EBA欧洲银行-Commerzbank_2页_76kb

Commerzbank Summary

Core Information

• Bank Name: Commerzbank
• Country Code: DE (Germany)
• Reporting Date: 2017-12-31
• Submission Date: 2018-05-04
• Reporting Currency: EUR (Euro)
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2018-04-30
• Language of Public Disclosure: English / German
• Web Address of Public Disclosure: https://www.commerzbank.de/de/hauptnavigation/aktionäre

Total Exposures

Commerzbank's total exposures prior to regulatory adjustments are calculated as follows:

• Derivatives Counterparty Exposure: 8,635 EUR
• Capped Notional Amount of Credit Derivatives: 3,558 EUR
• Potential Future Exposure of Derivative Contracts: 20,011 EUR
• Adjusted Gross Value of SFTs (Securities Financing Transactions): 23,439 EUR
• Counterparty Exposure of SFTs: 2,124 EUR
• Other Assets: 366,091 EUR
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 56,859 EUR
  • 20% CCF: 43,399 EUR
  • 50% CCF: 65,361 EUR
  • 100% CCF: 4,674 EUR
• Regulatory Adjustments: 5,088 EUR
• Total Exposures Indicator: 475,579.40 EUR

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 20,358 EUR
• Unused portion of committed lines extended to other financial institutions: 10,947 EUR
• Holdings of securities issued by other financial institutions:
  • Secured Debt Securities: 6,674 EUR
  • Senior Unsecured Debt Securities: 7,850 EUR
  • Subordinated Debt Securities: 39 EUR
  • Commercial Paper: 576 EUR
  • Equity Securities: 3,397 EUR
  • Offsetting Short Positions in Equity Securities: 1,032 EUR
• Net Positive Current Exposure of SFTs with other financial institutions: 3,980 EUR
• Over-the-Counter Derivatives with net positive fair value:
  • Net Positive Fair Value: 8,556 EUR
  • Potential Future Exposure: 14,739 EUR
• Intra-Financial System Assets Indicator: 76,085 EUR

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 18,796 EUR
  • Deposits due to non-depository financial institutions: 42,284 EUR
  • Loans obtained from other financial institutions: 0 EUR
• Unused portion of committed lines obtained from other financial institutions: 0 EUR
• Net Negative Current Exposure of SFTs with other financial institutions: 1,407 EUR
• Over-the-Counter Derivatives with net negative fair value:
  • Net Negative Fair Value: 7,086 EUR
  • Potential Future Exposure: 12,982 EUR
• Intra-Financial System Liabilities Indicator: 82,555 EUR

Securities Outstanding

• Secured Debt Securities: 17,237 EUR
• Senior Unsecured Debt Securities: 18,645 EUR
• Subordinated Debt Securities: 10,303 EUR
• Commercial Paper: 3,993 EUR
• Certificates of Deposit: 1,047 EUR
• Common Equity: 15,661 EUR
• Preferred Shares and Subordinated Funding (not captured in item 5.c.): 0 EUR
• Securities Outstanding Indicator: 66,886 EUR

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding intragroup payments):
  • Australian Dollars (AUD): 44 EUR
  • Brazilian Real (BRL): 44 EUR
  • Canadian Dollars (CAD): 147,672 EUR
  • Swiss Francs (CHF): 242,989 EUR
  • Chinese Yuan (CNY): 214,780 EUR
  • Euros (EUR): 15,354,284 EUR
  • British Pounds (GBP): 1,086,445 EUR
  • Hong Kong Dollars (HKD): 48,259 EUR
  • Indian Rupee (INR): 89 EUR
  • Japanese Yen (JPY): 195,653 EUR
  • Mexican Pesos (MXN): 18,792 EUR
  • Swedish Krona (SEK): 49,348 EUR
  • United States Dollars (USD): 8,299,125 EUR
• Payments Activity Indicator: 25,733,368 EUR

Assets Under Custody

• Assets Under Custody Indicator: 317,455 EUR

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 2,033 EUR
• Debt Underwriting Activity: 37,628 EUR
• Underwriting Activity Indicator: 39,661 EUR

Complexity Indicators

• Notional Amount of Over-the-Counter (OTC) Derivatives:
  • OTC Derivatives Cleared through a Central Counterparty: 2,557,133 EUR
  • OTC Derivatives Settled Bilaterally: 1,405,565 EUR
  • OTC Derivatives Indicator: 3,962,698 EUR

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 15,898 EUR
• Available-for-Sale Securities (AFS): 31,661 EUR
• Trading and AFS Securities that meet Level 1 assets definition: 22,025 EUR
• Trading and AFS Securities that meet Level 2 assets definition (with haircuts): 8,260 EUR
• Trading and AFS Securities Indicator: 17,274 EUR

Level 3 Assets

• Level 3 Assets Indicator (Assets valued using Level 3 measurement inputs): 5,520 EUR

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 184,011 EUR
• Foreign Liabilities (excluding derivatives and local liabilities in local currency): 123,082 EUR
  • Foreign liabilities to related offices: 28,099 EUR
• Local Liabilities in Local Currency (excluding derivatives activity): 15,032 EUR
• Cross-Jurisdictional Liabilities Indicator: 110,015 EUR