NATIXIS_REGISTRATION_DOCUMENT_2017
5 FINANCIAL DATA
Consolidated financial statements and notes
At December 31, 2016
12.31.2016
Asset Management
Structured Financing Other activities
Securitization
Total
(in millions of euros)
Financial assets at fair value through profit or loss
234
9,380
718
150 108
10,482
Trading derivatives
45 99
422
98
673
Trading instruments (excluding derivatives) Financial instruments at fair value through profit or loss
4,087
350
42
4,578
90
4,871 1,978 2,295
269
-
5,231 2,432
Available-for-sale financial assets
409
21
23
Loans and receivables
1,809
12,962
1,456
18,522
Held-to-maturity financial assets
-
-
-
-
-
Other assets
8
38
13
3
62
TOTAL ASSETS
2,460
13,692
13,715
1,632
31,499
Financial liabilities at fair value through profit or loss (derivatives)
41
182
467
42 27
733
Provisions
-
1
4
32
TOTAL LIABILITIES
41
183 245
471
69
764
Financing commitments given
3,959
1,882 1,430 3,073 2,716
1,009
7,095 8,798 3,166 5,267
Guarantees given Guarantees received
211
7,151
6
12
1
80
Notional amount of sales of options and CDS
1,709
116
726
MAXIMUM EXPOSURE TO RISK OF LOSS
8,327
21,203
16,666
3,266
49,461
SIZE OF STRUCTURED ENTITIES 308,118 For Asset Management entities, guarantees given correspond to capital and/or performance guarantees given to mutual funds (see Note 4.1.3). 80,079 148,202 78,519 1,318
Non-consolidated structured entities 4.3 in which Natixis is involved only as a sponsor With respect to information that must be disclosed under IFRS 12, Natixis sponsors a structured entity when the two followingindicatorsare bothmet: Natixis is involved in the creation and structuring of the a structuredentity;and Natixis contributes to the entity’s success by transferring a assets to it or by managing the structured entity’s relevant activities.
Where Natixis’ participation is simply as an advisor, arranger, custodianor placementagent, the structuredentity is presumed not to be sponsoredby Natixis. Natixisplays the role of sponsorfor: mutual funds initiated by a Natixis managementcompany and a in which Natixis holds no stake nor any other interest. Reported income includes management and incentive fees receivedby Natixis,as well as profits and losses resultingfrom ongoingtransactionswith these funds; a US activity consisting of originating and selling real estate a loans to securitization vehicles, created by Natixis with third partiesand in whichNatixisholds no interest.Reportedincome includesstructuringfees as well as capital gains and losses on the assignmentof receivables.
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Natixis Registration Document 2017
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