EBA欧洲银行-BPCE-2015_2页_185kb

BPCE General Bank Data Summary

General Information

• Country Code: FR (France)
• Bank Name: BPCE
• Reporting Date: 2015-12-31
• Reporting Currency: EUR (Euro)
• Euro Conversion Rate: 1
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS (International Financial Reporting Standards)
• Date of Public Disclosure: 2016-04-29
• Language of Public Disclosure: English
• Web Address of Public Disclosure: http://www.bpce.fr/Investisseur/Information-reglemente/Publications-

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 13,223 EUR
• Capped Notional Amount of Credit Derivatives: 1,156 EUR
• Potential Future Exposure of Derivative Contracts: 20,841 EUR
• Adjusted Gross Value of SFTs: 68,740 EUR
• Counterparty Exposure of SFTs: 5,445 EUR
• Other Assets: 927,783 EUR
• Items Subject to a 0% CCF: 16,716 EUR
• Items Subject to a 20% CCF: 27,801 EUR
• Items Subject to a 50% CCF: 88,146 EUR
• Items Subject to a 100% CCF: 21,389 EUR

Total Exposures Indicator (Prior to Regulatory Adjustments): 1,109,882 EUR

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 25,130 EUR
  • Certificates of Deposit: 0 EUR
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 11,546 EUR
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 1,643 EUR
  • Senior Unsecured Debt Securities: 1,928 EUR
  • Subordinated Debt Securities: 938 EUR
  • Commercial Paper: 140 EUR
  • Equity Securities: 4,961 EUR
  • Offsetting Short Positions in Relation to Equity Securities: 1,259 EUR
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 18,881 EUR
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 13,474 EUR
  • Potential Future Exposure: 15,792 EUR

Intra-Financial System Assets Indicator: 93,175 EUR

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 37,147 EUR
  • Deposits Due to Non-Depository Financial Institutions: 28,873 EUR
  • Loans Obtained from Other Financial Institutions: 0 EUR
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 9,324 EUR
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 28,383 EUR
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 19,213 EUR
  • Potential Future Exposure: 10,955 EUR

Intra-Financial System Liabilities Indicator: 133,895 EUR

Securities Outstanding

• Secured Debt Securities: 107,308 EUR
• Senior Unsecured Debt Securities: 85,157 EUR
• Subordinated Debt Securities: 17,425 EUR
• Commercial Paper: 6,618 EUR
• Certificates of Deposit: 46,567 EUR
• Common Equity: 4,929 EUR
• Preferred Shares and Other Subordinated Funding: 0 EUR

Securities Outstanding Indicator: 268,004 EUR

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • Australian Dollars (AUD): 648,566 EUR
  • Brazilian Real (BRL): 0 EUR
  • Canadian Dollars (CAD): 218,646 EUR
  • Swiss Francs (CHF): 1,177,786 EUR
  • Chinese Yuan (CNY): 779 EUR
  • Euros (EUR): 13,996,828 EUR
  • British Pounds (GBP): 2,668,789 EUR
  • Hong Kong Dollars (HKD): 293,523 EUR
  • Indian Rupee (INR): 11 EUR
  • Japanese Yen (JPY): 1,353,931 EUR
  • Swedish Krona (SEK): 216,112 EUR
  • United States Dollars (USD): 10,087,157 EUR

Payments Activity Indicator: 30,662,128 EUR

Assets Under Custody

• Assets Under Custody Indicator: 92,415 EUR

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 1,521 EUR
• Debt Underwriting Activity: 38,212 EUR

Underwriting Activity Indicator: 39,733 EUR

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through a Central Counterparty: 4,102,865 EUR
  • OTC Derivatives Settled Bilaterally: 6,962,297 EUR

OTC Derivatives Indicator: 11,065,162 EUR

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 55,566 EUR
• Available-for-Sale Securities (AFS): 50,136 EUR
• Trading and AFS Securities that Meet Level 1 Assets Definition: 86,065 EUR
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 8,674 EUR

Trading and AFS Securities Indicator: 10,963 EUR

Level 3 Assets

• Level 3 Assets Indicator: 15,329 EUR

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 188,527 EUR
• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 80,358 EUR
  • Foreign Liabilities to Related Offices: 20,767 EUR
• Local Liabilities in Local Currency (excluding Derivatives Activity): 30,536 EUR

Cross-Jurisdictional Liabilities Indicator: 90,126 EUR