NATIXIS -2020 Universal Registration Document

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management

Breakdown of financial liabilities by contractual maturity

3.2.7.5 (Data certified by the Statutory Auditors in accordance with IFRS 7)

Breakdown of financial liabilities by contractual maturity

31/12/2020

Less than 1 month

1 to 3 months

3 to 6 months

6 months to 1 year

1 to 2 years

2 to 5 years

Over 5 years Undated

Total Demand

(in billions of euros)

Central banks

0.0

0.0

Other financial liabilities held for trading purposes – excluding trading derivatives

131.8

4.3 4.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

81.0 80.6

8.9 7.9 0.0 0.3 6.0 0.0 0.0 2.5 0.0 0.0

2.4 1.3 0.0 0.0 2.5 0.0 0.0 2.4 0.0 0.0 1.4 0.8 0.0 6.6 0.0

4.0 0.9 0.0 0.0 3.6 0.0 0.0 3.6 0.0 0.0 1.0 0.9 0.0 8.0 0.1

2.0 0.2 0.0 0.0 4.4 0.0 0.0 4.4 0.0 0.0 7.9 0.9 0.2 0.0 0.7 0.3

4.3 0.0 0.0 0.0 8.7 0.0 0.0 8.7 0.0 0.0 0.0 0.2 0.0 0.6 0.5

4.2 0.1 0.0 0.0 1.6 0.0 0.0 1.4 0.0 0.0 1.1 0.0 1.1 0.0 1.4 0.3

20.6

o/w repurchase agreements

95.3

0.0 0.0 0.0 0.0 0.0 0.0 0.0

3

Secured debt Unsecured debt

0.0 0.3

0.0 0.0

Financial liabilities designated at fair value through profit or loss o/w repurchase agreements

27.9

1.1 0.0 0.0 1.0 0.0 0.0 3.7 4.5 2.9 0.0 6.6 0.0

0.0 0.1

Secured debt Unsecured debt

23.9 49.9

Trading derivatives Hedging derivatives Amounts due to credit institutions

49.9

0.5

0.5

84.7

12.8

17.5

10.1

14.1

17.4

0.1 0.0 1.3 0.0 0.0 0.0

o/w repurchase agreements Amounts due to customers o/w repurchase agreements

9.1

0.0

1.2 2.2 0.0

30.2

20.7

0.0

0.0 0.0 0.0

Debt securities

35.7

11.8

o/w covered bonds

1.3

0.0

Revaluation adjustment on portfolios hedged against interest rate risk

0.2 4.1

0.0 0.0

0.0 0.0

0.0 0.0

0.0 0.9

0.0 0.6

0.0 1.1

0.0 1.0

0.0 0.2 9.7

0.2 0.3

Subordinated debt

TOTAL

365.1

37.8

95.3

46.3

23.2

31.2

16.3

32.2

73.0

The information contained in the above table excludes Insurance activities.

159

www.natixis.com

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020

Made with FlippingBook Publishing Software