NATIXIS - 2018 Registration document and annual financial report
FINANCIAL DATA Consolidated financial statements and notes
Fair value of financial assets valued at amortized cost on the balance sheet 9.4.7
31/12/2018
Book value
Fair value
Level 1
Level 2
Level 3
(in millions of euros)
Loans and receivables due from banks
378 371
378 371
4 4
374 368
o/w loans and receivables
Other
6
6
6
Loans and receivables due from customers
12,760 12,760
12,760 12,760
47 47
12,712 12,712
o/w loans and receivables
Held-to-maturity assets
1,291
1,506
1,345
157
3
TOTAL FINANCIAL ASSETS
14,428
14,643
1,396
13,244
3
Liabilities related to insurance policies 9.5
31/12/2018
01/01/2018 (a)
(in millions of euros) Technical reserves
79,732 43,703
76,597 38,865 10,256 20,227
5
Technical reserves relating to insurance policies Technical reserves relating to unit-linked policies
9,845
Technical reserves relating to financial contracts with a discretionary profit sharing feature Technical reserves relating to financial contracts without a discretionary profit sharing feature
20,118
-
Technical reserves relating to unit-linked policies
3,951 2,115 9,800
3,974 3,275 9,727
Deferred profit-sharing liabilities
Debts arising from insurance and reinsurance activities Debts arising from insurance and assumed reinsurance activities
398
488
Debts arising from ceded reinsurance activities
9,402
9,239
Derivatives
7 7
183 183
Derivative instruments not eligible for hedge accounting
Hedging derivatives
- -
Other liabilities relating to insurance policies
TOTAL 86,507 Of which €1,953 million at January 1, 2018 for the SFS business lines recognized in non-current assets held for sale as at December 31, 2018 (a) (see Notes 3.6 and 6.9). 89,538
9.5.1
9.5.3
Financial liabilities designated at fair value
Debt securities
through profit or loss
The information about debt securities required by IFRS 7 is presented in Note 8.15.
Information required under IFRS 7 on financial liabilities at fair value through profit or loss is presented in Note 8.1.2.
9.5.4
Subordinated debt
9.5.2
Due to banks and customer deposits
The information about subordinated debt required by IFRS 7 is presented in Note 8.16.
The information about debts due to banks and customer deposits required by IFRS 7 is presented in Note 8.14.
Information to be disclosed about the temporary exemption from the application of IFRS 9 9.5.5 for insurance activities
31/12/2018
Change in fair value over the period
Fair value (a)
(in millions of euros)
SPPI financial assets
39,912
(1,492)
Non-SPPI financial assets
3,516
(83)
TOTAL
43,428
(1,575)
table does not include financial assets recognized at fair value through profit or loss, or reinsurance activities. This Excluding mutual funds, whose fair value amounted to €5,067 million at December 31, 2018. (a)
355
Natixis Registration Document 2018
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