NATIXIS // 2021 Universal Registration Document

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

a) Amounts recognized on the balance sheet as at December 31, 2021 The amount of the recognized provision on the liability side of the balance sheet corresponds to the value of the actuarial liabilities under the defined benefit plans, less the market value of the assets to hedge these benefit liabilities.

31/12/2021

31/12/2020

Post-employment defined-benefit plans

Other long-term employee benefits

Post-employment defined-benefit plans

Other long-term employee benefits

Supple mentary pension benefits and other

Supple mentary pension benefits and other

End-of career awards

Long service awards

End-of

Long service awards

Other benefits

career awards

Other benefits

Total

(in millions of euros)

Total

Actuarial liabilities

558

173 (96) (27)

41

271

1,043 (538)

579

212

49

185

1,025 (528)

Fair value of plan assets

(443)

0 0 0

0 0 0

(423)

(105)

0 0 0

0 0 0

(36)

(64)

(33)

(29)

(62)

Fair value of separate assets (a) Effect of ceiling on assets NET AMOUNT RECOGNIZED IN BALANCE SHEET

20

0

20

0

0

0

99

50 78 27

41 41

271 271

461 525

124 156

77

49 49

185 185

435 497

Under liabilities Under assets

135

107

36

0

0

64

33

29

0

0

62

Separate asset components are for the most part segregated in the balance sheets of Natixis insurance subsidiaries (ABP Life Insurance), hedging the benefit liabilities of other entities (a) within the Natixis group of consolidated companies which were transferred to hedge the post-employment benefits of a few categories of employees.

b) Changes in recognized amounts on the balance sheet (Changes in actuarial liabilities)

31/12/2021

31/12/2020

Post-employment defined-benefit plans

Other long-term employee benefits

Post-employment defined-benefit plans

Other long-term employee benefits

Supple mentary pension benefits and other

Supple mentary pension benefits and other

5

End-of career awards

Longs

End-of

Long service awards

ervice awards

Other benefits

career awards

Other benefits

Total

(in millions of euros)

Total

Actuarial liabilities at start of period Changes recorded in net income

579

212

49

185

1,025

622

238

54

127

1,042

(13)

(1) 13 (0)

1 4 1

101

88 77

(27)

8

3 4 1

(23)

(39)

Service cost

2 0

57

6

12

18

40

Past service cost

0

1

(13)

0

0

(12)

o/w plan liquidation and reduction

0 9

(0)

(0)

0 0

(0) 11

(13)

0 1

0 0

0 0

(13)

Interest cost Benefits paid

1

0

12

13

(24)

(15)

(2)

(35)

(76)

(32)

(6)

(2)

(41)

(81)

o/w amounts paid out in respect of plan liquidation Revaluation adjustments on other long-term employee benefits Changes recognized directly in equity with no recycling Revaluation adjustments – demographic assumptions Revaluation adjustments – financial assumptions Revaluation adjustments – past-experience effect Translation adjustments Changes associated with non-current assets held for sale (a) Other

(7)

(13)

0

0

(21)

(16)

(5)

0

0

(21)

0

0 0

(1) (1)

0

(1) 77

0

0 1

(0)

0 1

(0)

(0)

78

(0)

0

2

(33)

(9)

0

0

(43)

34

2

0

0

36

0

(5)

0

0

(5)

6

1

0

0

7

(23)

(2)

0

0

(25)

17

4

0

0

21

(11)

(2) (0)

0 0

0 2

(13)

12

(3) (0)

0 0

0

9

22

24

(28)

(3)

(31)

(0)

(29)

(10)

(17)

(56)

(21)

(36)

(9)

(3)

(68)

Changes in scope

0 3

0 1

0 1

0

0 4

0

0

0

0

0

(0)

(1)

(0)

(0)

86

85

Other (b)

Actuarial liabilities at end of period

558

173

41

271

1,043

579

212

49

185

1,025

Corresponds to the Insurance, Payments and Natixis Immo Exploitation business lines at December 31, 2021, treated for accounting purposes under IFRS 5, and at December 31, 2020 to (a) Coface, which has been treated for accounting purposes under IFRS 5 and under EM since early 2020. Including €86 million corresponding to the reclassification to the opening of the provision for Time Savings Accounts now considered as a long-term benefit. (b)

379

www.natixis.com

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021

Made with FlippingBook Annual report maker