EBA欧洲银行-Rabobank_2页_76kb

Rabobank General Bank Data Summary

1. General Information

• Country Code: NL (Netherlands)
• Bank Name: Rabobank
• Reporting Date: 2017-12-31
• Reporting Currency: EUR (Euro)
• Submission Date: 2018-07-16
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2018-04-25
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.rabobank.com/en/images/template-end17-gsib.p

2. Total Exposures

• Counterparty Exposure of Derivatives Contracts: 3,741
• Capped Notional Amount of Credit Derivatives: 0
• Potential Future Exposure of Derivatives Contracts: 11,340
• Adjusted Gross Value of SFTs: 30,254
• Counterparty Exposure of SFTs: 717
• Other Assets: 546,911
• Items Subject to a 0% CCF: 32,142
• Items Subject to a 20% CCF: 19,226
• Items Subject to a 50% CCF: 31,559
• Items Subject to a 100% CCF: 3,742
• Regulatory Adjustments: 2,445
• Total Exposures Indicator (Prior to Regulatory Adjustments): 619,543.90

3. Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 12,994
  • Certificates of Deposit: 0
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 2,777
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 272
  • Senior Unsecured Debt Securities: 335
  • Subordinated Debt Securities: 40
  • Commercial Paper: 0
  • Equity Securities: 2,456
  • Offsetting Short Positions in Equity Securities: 0
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 846
• OTC Derivatives with Other Financial Institutions (Net Positive Fair Value):
  • Net Positive Fair Value: 561
  • Potential Future Exposure: 2,065
• Intra-Financial System Assets Indicator: 22,346

4. Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 4,539
  • Deposits Due to Non-Depository Financial Institutions: 29,385
  • Loans Obtained from Other Financial Institutions: 1,458
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 1,018
• OTC Derivatives with Other Financial Institutions (Net Negative Fair Value):
  • Net Negative Fair Value: 530
  • Potential Future Exposure: 7,327
• Intra-Financial System Liabilities Indicator: 44,257

5. Securities Outstanding

• Secured Debt Securities: 2,462
• Senior Unsecured Debt Securities: 86,743
• Subordinated Debt Securities: 16,002
• Commercial Paper: 7,054
• Certificates of Deposit: 26,749
• Common Equity: 0
• Preferred Shares and Other Subordinated Funding: 13,759
• Securities Outstanding Indicator: 152,769

6. Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • Australian Dollars (AUD): 165,162
  • Brazilian Real (BRL): 186,922
  • Canadian Dollars (CAD): 213,579
  • Swiss Francs (CHF): 259,412
  • Chinese Yuan (CNY): 35,581
  • Euros (EUR): 3,365,422
  • British Pounds (GBP): 2,484,804
  • Hong Kong Dollars (HKD): 129,783
  • Indian Rupee (INR): 471
  • Japanese Yen (JPY): 67,388
  • Mexican Pesos (MXN): 13,349
  • Swedish Krona (SEK): 47,146
  • United States Dollars (USD): 10,591,396
• Payments Activity Indicator: 17,560,415

7. Assets Under Custody

• Assets Under Custody Indicator: 10 (Not specified in amount)

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 810
• Debt Underwriting Activity: 6,367
• Underwriting Activity Indicator: 7,177

9. Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through Central Counterparty: 2,150,874
  • OTC Derivatives Settled Bilaterally: 759,667
• OTC Derivatives Indicator (Total Notional Amount): 2,910,541

10. Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 2,189
• Available-for-Sale Securities (AFS): 28,685
• Trading and AFS Securities (Level 1 Assets): 27,855
• Trading and AFS Securities (Level 2 Assets, with Haircuts): 1,116
• Trading and AFS Securities Indicator: 1,903

11. Level 3 Assets

• Level 3 Assets Indicator (Valued Using Level 3 Measurement Inputs): 1,432
• Level 3 Assets Indicator (Level 3 Measurement Inputs): 1,432

12. Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on Ultimate Risk Basis): 221,848
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 108,700
  • Foreign Liabilities to Related Offices: 93,321
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 53,295
• Cross-Jurisdictional Liabilities Indicator: 68,673