AFD // 2021 Universal Registration Document

RISK MANAGEMENT 4 Basel III Pillar 3

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

Assets In thousands of euros

31/12/2021 2,085,492 2,428,459 1,386,196 1,295,925 10,062,791 2,342,185 7,720,605 34,235,953

31/12/2020 3,157,677 2,329,084 1,455,998 1,358,235 8,959,315 1,639,791 7,319,523 32,327,164

Cash, due from central banks

Financial assets at fair value through profit or loss (excluding derivatives) Financial assets at fair value through other comprehensive income

Debt securities at amortised cost

Loans and receivables due from credit institutions and equivalent at amortised cost

Demand

Term

Loans and receivables due from customers at amortised cost

Commercial receivables Other loans to customers Regular accounts receivable Total loans and receivables

34,235,953

32,327,164

51,494,815

49,587,473

Equity stakes in companies accounted for by the equity investments Financial assets at fair value through profit or loss (derivatives)

147,729 127,344

140,004 299,455

Hedging derivatives

2,003,043 2,278,116

2,893,471 3,332,931

Derivatives

BALANCE SHEET TOTAL Off-balance sheet Firm lending commitments

53,772,931

52,920,404

17,064,334

15,634,371

Financial guarantees

966,741

651,315

OFF-BALANCE SHEET TOTAL

18,031,075 71,804,006

16,285,685 69,206,090

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 ɸ 5.3.1 “Consolidated balance sheet” (“ASSETS”). The different types of financial assets are detailed in Note ɸ 5 to the consolidated financial statements “Financial instruments at amortised cost”. As for equity investments, the relevant consolidated balance sheet headings are presented in the table below: ❙ Equity investments

31/12/2021

31/12/2020

IFRS

IFRS

Listed Unlisted

Total

Listed Unlisted

Total

In thousands of euros

Equity instruments at fair value through profit or loss Equity instruments included in financial assets recognised in equity

1,311,491 1,311,491

1,073,492 1,073,492

549,062 549,062 147,729 147,729 2,008,281 2,008,281

487,090 487,090 140,004 140,004 1,700,586 1,700,586

Companies accounted for by the equity method

TOTAL

100

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2021 UNIVERSAL REGISTRATION DOCUMENT