31-Dec-10

Active
0-1 luni
Disponibilitati
611,570
Creante asupra Bancii Centrale
9,429,298
Creante asupra institutiilor
422,363
financiare
Credite si avansuri acordate
14,273,938
clientelei
-d fixa (24%)
3,425,745
-d variabila (76%)
10,848,193
20,699,854
Total Active
PASIVE
Depozite la vedere si conturi
13,965,114
curente
Depozite la termen
10,086,960
Imprumuturi atrase
1,832,308
25,884,382
Total Pasive
-5,184,528
GAP
-5,184,528
GAP cumulat

1-3 luni

3-12 luni

1-5 ani

85

110,423

25,106

11,087,654

2,750,809

3,323,727

2,661,037
8,426,617
8,426,702

660,194
2,090,615
2,201,038

797,694
2,526,033
2,551,139

5,084,469
5,672,701
10,757,170
-2,330,468
-7,514,996

1,860,242
3,702,970
5,563,212
-3,362,174
-10,877,170

859,282
144,887
1,004,169
1,546,970
-9,330,201

I. Atunci cnd rata de dobnda creste cu 1 punct procentual, venitul net din dobnzi se va modifica cu:
VND1 = GAPC1 * Dr = -10877170 * 0,01= -108771,70
VND1-5 ani = GAPC1-5ani * Dr = -9330201 * 0,01= -93302,01
VND5 ani = GAPC5ani * Dr = -8678152 * 0,01= -86781,52
VND= -108771,70 - 93302,01 - 86781,52 = 288855,23
II. Atunci cnd rata de dobnda creste cu 2 puncte procentuale, venitul net din dobnzi se va modifica cu:
VND1 = GAPC1 * Dr = -10877170 * 0,02= -217543,4048
VND1-5 ani = GAPC1-5ani * Dr = -9330201 * 0,02= -186604,0144
VND5 ani = GAPC5ani * Dr = -8678152 * 0,02= -173563,0424
VND = -217543,4048 - 186604,0144 - 173563,0424 = 577710,4616

Peste 5 ani

104,024

Total
611,570
9,429,298
662,001

807,085

32,243,213

193,700
613,385
717,409

7,738,371
24,504,842
34,596,141
13,965,114

45,207
20,153
65,360
652,049
-8,678,152

bnzi se va modifica cu:

dobnzi se va modifica cu:

17,936,160
11,373,019
43,274,293
-8,678,152
-17,356,304

31-Dec-09

Active
Disponibilitati
Creante asupra Bancii
Centrale
Creante asupra
institutiilor financiare
Credite si avansuri
acordate clientelei
-d fixa (24%)
-d variabila (76%)
Total Active
PASIVE
Depozite la vedere si
conturi curente
Depozite la termen
Imprumuturi atrase
Total Pasive
GAP
GAP cumulat

0-1 luni
631,571
9,219,118

1-3 luni

343,051

3-12 luni

1-5 ani

204,157

25,106

17,349,553

8,270,435

1,516,164

4,239,775

4,163,893
13,185,660

1,984,904
6,285,531

363,879
1,152,285

1,017,546
3,222,229

22,747,829

6,285,531

1,356,442

3,247,335

6,748,998
3,663,821
10,412,819
-4,127,288
-11,245,573

859,863
631,740
1,491,603
-135,161
-11,380,734

124,376
920,364
1,044,740
2,202,595
-9,178,139

14,618,902
13,365,780
1,881,432
29,866,114
-7,118,285
-7,118,285

I. Atunci cnd rata de dobnda creste cu 1 punct procentual, venitul net din dobnzi se va modifica cu:
VND1 = GAPC1 * Dr = -11380734 * 0,01= -113807,345
VND1-5 ani = GAPC1-5ani * Dr = -9178139 * 0,01= -91781,39
VND5 ani = GAPC5ani * Dr = -8214850 * 0,01= -82148,5
VND = -113807,345 - 91781,39 - 82148,5 = 287737,235
II. Atunci cnd rata de dobnda creste cu 2 puncte procentuale, venitul net din dobnzi se va modifica cu:
VND1 = GAPC1 * Dr = -11380734 * 0,02= -227614,6896
VND1-5 ani = GAPC1-5ani * Dr = -9178139 * 0,02= -1,83562,7896
VND5 ani = GAPC5ani * Dr = -8214850 * 0,02= -164296,996
VND = -227614,6896 - 183562,7896 -164296,996 = -575474,4752

Peste 5 ani

Total
631,571
9,219,118

12,553

584,867

1,304,318

32,680,245

313,036
991,282

7,843,259
24,836,986

1,003,835

34,640,971
14,618,902

1,325 21,100,342
39,220
7,136,577
40,545 42,855,821
963,290
-8,214,850
-8,214,850 -16,429,700

e va modifica cu:

i se va modifica cu:

BRD Groupe Socit Gnrale S.A.

