Paris, April 30, 2015
Groupe BPCE publishes indicator data for global systemically important banks (G-SIBs)
In accordance with the recommendations of the French supervisory authority, Groupe BPCE provides in the following table data for the 12 indicators and the 69 data used for their determination in regard with the G-SIB assessment methodology.
These figures have been drawn up using the specific instructions laid down by the Basel Committee on Banking Supervision; for this reason, they may not be directly comparable to other disclosures provided by Groupe BPCE.
| Category | Individual Indicator | Amount at 12/31/2014 (in €m) |
| Size | Total exposures | 1 336 600 |
| Interconnectedness | Intra-Financial System Assets | 183 787 |
| Intra-Financial System Liabilities | 212 805 | |
| Securities outstanding | 290 410 | |
| Substitutability / financial institution infrastructure | Payments activity | 32 434 761 |
| Assets Under Custody | 74 300 | |
| Underwritten Transactions in Debt and Equity Markets | 36 346 | |
| Complexity | Notional Amount of Over-the-Counter (OTC) Derivatives | 10 737 928 |
| Trading and Available-for-Sale Securities | 18 867 | |
| Level 3 Assets | 15 388 | |
| Cross-jurisdictional activity | Cross-Jurisdictional Claims | 248 223 |
| Cross-Jurisdictional Liabilities | 117 760 |
| Section | G-SIB | Data | Amount at 12/31/2014 (in €m) | ||
| Total exposure | 2 | a | 1012 | Counterparty exposure of derivatives contracts - Method 1 | 25 050 |
| b | 1013 | Gross value of securities financing transactions (SFTs) | 121 721 | ||
| c | 1014 | Counterparty exposure of SFTs | 4 536 | ||
| d | 1015 | Other assets | 967 611 | ||
| (1) | 1016 | Securities received in SFTs that are recognised as assets | - | ||
| e | 1017 | Total on-balance sheet items | 1 118 918 | ||
| f | 1018 | Potential future exposure of derivative contracts - Method 1 | 23 514 | ||
| g | 1019 | Notional amount of off-balance sheet items with a 0% CCF | 16 562 | ||
| (1) | 1020 | Unconditionally cancellable credit card commitments | 9 974 | ||
| (2) | 1021 | Other unconditionally cancellable commitments | - | ||
| h | 1022 | Notional amount of off-balance sheet items with a 20% CCF | 24 902 | ||
| i | 1023 | Notional amount of off-balance sheet items with a 50% CCF | 84 750 | ||
| j | 1024 | Notional amount of off-balance sheet items with a 100% CCF | 13 222 | ||
| k | 1025 | Total off-balance sheet items | 153 973 | ||
| (1) | 1026 | On-balance sheet assets | 70 178 | ||
| (2) | 1027 | Potential future exposure of derivatives contracts | 119 | ||
| (3) | 1028 | Unconditionally cancellable commitments | - | ||
| (4) | 1029 | Other off-balance sheet commitments | 1 113 | ||
| (5) | 1030 | Investment value in the consolidated entities | - | ||
| m | 1031 | Regulatory adjustments | 7 701 | ||
| o | 1032 | Total exposures indicator (e+k+l1+l2+l3+l4-l5-m) | 1 336 600 | ||
| Intra-Financial System Assets | 3 | a | 1033 | Funds deposited with or lent to other financial institutions | 55 720 |
| A.1 | 1034 | Certificates of deposit | - | ||
| b | 1035 | Undrawn committed lines extended to other financial institutions | 31 956 | ||
| C.1 | 1036 | Secured debt securities | 1 231 | ||
| C.2 | 1037 | Senior unsecured debt securities | 5 834 | ||
| C.3 | 1038 | Subordinated debt securities | 929 | ||
| C.4 | 1039 | Commercial paper | - | ||
| C.5 | 1040 | Stock (including par and surplus of common and preferred shares) | 2 864 | ||
| C.6 | 1041 | Offsetting short positions in relation to the specific stock holdings included in item 3c(5) | - | ||
| d | 1042 | Net positive current exposure of securities financing transactions with other financial institutions | 56 482 | ||
| (1) | 1043 | Net positive fair value (include collateral held if it is within the master netting agreement) | 17 204 | ||
| (2) | 1044 | Potential future exposure | 11 566 | ||
