EBA欧洲银行-Rabobank-2014_2页_199kb

Rabobank GSIB Summary

Core Information

• Country Code: NL
• Bank Name: Rabobank
• Reporting Date: 2014-12-31
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2015-03-31
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.rabobank.com/en/images/global-systemically-important-

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 13,888
• Gross Value of Securities Financing Transactions (SFTs): 46,551
• Counterparty Exposure of SFTs: 1,225
• Other Assets: 600,417
• Potential Future Exposure of Derivative Contracts: 13,248
• Notional Amount of Off-Balance-Sheet Items with 0% Credit Conversion Factor: 51,327
• Notional Amount of Off-Balance-Sheet Items with 20% Credit Conversion Factor: 13,638
• Notional Amount of Off-Balance-Sheet Items with 50% Credit Conversion Factor: 32,753
• Notional Amount of Off-Balance-Sheet Items with 100% Credit Conversion Factor: 6,281
• Total Off-Balance-Sheet Items: 71,053
• Entities Consolidated for Accounting Purposes but Not for Risk-Based Regulatory Purposes: 0
• Regulatory Adjustments: 4,819
• Total Exposures Indicator: 728,315

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 18,092
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 2,445
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 1,419
  • Senior Unsecured Debt Securities: 1,326
  • Subordinated Debt Securities: 90
  • Commercial Paper: 0
  • Equity Securities: 4,012
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 518
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 1,163
  • Potential Future Exposure: 5,447
• Intra-Financial System Assets Indicator: 34,512

Intra-Financial System Liabilities

• Deposits Due to Depository Institutions: 7,246
• Deposits Due to Non-Depository Financial Institutions: 28,700
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 244
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 0
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 1,706
  • Potential Future Exposure: 7,178
• Intra-Financial System Liabilities Indicator: 45,074

Securities Outstanding

• Secured Debt Securities: 0
• Senior Unsecured Debt Securities: 131,622
• Subordinated Debt Securities: 11,928
• Commercial Paper: 8,644
• Certificates of Deposit: 41,824
• Common Equity: 0
• Preferred Shares and Other Subordinated Funding: 7,574
• Securities Outstanding Indicator: 201,592

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • Australian Dollars (AUD): 237,721
  • Brazilian Real (BRL): 85,511
  • Canadian Dollars (CAD): 296,642
  • Swiss Francs (CHF): 169,524
  • Chinese Yuan (CNY): 73,266
  • Euros (EUR): 3,280,897
  • British Pounds (GBP): 1,507,697
  • Hong Kong Dollars (HKD): 251,602
  • Indian Rupee (INR): 28
  • Japanese Yen (JPY): 94,592
  • Swedish Krona (SEK): 26,319
  • United States Dollars (USD): 7,287,375
• Payments Activity Indicator: 13,311,175

Assets Under Custody

• Assets Under Custody Indicator: 211

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 377
• Debt Underwriting Activity: 108,712
• Underwriting Activity Indicator: 109,089

Complexity Indicators

• Notional Amount of Over-the-Counter (OTC) Derivatives:
  • OTC Derivatives Cleared Through a Central Counterparty: 1,487,597
  • OTC Derivatives Settled Bilaterally: 1,151,292
• OTC Derivatives Indicator: 2,638,889

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 4,279
• Available-for-Sale Securities (AFS): 39,770
• Trading and AFS Securities that Meet Level 1 Assets Definition: 40,033
• Trading and AFS Securities that Meet Level 2 Assets Definition (with Haircuts): 2,896
• Trading and AFS Securities Indicator: 1,120

Level 3 Assets

• Level 3 Assets Indicator: 3,976

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 232,257
• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 153,668
• Any Foreign Liabilities to Related Offices Included in Item 13.a: 135,776
• Local Liabilities in Local Currency (excluding Derivatives Activity): 59,925
• Cross-Jurisdictional Liabilities Indicator: 77,817