NATIXIS - 2018 Registration document and annual financial report

FINANCIAL DATA Consolidated financial statements and notes

AT DECEMBER 31, 2018 R

31/12/2018

Excluding insurance business investments (in millions of euros)

Asset Management

Structured Financing Other activities

Securitization

Total 3,040

Financial assets at fair value through profit or loss

450

1,170

1,021

399 334

Trading derivatives

8

70

131 702

542

Trading instruments (excluding derivatives) Financial instruments measured using the fair value option Financial instruments to be valued at fair value through profit or loss

371

153

51

1,277

-

-

-

-

-

71

947

188

14

1,221

Financial assets at fair value through equity

-

-

3

0

3

Financial assets at amortized cost

5,979

1,638

12,217

696

20,531

Other assets

14

40

19

19

92

TOTAL ASSETS

6,443

2,848

13,260

1,114

23,666

Financial liabilities at fair value through profit or loss (derivatives)

19

204

585

192

1,000

Provisions

6

0

13

2

21

5

TOTAL LIABILITIES

25

204 245

598

194 439

1,021 6,982 7,663 3,438 3,610

Financing commitments given Guarantee commitments given

3,918

2,380 2,471 3,177 2,788

261

4,927

4

Guarantees received

-

1

260 262

Notional amount of sales of options and CDS

405

155

MAXIMUM EXPOSURE TO RISK OF LOSS (A) 38,462 Of which €0.2 million at January 1, 2018 for the SFS business lines (excluding CEGC) recognized in non-current assets held for sale as at (a) December 31, 2018 (see Notes 3.6 and 6.9). 11,021 8,175 17,709 1,557

31/12/2018

Insurance business investments (in millions of euros)

Asset management

Structured Financing Other activities

Securitization

Total 9,157

Financial assets at fair value through profit or loss

- - -

9,157

- - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - - -

Trading derivatives

-

-

Trading instruments (excluding derivatives) Financial instruments measured using the fair value option

4,663

4,663

-

4,494 2,994

4,494 3,902

Available-for-sale financial assets

908

Loans and receivables

- -

- - -

- -

Held-to-maturity financial assets

Other assets

0

0

TOTAL ASSETS

908

12,151

13,059

Financial liabilities at fair value through profit or loss (derivatives)

- -

- -

- -

Provisions

TOTAL LIABILITIES

-

-

-

Financing commitments given Guarantee commitments given

344

189

534

- - -

- - -

- - -

Guarantees received

Notional amount of sales of options and CDS

MAXIMUM EXPOSURE TO RISK OF LOSS (A)

1,253

12,340

-

-

13,593

SIZE OF STRUCTURED ENTITIES 378,965 Of which €267 million at January 1, 2018 for the SFS business line CEGC recognized in non-current assets held for sale as at December 31, 2018 (a) (see Notes 3.6 and 6.9). 97,156 209,688 70,984 1,137

275

Natixis Registration Document 2018