CREDIT AGRICOLE : Crédit Agricole Group: disclosure on global systemically important banks’ (G-SIBs) indicators

Section 1 : General information

a. General information provided by the national supervisor

(1) Country code

FR

(2) Bank name

Crédit Agricole

(3) Submission date (yyyy-mm-dd)

2015-04-23

a. General information provided by the reporting institution

(1) Reporting date (yyyy-mm-dd)

2014-12-31

(2) Reporting currency

EUR

(3) Euro conversion rate

1

(4) Reporting unit

1,000,000

(5) Accounting standard

IFRS

(6) Location of public disclosure

http://www.credit-agricole.com/en/Investor-and-shareholder/Financial-reporting/Pillar-3-and-other-regulatory-information

Section 2 : Total exposures

Amount

a. Counterparty exposure of derivatives contracts (method 1)

38,165

b. Gross value of securities financing transactions (SFTs)

127,040

c. Counterparty exposure of SFTs

16,655

d. Other assets

1,140,573

(1) Securities received in SFTs that are recognised as assets

0

e. Total on-balance sheet items (sum of items 2.a, 2.b, 2.c, and 2.d, minus 2.d.(1))

1,322,434

f. Potential future exposure of derivative contracts (method 1)

27,159

g. Notional amount of off-balance sheet items with a 0% CCF

34,172

(1) Unconditionally cancellable credit card commitments

0

(2) Other unconditionally cancellable commitments

0

h. Notional amount of off-balance sheet items with a 20% CCF

52,899

i. Notional amount of off-balance sheet items with a 50% CCF

122,639

j. Notional amount of off-balance sheet items with a 100% CCF

62,987

k. Total off-balance sheet items (sum of items 2.f, 2.g and 2.h to 2.j minus 0.9 times of the sum of items

2.g.(1) and 2.g.(2)

299,856

l. Entities consolidated for accounting purposes but not for risk-based regulatory purposes:

(1) On-balance sheet assets

132,954

(2) Potential future exposure of derivatives contracts

0

(3) Unconditionally cancellable commitments

0

(4) Other off-balance sheet commitments

32

(5) Investment value in the consolidated entities

4,678

m. Regulatory adjustments

27,592

O. TOTAL EXPOSURES INDICATOR (SUM OF ITEMS 2.E, 2.K, 2.L.(1), 2.L.(2), 0.1 TIMES 2.L.(3), 2.L.(4), MINUS THE SUM OF ITEMS 2.L.(5) AND 2.M)

1,723,006

Section 3 : Intra-financial system assets

Amount

a. Funds deposited with or lent to other financial institutions

33,462

(1) Certificates of deposit

0

b. Undrawn committed lines extended to other financial institutions

30,579

c. Holdings of securities issued by other financial institutions:

(1) Secured debt securities

0

(2) Senior unsecured debt securities

65,929

(3) Subordinated debt securities

3,799

(4) Commercial paper

0

(5) Stock (including par and surplus of common and preferred shares)

5,318

(6) Offsetting short positions in relation to the specific stock holdings included in item 3.c.(5)

0

d. Net positive current exposure of securities financing transactions with other financial institutions

7,525

e. Over-the-counter (OTC) derivatives with other financial institutions that have a net positive fair value

(1) Net positive fair value (include collateral held if it is within the master netting agreement)

14,254

(2) Potential future exposure

9,100

F. INTRA-FINANCIAL SYSTEM ASSETS INDICATOR (SUM OF ITEMS 3.A, 3.B TO 3.C.(5), 3.D, 3.E.(1), AND 3.E.(2), MINUS 3.C.(6))

169,966

Section 4 : Intra-financial system liabilities

Amount

a. Deposits due to depository institutions

75,361

b. Deposits due to non-depository financial institutions

78,904

c. Undrawn committed lines obtained from other financial institutions

3,343

d. Net negative current exposure of securities financing transactions with other financial institutions

7,564

e. OTC derivatives with over financial institutions that have a net negative fair value:

(1) Net negative fair value (include collateral provided if it is within the master netting agreement)

19,745

(2) Potential future exposure

6,908

G. INTRA-FINANCIAL SYSTEM LIABILITIES INDICATOR (SUM OF ITEMS 4.A TO 4.E.(2))

191,825

Section 5 : Securities outstanding

Amount

a. Secured debt securities

28,984

b. Senior unsecured debt securities

70,967

c. Subordinated debt securities

30,448

d. Commercial paper

64,066

e. Certificates of deposit

55,291

f. Common equity

12,018

g. Preferred shares and any other forms of subordinated funding not captured in item 5.c.

