NATIXIS // 2021 Universal Registration Document
5 CONSOLIDATED FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Consolidated financial statements and notes
7.4.1
Reconciliation table for financial assets at fair value through recyclable other
comprehensive income The tables below show, for each class of instrument, changes over the 2021 fiscal year in accounting items and impairments and provisions related to financial assets at fair value through recyclable equity.
Financial assets at fair value through recyclable other comprehensive income
Unimpaired assets for which expected credit losses are measured over 12 months (S1 bucket)
Unimpaired assets for which expected credit losses are measured on a lifetime basis (S2 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 AS AT 01/01/2020 New originated or acquired contracts Changes in contractual cash flows not giving rise to derecognition Variations linked to changes in credit risk parameters (excluding transfers) Transfers to S2 Transfers to S3 Contracts fully repaid or sold during the period Impairment in value (write-off) Variations linked to changes in exchange rates Changes in the model used Other changes BALANCE AS AT 31/12/2020 New originated or acquired contracts Changes in contractual cash flows not giving rise to derecognition Variations linked to changes in credit risk parameters (excluding transfers) Financial asset transfers Transfers to S1 Transfers to S2 Transfers to S3 Contracts fully repaid or sold during the period Impairment in value (write-off) Variations linked to changes in exchange rates Changes in the model used Other changes BALANCE AS AT 31/12/2021 Financial asset transfers Transfers to S1
11,529
(0)
33
(0)
0
0
0
0 11,563
(0)
1,275
0
1,275
0
0
0
677
(1)
677
(1)
33 33
0 0
(33) (33)
0 0
(653)
0
(653)
0
(312)
0
(312)
0
1
0
1
0
12,551
(1)
0
0
0
0
0
0 12,551
(1)
1,648
(0)
1,648
(0)
(1,818)
0
(1,818)
0
(1,485)
0
(1,485)
0
205
(0)
205
(0)
0
0
0
11,101
(0)
11,101
(0)
328
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021
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