AFD - Universal Registration Document 2020

CONSOLIDATED FINANCIAL STATEMENTS PREPARED IN ACCORDANCE WITH IFRS 6 Notes to the consolidated financial statements

NOTE 4 Financial assets and liabilities at fair value measured according to the level of fair value

31/12/2020

31/12/2019

Level Ǿ 1 Level Ǿ 2 Level Ǿ 3

Total

Level Ǿ 1 Level Ǿ 2 Level Ǿ 3

Total

In thousands of euros

Assets/Liabilities Equity instruments at fair value through profit and loss Loans and securities that do not meet SPPI criteria Financial assets recorded through equity Hedging derivatives (Assets) Financial liabilities measured at fair value through profit or loss Hedging derivatives (Liabilities)

-

- 1,073,492 1,073,492

-

- 1,199,384 1,199,384

54,521

- 1,201,071 1,255,592 52,728

- 1,342,307 1,395,036

938,908 30,000 487,090 1,455,998 1,026,347 30,729 455,470 1,512,546

- 2,893,471

- 2,893,471

- 2,558,977

- 2,558,977

-

285,557

1,611 287,169

-

358,033

1,666 359,698

- 1,881,323

- 1,881,323

- 1,486,117

- 1,486,117

Derivatives

-

288,523 10,932 299,455

-

138,282

5,444 143,726

P Sensitivity of the fair value of level Ǿ 3 instruments The category of instruments measured at level Ǿ 3 fair value mainly comprises equity investments. The sensitivity calculations do not apply because their valuations are not linked to market parameters.

NOTE 5 Financial instruments at amortised cost

❙ Financial assets measured at amortised cost

31/12/2020

31/12/2019

Notes

On demand

On term On demand

On term

In thousands of euros

Debt securities

5.1

1,358,235

1,221,164

Loans and receivables due from credit institutions Loans and receivables due from customers

5.2 1,639,791 7,319,523 2,164,099 5,915,995

5.2

32,327,164

28,822,617

TOTAL

1,639,791 41,004,923 2,164,099 35,959,776

Note Ǿ 5.1 Debt securities at amortised cost

31/12/2020

31/12/2019

On demand

On term On demand

On term 704,462 516,702

In thousands of euros

Government paper and equivalent

- -

701,693 656,542

- -

Bonds and other securities

TOTAL

- 1,358,235

- 1,221,164

Impairments

-

-

-

-

TOTAL

-

-

-

-

146

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2020 UNIVERSAL REGISTRATION DOCUMENT