EBA欧洲银行-Unicredit-2014_2页_200kb

Unicredit General Bank Data and Indicators Summary

General Information

• Country Code: IT
• Bank Name: Unicredit
• Reporting Date: 2014-12-31
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Reporting Unit: 1,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2015-04-30
• Language of Public Disclosure: ENG
• Web Address of Public Disclosure: https://www.unicreditgroup.eu/content/dam/unicreditgroup/documents/

Total Exposures

• Counterparty Exposure of Derivatives Contracts: €25,810,016
• Gross Value of Securities Financing Transactions (SFTs): €59,144,986
• Counterparty Exposure of SFTs: €5,885,178
• Other Assets: €747,253,878
• Total On-Balance-Sheet Items: €838,094,058 (calculated as sum of items 2.a, 2.b, 2.c, and 2.d minus 2.d.(1))
• Potential Future Exposure of Derivative Contracts: €17,856,355
• Notional Amount of Off-Balance-Sheet Items with 0% Credit Conversion Factor: €165,573,078
  • Unconditionally Cancellable Credit Card Commitments: €7,012,666
  • Other Unconditionally Cancellable Commitments: €151,073,605
• Notional Amount of Off-Balance-Sheet Items with 20% Credit Conversion Factor: €21,643,893
• Notional Amount of Off-Balance-Sheet Items with 50% Credit Conversion Factor: €109,495,183
• Notional Amount of Off-Balance-Sheet Items with 100% Credit Conversion Factor: €21,655,380
• Total Off-Balance-Sheet Items: €193,946,245 (calculated as sum of items 2.f, 2.g, and 2.h through 2.j minus 0.9 times the sum of 2.g.(1) and 2.g.(2))
• Entities Consolidated for Accounting Purposes but Not for Risk-Based Regulatory Purposes:
  • On-Balance-Sheet Assets: €10,865,575
  • Potential Future Exposure of Derivatives Contracts: €0
  • Unconditionally Cancellable Commitments: €0
  • Other Off-Balance-Sheet Commitments: €1,110,532
  • Investment Value in Consolidated Entities: €1,015,200
• Regulatory Adjustments: €8,580,262
• Total Exposures Indicator: €1,034,420,948 (calculated as sum of items 2.e, 2.k, 2.l.(1), 2.l.(2), 0.1 times 2.l.(3), 2.l.(4), minus the sum of 2.l.(5) and 2.m)

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: €55,307,685
  • Certificates of Deposit: €147,003
• Unused Portion of Committed Lines Extended to Other Financial Institutions: €43,152,687
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: €4,384,727
  • Senior Unsecured Debt Securities: €18,906,434
  • Subordinated Debt Securities: €2,728,492
  • Commercial Paper: €10,150
  • Equity Securities: €5,287,310
  • Offsetting Short Positions in Relation to Equity Securities: €0
• Net Positive Current Exposure of Securities Financing Transactions with Other Financial Institutions: €1,416,979
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: €15,254,741
  • Potential Future Exposure: €4,736,156
• Intra-Financial System Assets Indicator: €151,185,361 (calculated as sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2) minus 3.c.(6))

Intra-Financial System Liabilities

• Deposits Due to Depository Institutions: €102,579,322
• Deposits Due to Non-Depository Financial Institutions: €85,036,874
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: €9,713,243
• Net Negative Current Exposure of Securities Financing Transactions with Other Financial Institutions: €702,010
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: €16,691,696
  • Potential Future Exposure: €0
• Intra-Financial System Liabilities Indicator: €214,723,145 (sum of items 4.a through 4.e.(2))

Securities Outstanding

• Secured Debt Securities: €47,741,433
• Senior Unsecured Debt Securities: €74,090,416
• Subordinated Debt Securities: €19,037,621
• Commercial Paper: €249,241
• Certificates of Deposit: €11,812,904
• Common Equity: €31,295,110
• Preferred Shares and Subordinated Funding: €1,888,463
• Securities Outstanding Indicator: €186,115,188 (sum of items 5.a through 5.g)

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • Australian Dollars (AUD): €88,948,474
  • Brazilian Real (BRL): €9,794
  • Canadian Dollars (CAD): €48,658,597
  • Swiss Francs (CHF): €185,180,735
  • Chinese Yuan (CNY): €106,928,577
  • Euros (EUR): €4,743,165,223
  • British Pounds (GBP): €462,287,883
  • Hong Kong Dollars (HKD): €22,583,481
  • Indian Rupee (INR): €83,990
  • Japanese Yen (JPY): €315,601,769
  • Swedish Krona (SEK): €27,378,752
  • United States Dollars (USD): €3,689,328,172
• Payments Activity Indicator: €9,690,155,447 (sum of items 6.a through 6.l)

Assets Under Custody

• Assets Under Custody Indicator: €265,045,344

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: €2,305,744
• Debt Underwriting Activity: €69,627,335
• Underwriting Activity Indicator: €71,933,079 (sum of items 8.a and 8.b)

Complexity Indicators

• Notional Amount of Over-the-Counter (OTC) Derivatives:
  • OTC Derivatives Cleared Through a Central Counterparty: €124,113,658
  • OTC Derivatives Settled Bilaterally: €2,374,837,824
  • OTC Derivatives Indicator: €2,498,951,482 (sum of items 9.a and 9.b)

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): €26,768,332
• Available-for-Sale Securities (AFS): €103,403,646
• Trading and AFS Securities that Meet the Definition of Level 1 Assets: €82,528,841
• Trading and AFS Securities that Meet the Definition of Level 2 Assets (with Haircuts): €5,198,132
• Trading and AFS Securities Indicator: €42,445,005 (sum of items 10.a and 10.b minus sum of 10.c and 10.d)

Level 3 Assets

• Level 3 Assets Indicator: €6,919,402 (assets valued using Level 3 measurement inputs)

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: €438,079,739 (total foreign claims on an ultimate risk basis)
• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): €414,682,352
  • Any Foreign Liabilities to Related Offices Included in Item 13.a: €63,058,463
• Local Liabilities in Local Currency (excluding Derivatives Activity): €291,320,305
• Cross-Jurisdictional Liabilities Indicator: €642,944,194 (sum of items 13.a and 13.b minus 13.a.(1))