NATIXIS -2020 Universal Registration Document

5 FINANCIAL DATA

Consolidated financial statements and notes

Financial assets at fair value through other comprehensive income 7.4 This line item covers debt instruments managed under a “hold to reserve and equity instruments that Natixis has irrevocably opted to collect and sell” business model, with cash flows that meet SPPI measure at fair value through other comprehensive income. criteria (see Note 5.1.4) , such as debt instrumentsheld in the liquidity

31/12/2020

31/12/2019

Debt instruments

Debt instruments

Other equity instru- ments issued

Other equity instru- ments issued

Unim- paired financial assets (a)

Unim- paired financial assets (a)

Impaired financial assets (b)

Impaired financial assets (b)

Total

(in millions of euros)

Total

Note

7.4.1

7.4.1

7.4.2

7.4.1

7.4.1

7.4.2

Securities

12,550

644

13,194

11,563

513

12,076

Loans and receivables TOTAL

12,550

644

13,194

11,563

513

12,076

Comprises unimpaired financial assets for which value adjustments are calculated based on 12-month expected credit losses (Stage 1) (a) or lifetime expected credit losses (Stage 2). Impaired financial assets (Stage 3) are assets for which a default event has been identified as defined in Article 178 of the EU Regulation of June 26, 2013 (b) on regulatory requirements for credit institutions.

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020