NATIXIS_REGISTRATION_DOCUMENT_2017

3 RISKS AND CAPITAL ADEQUACY Capital management and capital adequacy

Carrying values of items

Not subject to regulatory capital requirements or subject to deduction from capital

Carrying values as reported in published financial statements

Carrying values under scope of regulatory consolidation

Subject to the credit risk framework

Subject to the CCR framework

Subject to the securitization framework

Subject to the market risk framework

Liabilities (in millions of euros)

Due to central banks Financial liabilities at fair value through profit or loss

144,885

142,710

94,646

588

108,167

21,383

Hedging derivatives

710

710

710

(156)

Due to banks

104,318 94,571 32,574

101,157 94,769 32,139

16,443 53,835

13,915 53,766

84,715 40,934 32,139

Customer deposits

Debt securities

Revaluation adjustments on portfolios hedged against interest rate risk Current tax liabilities Deferred tax liabilities Accrual accounts and other liabilities Liabilities on non-current assets held for sale Insurance companies’ technical reserves Contingency reserves Subordinated debt Shareholders' equity (Group share) Share capital and reserves

138 532 620

138 451 346

138 451 346

37,936

28,073

28,073

698

76,601

1,742 3,674

1,589 3,035

19

1,570 3,035

19,795

19,795

19,795

10,976

10,976

10,976

Consolidated reserves

6,697

6,697

6,697

Unrealized or deferred gains or losses

772

772

772

Other gains or losses

(318) 1,669 1,192

(318) 1,669

(318) 1,669

Net income

Minority interests

137

137

TOTAL LIABILITIES

519,986

425,049

19

165,634

588

175,692

232,716

Note: Carrying values under scope of regulatory consolidation do not equal the sum of risk type breakdown. An exposure can be subject to several risk types

120

Natixis Registration Document 2017