EBA欧洲银行-Banca-Monte-dei-Paschi-di-Siena-2013_2页_351kb

报告摘要

General Bank Data Summary

Core Information

Reporting Institution: Banca Monte dei Paschi di Siena
Reporting Date: 31/12/2013
Reporting Currency: EUR
Euro Conversion Rate: 1.0000
Reporting Unit: 1
Accounting Standard: IFRS
Public Disclosure Location: http://b.mps.it/go/GSIBs

Total Exposures

Item	Description	Amount (EUR)
2.a	Counterparty exposure of derivatives contracts (method 1)	2,538,301,622
2.b	Gross value of securities financing transactions (SFTs)	6,541,735,000
2.c	Counterparty exposure of SFTs	475,894,433
2.d	Other assets	182,836,524,000
2.e	Total on-balance sheet items (sum of 2.a, 2.b, 2.c, 2.d minus 2.d.(1))	196,675,504,965
2.f	Potential future exposure of derivative contracts (method 1)	28,938,985,46
2.g	Notional amount of off-balance sheet items with a 0% CCF	42,896,064,529
2.h	Notional amount of off-balance sheet items with a 20% CCF	1,526,228,311
2.i	Notional amount of off-balance sheet items with a 50% CCF	7,695,594,067
2.j	Notional amount of off-balance sheet items with a 100% CCF	3,624,880,641
2.k	Total off-balance sheet items (sum of 2.f, 2.g, 2.h through 2.j, minus 0.9 times sum of 2.g.(1) and 2.g.(2))	186,560,253,8
2.l	Entities consolidated for accounting purposes but not for risk-based regulatory purposes	96,761,077
2.m	Investment value in the consolidated entities	45,701,369
2.o	Total exposures indicator (sum of 2.e, 2.f, 2.l.(1), 2.l.(2), 0.1 times 2.l.(3), 2.l.(4), minus sum of 2.l.(5) and 2.m)	211,182,777,539

Intra-Financial System Assets

Item	Description	Amount (EUR)
3.a	Funds deposited with or lent to other financial institutions	14,313,631,000
3.b	Certificates of deposit	0
3.c	Undrawn committed lines extended to other financial institutions	5,729,494,471
3.c.(1)	Secured debt securities	3,169,158,30
3.c.(2)	Senior unsecured debt securities	28,012,230,67
3.c.(3)	Subordinated debt securities	1,203,551,567
3.c.(4)	Commercial paper	0
3.c.(5)	Stock (including par and surplus of common and preferred shares)	1,300,911,567
3.d	Net positive current exposure of SFTs with other financial institutions	63,457,395,42
3.e	OTC derivatives with other financial institutions that have a net positive fair value	41,666,883,34
3.e.(1)	Net positive fair value (include collateral held if within master netting agreement)	43,841,334,41
3.e.(2)	Potential future exposure	35,384,270,932
7.a	Assets under custody indicator	117,544,511,000

Intra-Financial System Liabilities

Item	Description	Amount (EUR)
4.a	Deposits due to depository institutions	2,463,518,000
4.b	Deposits due to non-depository financial institutions	2,560,151,458
4.c	Undrawn committed lines obtained from other financial institutions	0
4.d	Net negative current exposure of SFTs with other financial institutions	24,373,684,259
4.e	OTC derivatives with other financial institutions that have a net negative fair value	41,666,883,34
4.f	Net negative fair value (include collateral provided if within master netting agreement)	43,841,334,41
4.g	Potential future exposure	37,948,175,392
7.n	Payments activity indicator (sum of 6.a through 6.l)	78,456,117,138

Securities Outstanding

Item	Description	Amount (EUR)
5.a	Secured debt securities	3,886,520,251
5.b	Senior unsecured debt securities	31,200,077,749
5.c	Subordinated debt securities	4,940,020,000
5.d	Commercial paper	0
5.e	Certificates of deposit	2,577,010,79
5.f	Common equity	2,092,867,979
5.g	Preferred shares and other subordinated funding not captured in 5.c	4,739,865,000
5.i	Securities outstanding indicator (sum of 5.a through 5.g)	47,116,872,08

Substitutability/Financial Institution Infrastructure Indicators

Item	Description	Amount (EUR)
6.a	Payments made in the reporting year (excluding intragroup payments) - Australian dollars	99,371,762
6.b	Payments made in the reporting year (excluding intragroup payments) - Brazilian real	0
6.c	Payments made in the reporting year (excluding intragroup payments) - Canadian dollars	87,186,721
6.d	Payments made in the reporting year (excluding intragroup payments) - Swiss francs	1,453,158,488
6.e	Payments made in the reporting year (excluding intragroup payments) - Chinese yuan	325,816,655
6.f	Payments made in the reporting year (excluding intragroup payments) - Euros	362,466,947,928
6.g	Payments made in the reporting year (excluding intragroup payments) - British pounds	18,803,096,567
6.h	Payments made in the reporting year (excluding intragroup payments) - Hong Kong dollars	197,855,4349
6.i	Payments made in the reporting year (excluding intragroup payments) - Indian rupee	1,785,517
6.j	Payments made in the reporting year (excluding intragroup payments) - Japanese yen	296,235,180
6.k	Payments made in the reporting year (excluding intragroup payments) - Swedish krona	25,051,211
6.l	Payments made in the reporting year (excluding intragroup payments) - United States dollars	399,317,202,381
7.n	Payments activity indicator (sum of 6.a through 6.l)	78,456,117,138

Complexity Indicators

Item	Description	Amount (EUR)
9.a	OTC derivatives cleared through a central counterparty	169,094,085,312
9.b	OTC derivatives settled bilaterally	163,225,905,820
9.c	OTC derivatives indicator (sum of 9.a and 9.b)	332,319,991,132
10.a	Held-for-trading securities (HFT)	7,058,799,000
10.b	Available-for-sale securities (AFS)	23,680,249,000
10.c	Trading and AFS securities that meet Level 1 assets definition	29,116,127,000
10.d	Trading and AFS securities that meet Level 2 assets definition, with haircuts	932,803,000
10.f	Trading and AFS securities indicator (sum of 10.a and 10.b, minus sum of 10.c and 10.d)	690,118,000
11.a	Level 3 assets indicator	690,606,000

Cross-Jurisdictional Activity Indicators

Item	Description	Amount (EUR)
12.a	Foreign claims on an ultimate risk basis (excluding derivatives activity)	8,804,166,239
12.c	Cross-jurisdictional claims indicator (item 12.a)	8,804,166,239
13.a	Foreign liabilities (excluding derivatives and local liabilities in local currency)	36,868,997,721
13.a.(1)	Any foreign liabilities to related offices included in 13.a	15,185,085,992
13.b	Local liabilities in local currency (excluding derivatives activity)	1,652,607,747
13.d	Cross-jurisdictional liabilities indicator (sum of 13.a and 13.b, minus 13.a.(1))	23,336,519,476

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