign Claims on an Ultimate Risk Basis (Excluding Derivatives Activity): 98.266
  • Cross-Jurisdictional Claims Indicator (Item 12.a): 98.266

13. Cross-Jurisdictional Liabilities

• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 102.320
  • Foreign Liabilities to Related Offices: 31.393
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 38.696
• Cross-Jurisdictional Liabilities Indicator (Sum of 13.a and 13.b - 13.a.(1)): 109.623