NATIXIS - 2018 Registration document and annual financial report
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
DIFFERENCES BETWEEN ACCOUNTING AND REGULATORY SCOPES OF CONSOLIDATION AND THE MAPPING OF FINANCIAL R STATEMENT CATEGORIES WITH REGULATORY RISK CATEGORIES (EU LI 1)
Carrying values of items
Not subject to regulatory capital requirements or subject to deduction from capital
Carrying values as reported in published financial statements
Carrying values under scope of regulatory consolidation
Subject to the credit risk framework
Subject to the securitization framework
Subject to the market risk framework
Assets (in millions of euros) Cash, central banks
Subject to the CCR framework
3
24,292
24,292
24,292
Financial assets at fair value through profit or loss
214,091
214,069
27,513
154,317
1,382
181,961
Hedging derivatives
313
313
313
144
Financial assets at fair value through other comprehensive income
10,798
10,798
10,798
1,302
Debt instruments at amortized cost
1,193
1,193
1,193
Loans and receivables due from banks and similar items at amortized cost Customer loans and receivables at amortized cost Revaluation adjustment on portfolios hedged against interest rate risk Insurance business investments Accrual accounts and other assets Non-current assets held for sale Deferred profit-sharing Investments in associates Current tax assets Deferred tax assets
27,707
26,814
25,899
914
0
90,295
91,687
88,435
3,253
345
947
103,319
(27) 198
(27)
272
(517) 1,354
715
1,559
1,354
15,337
14,985
14,985
735
3,954
3,726
228
Investment property Property, plant and equipment
84
84
84
848 829
781 580
781
Intangible assets
580
Goodwill
3,824
3,437
3,437
TOTAL ASSETS 4,961 Note: Carrying values under scope of regulatory consolidation do not equal the sum of risk type breakdown. An exposure can be subject to several risk types. 495,496 394,514 198,517 158,797 3,029 183,052
167
Natixis Registration Document 2018
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