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