EBA欧洲银行-Credit-Mutuel-2016_2页_173kb
报告摘要
General Bank Data Summary
Core Information
| Field | Value |
|---|---|
| Country Code | FR |
| Bank Name | CreditMutuel |
| Reporting Date | 2016-12-31 |
| Reporting Currency | EUR |
| Submission Date | 2017-05-23 |
| Reporting Unit | 1,000 |
| Accounting Standard | IFRS |
| Date of Public Disclosure | 2017-04-28 |
| Language of Public Disclosure | French |
| Web Address of Public Disclosure | https://www.creditmutuel.fr/groupeem/fr/publications/rapport |
Size Indicator
Total Exposures
- Counterparty exposure of derivatives contracts: 3,010,745
- Capped notional amount of credit derivatives: 1,714,375
- Potential future exposure of derivative contracts: 3,333,907
- Adjusted gross value of SFTs: 13,847,657
- Counterparty exposure of SFTs: 1,053,964
- Other assets: 621,111,878
- Items subject to a 0% credit conversion factor (CCF): 24,779,931
- Items subject to a 20% CCF: 26,455,889
- Items subject to a 50% CCF: 60,716,454
- Items subject to a 100% CCF: 5,172,512
- Regulatory adjustments: 7,537,509
Total Exposures Indicator (Prior to regulatory adjustments):
687,372,436 (Calculated as sum of 2.a.(1) through 2.c, plus 0.1×2.d.(1), 0.2×2.d.(2), 0.5×2.d.(3), and 1×2.d.(4))
Interconnectedness Indicators
Intra-Financial System Assets
- Funds deposited with or lent to other financial institutions: 22,315,161
- Unused portion of committed lines extended to other financial institutions: 8,672,523
- Secured debt securities: 7,809,288
- Senior unsecured debt securities: 21,935,818
- Subordinated debt securities: 244,717
- Commercial paper: 4,192,723
- Equity securities: 3,065,816
- Offsetting short positions in relation to equity securities: 50,817
- Net positive current exposure of SFTs: 156,816
- Over-the-counter derivatives with net positive fair value: 305,523
- Potential future exposure of OTC derivatives: 1,005,469
Intra-Financial System Assets Indicator:
69,653,038 (Sum of 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: 23,389,189
- Deposits due to non-depository financial institutions: 45,320,506
- Loans obtained from other financial institutions: 0
- Unused portion of committed lines obtained from other financial institutions: 344,063
- Net negative current exposure of SFTs: 491,469
- Over-the-counter derivatives with net negative fair value: 212,058
- Potential future exposure of OTC derivatives: 1,044,027
Intra-Financial System Liabilities Indicator:
70,801,312 (Sum of 4.a.(1) through 4.d.(2))
Securities Outstanding
- Secured debt securities: 34,943,813
- Senior unsecured debt securities: 53,079,750
- Subordinated debt securities: 9,260,745
- Commercial paper: 4,265,317
- Certificates of deposit: 46,592,923
- Common equity: 0
- Preferred shares and other subordinated funding: 0
Securities Outstanding Indicator:
148,142,548 (Sum of 5.a through 5.g)
Substitutability/Financial Institution Infrastructure Indicators
Payments Made in the Reporting Year
- Australian dollars (AUD): 81,912,528
- Brazilian real (BRL): 0
- Canadian dollars (CAD): 21,129,198
- Swiss francs (CHF): 251,934,014
- Chinese yuan (CNY): 1,210,447
- Euros (EUR): 2,839,877,532
- British pounds (GBP): 216,711,815
- Hong Kong dollars (HKD): 48,430,316
- Indian rupee (INR): 7,902
- Japanese yen (JPY): 49,450,580
- Swedish krona (SEK): 22,133,872
- United States dollars (USD): 2,128,607,756
Payments Activity Indicator:
5,661,405,959 (Sum of 6.a through 6.i)
Assets Under Custody
- Assets under custody indicator: 316,423,187
Underwritten Transactions in Debt and Equity Markets
- Equity underwriting activity: 95,000
- Debt underwriting activity: 2,660,000
Underwriting Activity Indicator:
2,755,000 (Sum of 8.a and 8.b)
Complexity Indicators
Notional Amount of Over-the-Counter (OTC) Derivatives
- OTC derivatives cleared through a central counterparty: 78,100,481
- OTC derivatives settled bilaterally: 377,928,675
OTC Derivatives Indicator:
456,029,156 (Sum of 9.a and 9.b)
Trading and Available-for-Sale Securities
- Held-for-trading securities (HFT): 10,687,261
- Available-for-sale securities (AFS): 51,715,521
- Level 1 assets (HFT and AFS): 29,021,132
- Level 2 assets (HFT and AFS with haircuts): 2,836,628
Trading and AFS Securities Indicator:
30,545,022 (Sum of 10.a and 10.b, minus sum of 10.c and 10.d)
Level 3 Assets
- Level 3 assets indicator: 7,515,837
Cross-Jurisdictional Activity Indicators
Cross-Jurisdictional Claims
- Cross-jurisdictional claims indicator: 90,872,956
Cross-Jurisdictional Liabilities
- Foreign liabilities (excluding derivatives and local liabilities in local currency): 26,360,668
- Foreign liabilities to related offices: 15,927,871
- Local liabilities in local currency (excluding derivatives activity): 54,888,559
Cross-Jurisdictional Liabilities Indicator:
65,321,356 (Sum of 13.a and 13.b, minus 13.a.(1))
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