EBA欧洲银行-Credit-Mutuel-2013_2页_351kb

Credit Mutuel 2013 Annual Report Summary

General Bank Information

• Country Code: FR
• Bank Name: Credit Mutuel
• Reporting Date: 31/12/2013
• Reporting Currency: EUR
• Euro Conversion Rate: 1.0000
• Reporting Unit: 1,000
• Accounting Standard: IFRS
• Location of Public Disclosure: https://www.creditmutuel.fr/groupecm/fr/publications/rapports-annuels.html

Total Exposures

• Counterparty Exposure of Derivatives Contracts (Method 1): 2,086,218

• Gross Value of Securities Financing Transactions (SFTs): 13,644,502

• Counterparty Exposure of SFTs: 1,370,634

• Other Assets: 515,697,774

• Potential Future Exposure of Derivative Contracts (Method 1): 3,501,031

• Notional Amount of Off-Balance Sheet Items with 0% CCF: 4,997,886

• Notional Amount of Off-Balance Sheet Items with 20% CCF: 13,010,264

• Notional Amount of Off-Balance Sheet Items with 50% CCF: 62,619,444

• Notional Amount of Off-Balance Sheet Items with 100% CCF: 3,028,215

• Total Off-Balance Sheet Items: 87,156,840

• Regulatory Adjustments: 13,987,993

• Total Exposures Indicator: 635,772,768

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 14,854,005
  • Certificates of Deposit: 2,308,956
• Undrawn Committed Lines Extended to Other Financial Institutions: 2,529,101
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 6,257,664
  • Senior Unsecured Debt Securities: 12,491,582
  • Subordinated Debt Securities: 1,450,698
  • Commercial Paper: 2,724,822
  • Stock (Including Par and Surplus of Common and Preferred Shares): 11,736,204
  • Offsetting Short Positions in Relation to Stock Holdings: 20,202
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 284,072
• OTC Derivatives with Net Positive Fair Value: 138,977
• Potential Future Exposure of OTC Derivatives: 1,237,893
• Intra-Financial System Assets Indicator: 53,684,816

Intra-Financial System Liabilities

• Deposits Due to Depository Institutions: 14,213,098
• Deposits Due to Non-Depository Financial Institutions: 13,718,206
• Undrawn Committed Lines Obtained from Other Financial Institutions: 16,005,616
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 592,768
• OTC Derivatives with Net Negative Fair Value: 135,603
• Potential Future Exposure of OTC Derivatives: 1,064,056
• Intra-Financial System Liabilities Indicator: 45,729,347

Securities Outstanding

• Secured Debt Securities: 39,357,396
• Senior Unsecured Debt Securities: 47,776,774
• Subordinated Debt Securities: 6,817,385
• Commercial Paper: 5,577,029
• Certificates of Deposit: 37,047,128
• Common Equity: 0
• Preferred Shares and Subordinated Funding: 0
• Securities Outstanding Indicator: 136,575,712

Payments Activity

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • Australian Dollars (AUD): 15,810,201
  • Brazilian Real (BRL): 0
  • Canadian Dollars (CAD): 17,083,014
  • Swiss Francs (CHF): 113,132,852
  • Chinese Yuan (CNY): 78,118
  • Euros (EUR): 4,369,971,812
  • British Pounds (GBP): 195,533,410
  • Hong Kong Dollars (HKD): 1,857,123
  • Indian Rupee (INR): 4,359
  • Japanese Yen (JPY): 23,355,217
  • Swedish Krona (SEK): 2,968,824
  • United States Dollars (USD): 607,677,330
• Payments Activity Indicator: 5,347,472,259

Assets Under Custody

• Assets Under Custody Indicator: 269,863,000

Underwritten Transactions

• Equity Underwriting Activity: 20,000
• Debt Underwriting Activity: 1,100,000
• Underwriting Activity Indicator: 1,120,000

Complexity Indicators

• Notional Amount of OTC Derivatives Cleared Through Central Counterparty (CCP): 37,706
• Notional Amount of OTC Derivatives Settled Bilaterally: 658,457,960
• OTC Derivatives Indicator: 658,495,666

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 11,216,133
• Available-for-Sale Securities (AFS): 40,888,693
• Trading and AFS Securities that Meet Level 1 Assets Definition: 19,656,089
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 5,581,541
• Trading and AFS Securities Indicator: 26,867,195

Level 3 Assets

• Level 3 Assets Indicator: 4,018,577

Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Foreign Claims on an Ultimate Risk Basis (Excluding Derivatives Activity): 75,917,623
• Cross-Jurisdictional Claims Indicator: 75,917,623

Cross-Jurisdictional Liabilities

• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 18,822,769
  • Foreign Liabilities to Related Offices Included in Item 13.a: 13,569,611
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 37,615,974
• Cross-Jurisdictional Liabilities Indicator: 42,869,133

Key Information Summary:

• Credit Mutuel is a French financial institution reporting under IFRS for the year ending 31/12/2013.
• The total exposures indicator is 635,772,768, which includes on-balance sheet items, off-balance sheet items, and intra-financial system exposures.
• Intra-financial system assets total 53,684,816, including significant holdings of securities issued by other financial institutions.
• Intra-financial system liabilities total 45,729,347, primarily composed of deposits and undrawn committed lines.
• The securities outstanding indicator is 136,575,712, covering various types of debt and equity instruments.
• Payments activity in the reporting year (excluding intragroup) reached 5,347,472,259, with the majority in Euros.
• Assets under custody amount to 269,863,000.
• Underwriting activities totaled 1,120,000, with a focus on debt underwriting.
• The complexity indicators show a significant portion of OTC derivatives are settled bilaterally, with a total notional amount of 658,495,666.
• Trading and AFS securities are categorized into Level 1 and Level 2 assets, with the latter including haircuts.
• Level 3 assets total 4,018,577.
• Cross-jurisdictional claims and liabilities indicate substantial international exposure, with foreign claims at 75,917,623 and liabilities at 42,869,133.