NATIXIS // 2021 Universal Registration Document
5 CONSOLIDATED FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Consolidated financial statements and notes
As at December 31, 2020
Gross carrying amount
Impairment or provisions for expected credit losses
PD scale
PD scale
0.00 to < 0.05
0.00 to < 0.05
0.05 to < 0.10
0.10 to < 0.15
0.15 to < 0.25
0.25 to < 100.0 100.0
0.05 to < 0.10
0.10 to < 0.15
0.15 to < 0.25
0.25 to < 100.0 100.0
(in millions of euros)
Net
Debt instruments at fair value through other comprehensive income
12,534 12,534
16 16
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 12,550 0 12,550
S1 S2 S3 S1 S2 S3
0 0
Securities at amortized cost
1,883 1,389
0 0 0 0
0 0 0 0
0 0 0 0
0 193
4 5 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 142 1,930
0 0
0 0
0 0
0 1,385 0 494
494
0
0 193
0 142
51
Loans and receivables due from credit institutions
and similar items at amortized cost
44,146 122 166
3 3 1 0
2 2 0 0
29
2 1 1 0
2 0 2 0
1 0 1 0
0 0 0 0
0 0 0 0
29 44,434 0 43,996 0 438
S1 S2 S3
43,834
2 156
0 0
311 120
10
0
0
0
29
29
0
Loans and receivables due from customers at amortized cost
60,268 2,663 1,051 1,109 633 3,596 113
39 11 29
17
20
19 1,172 67,939
S1 S2 S3
48,120 1,429 441 326 154 12,148 1,235 609 783 479
0 0
40 73
6
3
2
0 50,408 0 15,107
11
17
17
0
0
0
0
0 3,596
0
0
0
0
0 1,172 2,424
Financing commitments given
57,291 989 583 51,938 592 235 5,353 397 348
99 31 68
8 5 3 0
59
69 26 43
14
23
4 0 4 0 1 0 1 0
1 0 1 0 0 0 0 0
3 0 0 3
0 0
5 9 0 4 1 2 0
1
S1 S2 S3
22
0
0
0
0
59
0
0
Guarantee commitments given
22,065 906 352 146
45 433
10
5 0 5 0
34
S1 S2 S3
20,244 451 212
35
16 28
0 0
5 5 0
0 0
1,821 455 139 110
0
0
0
0
0 433
34
TOTAL AT DECEMBER 31, 2020 198,187 4,696 2,151 1,357 688 4,310 198
59
47
25
20 1,379
374
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021
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