AFD - Universal Registration Document 2020
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
31/12/2020 3,157,677 2,329,084 1,455,998 1,358,235 8,959,315 1,639,791 7,319,523 32,327,164
31/12/2019 1,259,133 2,594,420 1,512,546 1,221,164 8,080,093 2,164,099 5,915,995 28,822,617
Cash, due from central banks
Financial assets measured at fair value through profit and loss (excluding derivatives) Financial assets measured at fair value through other comprehensive income
Debt securities at amortised cost
Loans and receivables due from credit institutions and equivalent at amortised cost
On demand
On term
Loans and receivables due from customers at amortised cost
Commercial receivables Other loans to customers Overdrafts Total loans and receivables
32,327,164
28,822,617
41,286,479
36,902,710
Equity stakes in companies accounted for by the equity method Financial assets at fair value through profit and loss (derivatives)
140,004 299,455
146,753 143,725
Hedging derivatives
2,893,471 3,192,927
2,558,978 2,702,703
Derivatives
BALANCE SHEET TOTAL Off-balance sheet Firm lending commitments
52,920,404
46,339,430
15,634,371
14,502,203
Financial guarantees
651,315
725,058
OFF-BALANCE SHEET TOTAL
16,285,685 69,206,090
15,227,261 61,566,691
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 5.3.1 “Consolidated balance sheet” (“ASSETS”). The different types of financial assets are detailed in Note 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 stakes and other long-term securities
31/12/2020
31/12/2019
IFRS
IFRS
Listed Unlisted
Total
Listed Unlisted
Total
In thousands of euros
Equity instruments at fair value through profit or loss Equity stakes included in financial assets recognised in Ǿ equity Companies accounted for by the equity method
1,073,492 1,073,492
1,199,384 1,199,384
487,090 140,004
487,090 140,004
455,470 146,753
455,470 146,753
TOTAL
1,700,586 1,700,586
1,801,608 1,801,608
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2020 UNIVERSAL REGISTRATION DOCUMENT
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