Consolidated figures of the mutual banks of Crédit Mutuel Centre Est Europe, Sud-Est, Ile-de- France, Savoie-Mont Blanc, Midi-Atlantique, Loire-Atlantique et Centre-Ouest, Centre, Normandie, Dauphiné-Vivarais, Méditerranée and Anjou, of their common federal bank (CF de CM), and of the Banque Fédérative du Crédit Mutuel and its main subsidiaries: ACM, BECM, IT, CIC, TARGOBANK Germany, Cofidis and CIC Iberbanco
SECURITIZATION
SECURITIZATION (in € millions) | Carrying amount 31/12/16 | Carrying amount 31/12/15 |
RMBS |
2,798 |
3,198 |
CMBS |
51 |
412 |
CLO |
2,075 |
1,666 |
Other ABS |
1,640 |
1,564 |
RMBS hedged by CDS | ||
CLO hedged by CDS |
5 |
38 |
Other ABS hedged by CDS | ||
Liquidity lines for RMBS programs | ||
Liquidity lines for ABCP programs |
185 |
223 |
Total |
6,754 |
7,101 |
Unless otherwise indicated, securities are not hedged by CDS.
Carrying amount Dec. 31, 2016 (in € millions) |
RMBS |
CMBS |
CLO |
Other ABS |
Total |
Trading |
762 |
51 |
113 |
47 |
922 |
Available for sale |
1,501 |
1,814 |
1,367 |
4,733 | |
Loans |
535 |
148 |
226 |
909 | |
Total |
2,798 |
51 |
2,075 |
1,640 |
6,564 |
France |
130 |
51 |
58 |
412 |
600 |
Spain |
72 |
116 |
188 | ||
United Kingdom |
295 |
85 |
162 |
542 | |
Europe excluding France, Spain and the UK |
450 |
436 |
950 |
1,887 | |
USA |
1,850 |
894 |
2,744 | ||
Others |
1 |
602 |
603 | ||
Total |
2,798 |
51 |
2,075 |
1,640 |
6,564 |
US Agencies |
1,451 |
51 |
1,990 |
972 |
1,451 |
AAA |
686 |
3,648 | |||
AA |
157 |
48 |
425 |
630 | |
A |
62 |
22 |
13 |
97 | |
BBB |
31 |
4 |
230 |
316 | |
BB |
31 |
31 | |||
B and lower |
380 |
380 | |||
Not rated |
11 |
11 | |||
Total |
2,798 |
51 |
2,075 |
1,640 |
6,564 |
Carrying amount Dec. 31, 2015 (in € millions) |
RMBS |
CMBS |
CLO |
Other ABS |
Total | |
Trading |
1,078 |
70 |
135 |
52 |
1,335 | |
Available for sale |
1,482 |
342 |
1,267 |
1,337 |
4,428 | |
Loans |
638 |
264 |
175 |
1,077 | ||
Total |
3,198 |
412 |
1,666 |
1,564 |
6,840 | |
France |
9 |
19 |
22 |
379 |
410 | |
Spain |
85 |
51 |
136 | |||
United Kingdom |
374 |
50 |
189 |
632 | ||
Europe excluding France, Spain and the UK |
740 |
60 |
553 |
928 |
2,281 | |
USA |
1,983 |
333 |
769 |
17 |
3,102 | |
Others |
7 |
272 |
279 | |||
Total |
3,198 |
412 |
1,666 |
1,564 |
6,840 | |
US Agencies |
1,514 |
359 |
1,625 |
998 |
1,514 | |
AAA |
800 |
3,782 | ||||
AA |
266 |
327 |
593 | |||
A |
92 |
16 |
161 |
269 | ||
BBB |
40 |
53 |
4 |
61 |
158 | |
BB |
31 |
2 |
33 | |||
B and lower |
455 |
2 |
17 |
474 | ||
Not rated |
17 |
17 | ||||
Total |
3,198 |
412 |
1,666 |
1,564 |
6,840 |
CIC - Crédit Industriel et Commercial SA published this content on 23 February 2017 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 23 February 2017 17:47:05 UTC.
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