NATIXIS - 2018 Registration document and annual financial report

FINANCIAL DATA Consolidated financial statements and notes

8.5.4 December 31, 2018 FINANCIAL ASSETS R

Fair value of financial assets and liabilities at amortized cost

At December 31, 2018

Carrying value

Fair value

Level 1

Level 2 26,533

Level 3

(in millions of euros)

Loans and receivables due from banks at amortized cost

27,285

27,558

1,026

Current accounts overdrawn

5,697

5,699

5,699

Loans and receivables

20,641

20,911

19,885

1,026

Reverse repurchase agreements

914

915

915

Other

33

33

33

Loans and receivables due from customers at amortized cost

69,279

69,997

48,486

21,511

Current accounts overdrawn Other loans and receivables Reverse repurchase agreements

3,484

3,484

3,484

59,986

60,705

39,338

21,367

3,144

3,144

3,144

5

Finance leases

35

35

35

Factoring

2,509

2,509

2,509

Security deposits paid

109

109

109

Other

11

11

11

Debt instruments in the form of securities at amortized cost

1,193

1,229

461

767

TOTAL FINANCIAL ASSETS

97,757

98,784

75,480

23,304

FINANCIAL LIABILITIES R

At December 31, 2018

Carrying value

Fair value

Level 1

Level 2 73,145 64,277

Level 3

(in millions of euros)

Amounts due to banks

73,234 64,365

73,311 64,443

166 166

o/w accounts and deposits o/w repurchase agreements o/w security deposits received

8,755

8,754

8,754

88 26

88 26

88 26

o/w other

Customer deposits

35,991 33,802

35,992 33,803

34,382 32,202

1,610 1,601

o/w accounts and deposits o/w repurchase agreements

63

63

63

o/w other

2,126

2,126

2,118

8

Debt securities

34,958

34,959

32,839

2,120

Subordinated debt

3,964

4,284

3,904

380

TOTAL FINANCIAL LIABILITIES

148,146

148,546

144,270

4,276

325

Natixis Registration Document 2018

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