NATIXIS - 2018 Registration document and annual financial report

FINANCIAL DATA Consolidated financial statements and notes

RECONCILIATION TABLE FOR LOANS AND RECEIVABLES DUE FROM CUSTOMERS AT AMORTIZED COST R

Loans and receivables due from customers at amortized cost at 31/12/2018

Unimpaired assets for which expected credit losses are measured on a lifetime basis (S2 bucket)

Unimpaired assets for which expected credit losses are measured over 12 months (S1 bucket)

Assets impaired after their origination/acquisition (S3 bucket)

Assets impaired on origination/acquisition

Total

Value adjustment for credit losses

Value adjustment for credit losses

Value adjustment for credit losses

Value adjustment for credit losses

Value adjustment for credit losses

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

(in millions of euros)

BALANCE AT 01/01/2018

36,781

(45)

45,019

(277)

4,163

(1,510)

473

(92)

86,436

(1,923)

New originated or acquired contracts

21,745

(26)

4,602

(25)

0

0

16

(1)

26,363

(52)

Changes in contractual cash flows not giving rise to derecognition Variations linked to changes in credit risk parameters (excluding transfers)

(187)

2

(40)

1

(9)

(0)

0

0

(236)

3

2,707

32

(6,678)

31

(120)

(187)

(91)

(16)

(4,181)

(139)

Financial asset transfers

5,054

(30)

(5,587)

31

231

(43)

0

0

(302)

(42)

Transfers to S1 (a)

7,291

(35)

(7,284)

36

(1)

1

0

0

5

3

Transfers to S2

(2,189)

4

2,160

(14)

(278)

32

0

0

(307)

21

Transfers to S3

(48)

1

(463)

9

511

(76)

0

0

(0)

(66)

Transfer to non-current assets held for sale (b) Contracts fully repaid or sold during the period

(9,933)

27

(10,204)

96

(1,361)

370

(13)

1

(21,511)

495

5

(6,803)

8

(10,024)

54

(734)

176

(29)

10

(17,590)

247

Impairment in value (write-off)

0

0

0

0

(255)

255

(4)

4

(259)

259

Variations linked to changes in exchange rates

890

(1)

669

(1)

6

(13)

11

(2)

1,576

(17)

Changes in the model used

0

0

0

0

0

0

0

0

0

0

Other changes

0

0

0

0

220

(68)

0

0

220

(68)

BALANCE AT 31/12/2018 (A) (1,239) Including the transfer from Stage 2 to Stage 1, due to the improvement over the period of the ratings of the economic sectors to which the (a) transferred amounts are related. Corresponds to the SFS business lines recognized in non-current assets held for sale as at December 31, 2018 (see Notes 3.6 and 6.9). (b) 8.6.2.1 Assets and commitments restructured due to financial difficulties The following table lists the financial assets (excluding assets held for trading) and financing commitments subject to amendments to original contract terms or refinancing constituting a concession granted due to the debtor’s financial situation (see Note 6.1.3) . 50,255 (31) 17,758 (91) 2,143 (1,021) 363 (96) 70,518

31/12/2018

31/12/2017

Gross exposures

Gross exposures

Individual impairments and collective provisions

Restructuring: modifications of terms and conditions

Restructuring: modifications of terms and conditions

Value adjustments for credit losses

Restructuring: refinancing

Restructuring: refinancing

Guarantees received

Guarantees received

Total

Total

(IAS 39)

(in millions of euros)

Balance sheet

1,241

120

1,361

357

706

1,656

642

2,298

566

1,030

Off-balance sheet

13

4

16

3

34

15

49

2

23

TOTAL

1,254

123

1,377

360

706

1,690

658

2,348

568

1,053

31/12/2018

31/12/2017

Total

Net exposures

Total

Net exposures

Individual impairments and collective provisions

Non- performing loans

Value adjustments for credit losses

Performing loans

Gross exposures

Unimpaired loans

Impaired loans

Gross exposures

(IAS 39)

Total

Total

(in millions of euros)

TOTAL

1,377

360

166

851

1,017

2,348

568

332

1,448

1,780

Of which: France

194

77

4

113

117

650

178

268

204

471

Other EU

589

192

118

279

398

937

287

20

463

483

North America

120

15

6

100

105

145

8

13

123

136

Other

474

77

38

359

397

617

94

31

658

689

329

Natixis Registration Document 2018

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