Euronext - 2020 Universal Registration Document

GLOSSARY, CONCORDANCE TABLES & ANNEX

NOTE 28 RISK ASSESSMENT

Below is reported the Risk assessment as at 31 st December 2020 with the comparable amounts for the year ended 31 st December 2019.

December 2020

December 2019

In thousands of euros

Book Value of Capital Total shareholder’s funds

1,475,998

1,467,087

Borrowings – current

-

-

Borrowings – non-current

-

-

TOTAL BORROWINGS

-

-

Regulatory and Operational Cash and Investments Amount included in cash and cash equivalents

116,543

127,146

Total Regulatory and operational cash and investments

239,463

207,700

December 2020

December 2019

In thousands of euros

Total Collateral Pledged Margin received in cash

9,433,069

10,378,324

748,329

1,778,889

Margin received by title transfer

Default Fund Total

(5,168,433)

(7,425,053)

4,732,160 4,732,160

Total On Balance Sheet Collateral Total Member Collateral Pledged

5,012,965 5,012,965

Investment Portfolio CCP Other Financial Assets

5,915,642

5,411,121

339,934

349,738

Clearing member cash equivalents – short-term deposits

Clearing member cash – central bank deposits

6,743,294

10,423,846

Clearing member cash – other banks

18,570

19,215

10,792,799

Clearing member cash

7,101,798

December 2020

December 2019

In thousands of euros

Sovereign Investment Italy

2,956,096

2,501,642

Spain

1,355,784

1,443,641

Portugal

958,066

1,005,057

EU Central

638,894

658,427

France

185,085

131,144

Ireland

80,066

16,656

Belgium

70,125

32,554

Netherlands

10,025

-

Germany

-

21,584

TOTAL FOR ALL COUNTRIES (INCLUDING OTHER)

6,254,141

5,810,704

G

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2020 UNIVERSAL REGISTRATION DOCUMENT