NATIXIS // 2021 Universal Registration Document

CONSOLIDATED FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Consolidated financial statements and notes

Financial assets at fair value: transfer between fair value levels

31/12/2021

Level 1

Level 2

Level 2

Level 3

Level 3

From

Level 2

Level 1

Level 3

Level 1

Level 2

(in millions of euros)

To

Financial assets at fair value through profit or loss Financial assets designated under the fair value option through profit or loss

61

18

49

0

1

61 61

18 18

49 27

0 0 0 0 0 0 0 0 0

1 0 0 1

o/w debt instruments in the form of securities

o/w equity instruments

0 0

0 0

8

o/w investments backed by unit-linked policies

13

Available-for-sale financial assets

80

320

325

289

Available-for-sale securities – Equity investments

0

0

0

0

Other available-for-sale securities

80 80

320 320

325 324

289 289

o/w debt instruments in the form of securities

o/w equity instruments

0

0

0

0

Loans and receivables 7.10.2.5

(in millions of euros)

31/12/2021

Loans and receivables due from credit institutions

635 633

5

Loans and receivables

Accrued interest

1

Provisions Customer loans and receivables (a)

13,309 13,296

Loans and receivables

Debt instruments in the form of securities Financing against reverse repos Other Accrued interest

14

Provisions TOTAL

13,944

Of which €11,338 million for guarantee deposits made for the acceptance of reinsurance treaties. (a)

Held-to-maturity financial assets 7.10.2.6

(in millions of euros)

31/12/2021

Government securities

512 512

Gross value Provisions Bonds Gross value Provisions

255 256

(1)

TOTAL

767

355

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021

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