EBA欧洲银行-Intensa-Sanpaolo-2013_2页_351kb

报告摘要

Country Code: IT
Bank Name: Intesa Sanpaolo
Reporting Date: 31/12/2013
Reporting Currency: EUR
Euro Conversion Rate: 1.0000
Reporting Unit: 1 000
Accounting Standard: IFRS
Location of Public Disclosure: http://www.group.intesasanpaolo.com/scriptsisir0/si09/governance/taassessment_methodology.jsp

Potential future exposure of derivative contracts (method 1): 16,645,014
Notional amount of off-balance sheet items with a 0% CCF:
- Unconditionally cancellable credit card commitments: 196,213
- Other unconditionally cancellable commitments: 145,267,635
Notional amount of off-balance sheet items with a 20% CCF: 10,896,802
Notional amount of off-balance sheet items with a 50% CCF: 65,480,902
Notional amount of off-balance sheet items with a 100% CCF: 20,198,285
Total off-balance sheet items: 127,767,387

Funds deposited with or lent to other financial institutions: 66,315,701
Holdings of securities issued by other financial institutions:
- Secured debt securities: 4,906,507
- Senior unsecured debt securities: 4,981,280
- Subordinated debt securities: 244,804
- Stock (common and preferred shares): 992,620
Net positive current exposure of SFTs: 361,002
OTC derivatives with net positive fair value:
- Net positive fair value (including collateral): 4,549,967
- Potential future exposure: 7,732,201
Intra-financial system assets indicator: 91,100,217

Deposits due to depository institutions: 28,758,000
Deposits due to non-depository financial institutions: 8,463,440
Net negative current exposure of SFTs: 731,331
OTC derivatives with net negative fair value:
- Net negative fair value (including collateral): 14,976,348
- Potential future exposure: 0
Intra-financial system liabilities indicator: 52,929,119

Notional amount of OTC derivatives:
- Cleared through central counterparty: 1,164,972,935
- Settled bilaterally: 1,428,398,600
- Total OTC derivatives indicator: 2,593,371,535