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Transcript
FR_End-2015 G-SIB Basel Committee on Banking Supervision SOCIETE GENERALE End-2015 G-SIB Assessment Exercise v4.2.1 General Bank Data Section 1 - General Information a. General information provided by the relevant supervisory authority: (1) Country code (2) Bank name (3) Reporting date (yyyy-mm-dd) (4) Reporting currency (5) Euro conversion rate (6) Submission date (yyyy-mm-dd) b. General Information provided by the reporting institution: (1) Reporting unit (2) Accounting standard (3) Date of public disclosure (yyyy-mm-dd) (4) Language of public disclosure (5) Web address of public disclosure GSIB Response 1001 1002 1003 1004 1005 1006 FR Société Générale 2015-12-31 EUR 1007 1008 1009 1010 1011 1 2015-03-18 1.a.(1) 1.a.(2) 1.a.(3) 1.a.(4) 1.a.(5) 1.a.(6) 1 1.b.(1) 1.b.(2) 1.b.(3) English 1.b.(4) http://www.societegenerale.c 1.b.(5) IFRS 2016-04-29 Size Indicator Section 2 - Total Exposures a. Derivatives (1) Counterparty exposure of derivatives contracts (2) Capped notional amount of credit derivatives (3) Potential future exposure of derivative contracts b. Securities financing transactions (SFTs) (1) Adjusted gross value of SFTs (2) Counterparty exposure of SFTs c. Other assets d. Gross notional amount of off-balance sheet items (1) Items subject to a 0% credit conversion factor (CCF) (2) Items subject to a 20% CCF (3) Items subject to a 50% CCF (4) Items subject to a 100% CCF e. Regulatory adjustments f. Total exposures indicator (Total exposures prior to regulatory adjustments) (sum of items 2.a.(1) thorough 2.c, 0.1 times 2.d.(1), 0.2 times 2.d.(2), 0.5 times 2.d.(3), and 2.d.(4)) GSIB Amount in single EUR 1012 1201 1018 21 075 944 252 34 591 374 560 96 683 198 963 2.a.(1) 2.a.(2) 2.a.(3) 1013 1014 1015 211 225 348 000 16 585 908 099 776 069 225 442 2.b.(1) 2.b.(2) 2.c. 1019 1022 1023 1024 1031 9 136 985 930 43 657 962 194 109 124 021 495 26 166 787 354 10 117 436 951 2.d.(1) 2.d.(2) 2.d.(3) 2.d.(4) 2.e. 1103 1 246 605 088 450 2.f. Page 1 of 4 FR_End-2015 G-SIB Basel Committee on Banking Supervision SOCIETE GENERALE Interconnectedness Indicators Section 3 - Intra-Financial System Assets a. Funds deposited with or lent to other financial institutions (1) Certificates of deposit b. Unused portion of committed lines extended to other financial institutions c. Holdings of securities issued by other financial institutions: (1) Secured debt securities (2) Senior unsecured debt securities (3) Subordinated debt securities (4) Commercial paper (5) Equity securities (6) Offsetting short positions in relation to the specific equity securities included in item 3.c.(5) d. Net positive current exposure of securities financing transactions with other financial institutions e. Over-the-counter derivatives with other financial institutions that have a net positive fair value: (1) Net positive fair value (2) Potential future exposure f. Intra-financial system assets indicator (sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6)) GSIB 1033 1034 1035 Amount in single EUR 48 677 993 237 0 22 019 550 141 3.a. 3.a.(1) 3.b. 1036 1037 1038 1039 1040 1041 1042 13 323 737 131 0 0 0 15 847 722 020 14 450 063 000 33 136 103 853 3.c.(1) 3.c.(2) 3.c.(3) 3.c.(4) 3.c.(5) 3.c.(6) 3.d. 1043 1044 5 840 392 906 26 903 659 535 3.e.(1) 3.e.(2) 1045 151 299 095 823 Section 4 - Intra-Financial System Liabilities a. Funds deposited by or borrowed from other financial institutions: (1) Deposits due to depository institutions (2) Deposits due to non-depository financial institutions (3) Loans obtained from other financial institutions b. Unused portion of committed lines obtained from other financial institutions c. Net negative current exposure of securities financing transactions with other financial institutions d. Over-the-counter derivatives with other financial institutions that have a net negative fair value: (1) Net negative fair value (2) Potential future exposure e. Intra-financial system liabilities indicator (sum of items 4.a.