AFD - 2019 Universal registration document

RISK MANAGEMENT 4 Basel III Pillar 3

4.2.4.1.1.1. Credit risk exposure Balance sheet and off-balance sheet items exposed to credit risk are presented in the table below:

31/12/2019

31/12/2018

Assets In thousands of euros

IFRS

IFRS

Cash, due from central banks

1,259,133 2,594,420 1,512,546 1,221,164 8,080,093 2,164,099 5,915,995 28,822,617

1,399,405 2,212,564 1,464,695 1,301,006 7,122,024 1,908,646 5,213,378 26,485,764

Financial assets measured at fair value through profit and loss (excluding derivatives)

Financial assets at fair value through equity

Securities at amortised cost

Loans and receivables due from credit institutions

Demand

Term

Loans and receivables due from customers

Commercial receivables Other loans to customers Overdrafts Finance lease Total loans and receivables

28,822,617

26,485,764

36,902,710

33,607,788

Held-to-maturity financial assets Equity stakes in companies accounted for by the equity method Financial assets at fair value through profit and loss (Derivatives)

146,753 143,725

150,105 200,823

Hedging Derivatives

2,558,978 2,702,703

1,824,239 2,025,062

Derivatives

BALANCE SHEET TOTAL Off-balance sheet Firm lending commitments

46,339,430

42,160,625

14,502,203

11,980,131

Financial guarantees

725,058

597,433

OFF-BALANCE SHEET TOTAL

15,227,261 61,566,691

12,577,564 54,738,188

GRAND TOTAL

4.2.4.1.1.2. Breakdown by major credit exposure category, type of counterparty and geographic area The geographic spread (foreign countries/French Overseas Departments and Collectivities) and the breakdown by type of activity (sovereign/non-sovereign) for the gross loan portfolio is discussed in Chapter Ǿ 5.3.1 “Consolidated balance sheet” (“ASSETS”). The different types of financial assets are detailed in Note Ǿ 5 to the consolidated financial statements – “Financial instruments at amortised cost”.

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UNIVERSAL REGISTRATION DOCUMENT 2019

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