EBA欧洲银行-Erste-Group_2页_76kb

Erste Group General Bank Data Summary

General Information

• Country Code: AT
• Bank Name: Erste Group
• Reporting Date: 2017-12-31
• Reporting Currency: EUR
• Submission Date: 2018-05-04
• Reporting Unit: 1,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2018-05-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: http://www.erdstegroup.com/en/investors/reports/regulatory-re

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 3,360,425
• Capped Notional Amount of Credit Derivatives: 499,918
• Potential Future Exposure of Derivative Contracts: 1,600,729
• Adjusted Gross Value of SFTs: 7,187,041
• Counterparty Exposure of SFTs: 461,246
• Other Assets: 208,602,525
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 12,420,491
  • 20% CCF: 8,502,739
  • 50% CCF: 19,759,432
  • 100% CCF: 1,972,343
• Regulatory Adjustments: 1,967,561
• Total Exposures Indicator (Prior to Regulatory Adjustments): 236,506,539.62

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 7,872,599
  • Certificates of Deposit: 13,052
• Unused Portion of Committed Lines to Other Financial Institutions: 1,426,608
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 1,319,534
  • Senior Unsecured Debt Securities: 2,293,251
  • Subordinated Debt Securities: 304,638
  • Commercial Paper: 0
  • Equity Securities: 128,040
  • Offsetting Short Positions in Equity Securities: 25,655
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 25,655
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 1,978,284
  • Potential Future Exposure: 1,992,852
• Intra-Financial System Assets Indicator: 17,315,805

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to Depository Institutions: 12,031,710
  • Deposits due to Non-Depository Financial Institutions: 9,816,899
  • Loans from Other Financial Institutions: 0
• Unused Portion of Committed Lines from Other Financial Institutions: 89,941
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 10,206
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 1,664,129
  • Potential Future Exposure: 303,579
• Intra-Financial System Liabilities Indicator: 23,916,464

Securities Outstanding

• Secured Debt Securities: 9,115,837
• Senior Unsecured Debt Securities: 9,047,996
• Subordinated Debt Securities: 5,818,103
• Commercial Paper: 885,057
• Certificates of Deposit: 163,682
• Common Equity: 15,520,078
• Preferred Shares and Subordinated Funding: 131,046
• Securities Outstanding Indicator: 40,681,800

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in Reporting Year (Excluding Intragroup Payments):
  • Australian Dollars (AUD): 54,740
  • Brazilian Real (BRL): 54,740
  • Canadian Dollars (CAD): 17,051,151
  • Swiss Francs (CHF): 1,927,785,399
  • Chinese Yuan (CNY): 753,721
  • Euros (EUR): 1,624,151,531
  • British Pounds (GBP): 123,685,479
  • Hong Kong Dollars (HKD): 77,091,813
  • Indian Rupees (INR): 72,765
  • Japanese Yen (JPY): 30,365,227
  • Mexican Pesos (MXN): 3,353,378
  • Swedish Krona (SEK): 35,425,356
  • United States Dollars (USD): 4,134,192,354
• Payments Activity Indicator: 8,018,405,564

Assets Under Custody

• Assets Under Custody Indicator: 194,407,386

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 326,890
• Debt Underwriting Activity: 4,945,633
• Underwriting Activity Indicator: 5,272,523

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through Central Counterparty: 52,174,450
  • OTC Derivatives Settled Bilaterally: 169,993,187
• OTC Derivatives Indicator: 222,167,638

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 3,522,837
• Available-for-Sale Securities (AFS): 15,564,854
• Trading and AFS Securities that Meet Level 1 Assets Definition: 13,534,924
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 278,260
• Trading and AFS Securities Indicator: 5,274,507

Level 3 Assets

• Level 3 Assets Indicator: 842,853

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on Ultimate Risk Basis): 121,194,015
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 29,008,207
  • Any Foreign Liabilities to Related Offices: 3,682,458
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 69,657,039
• Cross-Jurisdictional Liabilities Indicator: 94,982,788