(1) through 4.d.(2)) GSIB Section 5 - Securities Outstanding a. Secured debt securities b. Senior unsecured debt securities c. Subordinated debt securities d. Commercial paper e. Certificates of deposit f. Common equity g. Preferred shares and any other forms of subordinated funding not captured in item 5.c. h. Securities outstanding indicator (sum of items 5.a through 5.g) 3.f. Amount in single EUR 1046 1047 1105 1048 1049 40 592 282 966 37 539 124 686 0 58 004 166 439 20 799 547 661 4.a.(1) 4.a.(2) 4.a.(3) 4.b. 4.c. 1050 1051 1052 5 146 705 468 21 349 731 691 183 431 558 910 4.d.(1) 4.d.(2) 4.e. GSIB 1053 1054 1055 1056 1057 1058 1059 1060 Amount in single EUR 25 127 000 000 101 088 619 688 21 861 411 030 8 187 137 727 16 540 681 729 34 490 934 922 0 207 295 785 096 5.a. 5.b. 5.c. 5.d. 5.e. 5.f. 5.g. 5.h. Page 2 of 4 FR_End-2015 G-SIB Basel Committee on Banking Supervision SOCIETE GENERALE Substitutability/Financial Institution Infrastructure Indicators Section 6 - Payments made in the reporting year (excluding intragroup payments) a. Australian dollars (AUD) b. Brazilian real (BRL) c. Canadian dollars (CAD) d. Swiss francs (CHF) e. Chinese yuan (CNY) f. Euros (EUR) g. British pounds (GBP) h. Hong Kong dollars (HKD) i. Indian rupee (INR) j. Japanese yen (JPY) k. Swedish krona (SEK) l. United States dollars (USD) m. Payments activity indicator (sum of items 6.a through 6.l) GSIB 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 Section 7 - Assets Under Custody a. Assets under custody indicator Section 8 - Underwritten Transactions in Debt and Equity Markets a. Equity underwriting activity b. Debt underwriting activity c. Underwriting activity indicator (sum of items 8.a and 8.b) Amount in single EUR 233 122 172 024 295 145 629 201 303 902 862 930 232 516 943 127 430 745 610 841 13 384 935 943 305 1 794 994 264 873 182 189 381 823 1 995 177 516 1 289 239 644 233 82 710 096 232 11 562 765 989 653 29 794 263 715 758 6.a. 6.b. 6.c. 6.d. 6.e. 6.f. 6.g. 6.h. 6.i. 6.j. 6.k. 6.l. 6.m. GSIB 1074 Amount in single EUR 4 026 206 231 551 7.a. GSIB 1075 1076 1077 Amount in single EUR 9 917 206 590 99 842 000 000 109 759 206 590 8.a. 8.b. 8.c. Section 9 - Notional Amount of Over-the-Counter (OTC) Derivatives a. OTC derivatives cleared through a central counterparty b. OTC derivatives settled bilaterally c. OTC derivatives indicator (sum of items 9.a and 9.b) GSIB 1078 1079 1080 Amount in single EUR 6 624 218 608 965 9 527 403 038 354 16 151 621 647 319 9.a. 9.b. 9.c. Section 10 - Trading and Available-for-Sale Securities a. Held-for-trading securities (HFT) b. Available-for-sale securities (AFS) c. Trading and AFS securities that meet the definition of Level 1 assets d. Trading and AFS securities that meet the definition of Level 2 assets, with haircuts e. Trading and AFS securities indicator (sum of items 10.a and 10.b, minus the sum of 10.c and 10.d) GSIB 1081 1082 1083 1084 1085 Amount in single EUR 134 864 786 786 61 883 775 110 75 043 776 971 14 746 850 319 106 957 934 606 10.a. 10.b. 10.c. 10.d. 10.e. Section 11 - Level 3 Assets a. Level 3 assets indicator (Assets valued for accounting purposes using Level 3 measurement inputs) GSIB 1086 Amount in single EUR 8 799 728 339 11.a. Complexity indicators Page 3 of 4 FR_End-2015 G-SIB Basel Committee on Banking Supervision SOCIETE GENERALE Cross-Jurisdictional Activity Indicators Section 12 - Cross-Jurisdictional Claims a. Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis) GSIB 1087 Amount in single EUR 453 300 042 096 12.a. Section 13 - Cross-Jurisdictional Liabilities a. Foreign liabilities (excluding derivatives and local liabilities in local currency) (1) Any foreign liabilities to related offices included in item 13.a. b. Local liabilities in local currency (excluding derivatives activity) c. Cross-jurisdictional liabilities indicator (sum of items 13.a and 13.b, minus 13.a.(1)) GSIB 1088 1089 1090 1091 Amount in single EUR 190 076 589 058 35 808 157 873 143 842 682 124 298 111 113 309 13.a. 13.a.(1) 13.b. 13.c. Page 4 of 4