0

I. SECURITIES OUTSTANDING INDICATOR (SUM OF ITEMS 5.A TO 5.G)

261,774

Section 6 : Payments made in reporting year (excluding intragroup payments)

Currency

Amount in currency

Amount

a. Australian dollars

AUD

315,233

214,327

b. Brazilian real

BRL

1

0

c. Canadian dollars

CAD

404,176

275,903

d. Swiss francs

CHF

290,989

239,583

e. Chinese yuan

CNY

2,727,548

333,822

f. Euros

EUR

9,588,635

9,588,635

g. British pounds

GBP

1,209,231

1,500,728

h. Hong Kong dollars

HKD

3,837,522

373,087

i. Indian rupee

INR

1,127

14

j. Japanese yen

JPY

205,791,353

1,467,480

k. Swedish krona

SEK

557,755

61,325

l. United States dollars

USD

11,393,900

8,590,323

N. PAYMENTS ACTIVITY INDICATOR (SUM OF ITEMS 6.A TO 6.L)

22,645,228

Section 7 : Assets under custody

Amount

A. A. ASSETS UNDER CUSTODY INDICATOR

2,353,000

Section 8 : Underwritten transaction in debt and equity markets

Amount

a. Equity underwriting activity

1,573

b. Debt underwriting activity

65,139

C. UNDERWRITING ACTIVITY INDICATOR (SUM OF ITEMS 8.A AND 8.B)

66,713

Section 9 : Notional amount of over-the-counter (OTC) derivatives

Amount

a. OTC derivatives cleared through a central counterparty

5,046,873

b. OTC derivatives settled bilaterally

7,971,756

C. OTC DERIVATIVES INDICATOR (SUM OF ITEMS 9.A AND 9.B)

13,018,629

Section 10 : Trading and available-for-sale securities

Amount

a. Held-for-trading securities (HFT)

52,438

b. Available-for-sale securities (AFS)

118,415

c. HFT and AFS securities that meet the definition of Level 1 assets

106,583

d. HFT and AFS securities that meet the definition of Level 2 assets, with haircuts

11,549

F. HFT AND AFS SECURITIES INDICATOR (SUM OF ITEMS 10.A AND 10.B, MINUS THE SUM OF 10.C AND 10.D)

52,721

Section 11 : Level 3 assets

Amount

A. LEVEL 3 ASSETS INDICATOR

6,566

Section 12 : Cross-jurisdictional claims

Amount

a. Foreign claims on an ultimate risk basis (excluding derivatives activity)

307,132

C. CROSS-JURISDICTION AL CLAIMS INDICATOR (ITEM 12.A)

307,132

Section 13 : Cross-jurisdictional liabilities

Amount

a. Foreign liabilities (excluding derivatives and local liabilities in local currency)

53,251

(1) Any foreign liabilities to related offices included in item 13.a.

0

b. Local liabilities in local currency (excluding derivatives activity)

241,739

D. CROSS-JURISDICTION AL LIABILITIES INDICATOR (SUM OF ITEMS 13.A AND 13.B, MINUS 13.A.(1))

294,990

Denis Kleiber

+ 33 1 43 23 26 78

Sébastien Chavane

+ 33 1 57 72 23 46

Aleth Degrand

+ 33 1 43 23 23 81

Laurence Gascon

Marie-Agnès Huguenin

+ 33 1 57 72 38 63

+ 33 1 43 23 15 99

Fabienne Heureux

Aurélie Marboeuf

+ 33 1 43 23 06 38

+ 33 1 57 72 38 05