| f | 1045 | Total intra-financial system assets | 183 787 | ||
| Intra-Financial System Liabilities | 4 | a | 1046 | Deposits due to depository institutions | 38 260 |
| b | 1047 | Deposits due to non-depository financial institutions | 46 088 | ||
| c | 1048 | Undrawn committed lines obtained from other financial institutions | 67 459 | ||
| d | 1049 | Net negative current exposure of securities financing transactions with other financial institutions | 22 734 | ||
| (1) | 1050 | Net negative fair value (include collateral provided if it is within the master netting agreement) | 26 235 | ||
| (2) | 1051 | Potential future exposure | 12 029 | ||
| g | 1052 | Total intra-financial system liabilities | 212 805 | ||
| Section | G-SIB | Data | Amount at 12/31/2014 (in €m) | ||
| Securities outstanding | 5 | a | 1053 | Secured debt securities | 103 502 |
| b | 1054 | Senior unsecured debt securities | 114 749 | ||
| c | 1055 | Subordinated debt securities | 14 876 | ||
| d | 1056 | Commercial paper | 10 104 | ||
| e | 1057 | Certificates of deposit | 42 313 | ||
| f | 1058 | Common Equity | 4 867 | ||
| g | 1059 | Preferred shares and any other forms of subordinated funding not captured in item 5.c | - | ||
| i | 1060 | Secured outstanding indicator (sum 5.a à 5.g) | 290 410 | ||
| Payments made in the reporting year (exluding intragroup payments) | 6 | a | 1061 | Australian dollars (reported in AUD) | 689 850 |
| b | 1062 | Brazilian real (reported in BRL) | 1 | ||
| c | 1063 | Canadian dollars (reported in CAD) | 240 032 | ||
| d | 1064 | Swiss francs (reported in CHF) | 1 332 124 | ||
| e | 1065 | Chinese yuan (reported in CNY) | 268 | ||
| f | 1066 | Euros (reported in EUR) | 14 062 117 | ||
| g | 1067 | Pound sterling (reported in GBP) | 2 795 528 | ||
| h | 1068 | Hong Kong dollars (reported in HKD) | 235 043 | ||
| i | 1069 | Indian rupee (reported in INR) | 11 | ||
| j | 1070 | Japanese yen (reported in JPY) | 1 586 956 | ||
| k | 1071 | Swedish krona (reported in SEK) | 250 660 | ||
| l | 1072 | United States dollars (reported in USD) | 11 242 170 | ||
| n | 1073 | Payments activity indicator (summ 6.a à 6.l) | 32 434 761 | ||
| Assets Under Custody | 7 | a | 1074 | Assets under custody indicator | 74 300 |
| Underwritten Transactions in Debt and Equity Markets | 8 | a | 1075 | Equity underwriting activity | 1 343 |
| b | 1076 | Debt underwriting activity | 35 004 | ||
| c | 1077 | Total underwriting activity indicator (sum 8.a & 8.b) | 36 346 | ||
| Notional Amount of Over-the-Counter (OTC) Derivatives | 9 | a | 1078 | OTC derivatives cleared through a central counterparty | 3 501 137 |
| b | 1079 | OTC derivatives settled bilaterally | 7 236 791 | ||
| c | 1080 | OTC derivative indicator (sum 9.a & 9.b) | 10 737 928 | ||
| Trading and Available-for-Sale Securities | 10 | a | 1081 | Held-for-trading securities (HFT) | 139 912 |
| b | 1082 | Available-for-sale securities (AFS) | 42 605 | ||
| c | 1083 | Trading and AFS securities that meet the definition of Level 1 assets | 99 042 | ||
| d | 1084 | Trading and AFS securities that meet the definition of Level 2 assets, with haircuts | 64 609 | ||
| f | 1085 | Trading & AFS securities indicator (10.a + 10.b - 10.c à 10.d) | 18 867 | ||
| Level 3 Assets | 11 | a | 1086 | Level 3 asset indicator | 15 388 |
| Cross-Jurisdictional Claims | 12 | a | 1087 | Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis, excluding derivatives activity) | 248 223 |
| Cross-Jurisdictional Liabilities | 13 | a | 1088 | Foreign liabilities (excluding derivatives and local liabilities in local currency) | 111 570 |
| (1) | 1089 | Any foreign liabilities to related offices included in item 13.a | 25 143 | ||
| b | 1090 | Local liabilities in local currency (excluding derivatives activity) | 31 333 | ||
| d | 1091 | Total cross-jurisdictional liabilities indicator (13.a + 13.b - 13.a.1) | 117 760 | ||