NOTE LA SITUATIILE FINANCIARE CONSOLIDATE SI INDIVIDUALE
pentru anul incheiat la 31 decembrie 2010 (mii)

(Sume in mii lei)

Disponibilitati
Creante asupra Bancii Centrale
Creante asupra institutiilor
financiare
Credite si avansuri acordate
clientelei, din care:

0-1 luni
611,570
9,429,298
422,363

1-3 luni

3-12 luni

1-5 ani

Peste 5 ani

Total
611,570
9,429,298

85

110,423

25,106

104,024

662,001

14,273,938 11,087,654

2,750,809

3,323,727

807,085

32,243,213

-d fixa (24%)

5,709,575

2,661,037

660,194

797,694

193,700

10,022,201

-d variabila (76%)

8,564,363

6,652,592

1,650,485

1,994,236

484,251

19,345,928

96,172
112,344

96,172
149,086

96,172
1,956,946

96,172
1,639,285

96,172
223,848

480,860
4,081,509

50,151

50,151

1,281,280
684,447

47,558,602

Peste 5 ani
11,172,091

Total
13,965,114

Creante din Leasing Financiar

Active financiare disponibile
pentru vanzare
Fond comercial net
Total Active
Total Active Senzitive

24,945,685 11,332,997
19,123,766 6,748,849

Pasive
Depozite la vedere si conturi
curente

0-1 luni
2,793,023

Depozite la termen, din care:

1-3 luni

4,914,350
1,857,080

3-12 luni

5,084,290
2,115,514

1-5 ani

10,086,960

5,084,469

1,860,242

859,282

45,207

17,936,160

cu dobanda fixa

6,052,176

3,050,681

1,116,145

515,569

27,124

10,761,696

cu dobanda variabila

4,034,784

2,033,788

744,097

343,713

18,083

7,174,464

1,832,308

5,672,701

3,702,970

144,887

20,153

11,373,019

Imprumuturi atrase
Instrumente financiare derivate
Total Pasive
Total Pasive Senzitive
GAP
GAP cumulat

VND = GAPi x r
pentru o crestere cu 1%
pentru o crestere cu 2%

91,639

91,639

14,803,930 10,757,170
8,660,115
10,463,651
10,463,651

104636.508
209273.016

7,706,489

5,563,212

1,004,169

11,237,451

4,447,067

488,600

11,210,327

43,365,932

-957,639
-2,589,986 1,626,914 -10,525,880
9,506,012
6,916,025 8,542,940
-1,982,940

-9576.392
-19152.784

-25899.864
-51799.728

16269.144
32538.288

-105258.798
-210517.596

-19829.402
-39658.804

BRD Groupe Socit Gnrale S.A.

NOTE LA SITUATIILE FINANCIARE CONSOLIDATE SI INDIVIDUALE
pentru anul incheiat la 31 decembrie 2012 (mii)

(Sume in mii lei)

Disponibilitati
Creante asupra Bancii Centrale
Creante asupra institutiilor
financiare
Credite si avansuri acordate
clientelei, din care:

0-1 luni
990,281
8,392,575
198,325

1-3 luni

3-12 luni

1-5 ani

Peste 5 ani

Total
990,281
8,392,575

5,059

54,882

36,588

73,176

368,030

10,078,946 12,934,909

2,905,770

5,075,292

482,713

31,477,629
12,591,052

-d fixa (24%)

4,031,578

5,173,964

1,162,308

2,030,117

193,085

-d variabila (76%)

6,047,368

7,760,945

1,743,462

3,045,175

289,628

18,886,577

104,296
248,688

48,993
467,540

388,430
773,047

117,938
3,059,730

1,682

661,339
4,549,005

50,151

50,151

20,013,111 13,456,501
15,732,845 7,814,997

4,122,129
2,186,774

8,289,548
3,199,701

557,571
364,486

46,489,010

Peste 5 ani
22,144

Total
4,215,258

Creante din Leasing Financiar

Active financiare disponibile
pentru vanzare
Fond Comercial net
Total Active
Total Active Senzitive

Pasive
Depozite la vedere si conturi
curente

0-1 luni
4,082,396

Depozite la termen

1-3 luni

3-12 luni
110,718

1-5 ani

18,049,207

3,778,752

4,874,399

4,199,012

884,347

31,785,717

cu dobanda fixa

10,829,524

2,267,251

2,924,639

2,519,407

530,608

19,071,430

cu dobanda variabila

7,219,683

1,511,501

1,949,760

1,679,605

353,739

12,714,287

4,444,043

331,972

8,107

7,161

Imprumuturi atrase
Instrumente financiare derivate

4,791,283

164,385

164,385

Total Pasive

26,740,031

4,110,724

4,993,224

4,206,173

906,491

Total Pasive Senzitive

15,746,122

1,843,473

2,068,585

1,686,766

375,883

5,971,525
5,958,247

118,189
6,076,437

1,512,935
7,589,372

-11,397
7,577,975

59715
119430

1182
2364

15129
30259

-114
-228

GAP
GAP cumulat

VND = GAPi x r
pentru o crestere cu 1%
pentru o crestere cu 2%

-13,277
-13,277

-133
-266

40,956,643

75780
151560