NATIXIS - Universal registration document and financial report 2019

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management

Breakdown of financial liabilities by contractual maturity

3.2.7.5 (Data certified by the Statutory Auditors in accordance with IFRS 7)

Breakdown of financial liabilities by contractual maturity

31/12/2019

Less than 1 month

More than 5 years Undated

1 to 3 months

3 to 6 months

6 months to 1 year

1 to 2 years

2 to 5 years

Total Demand

(in billions of euros)

Amounts due to central banks Other financial liabilities held for trading purposes — excluding trading derivatives

0.0

0.0

129.9

8.1 8.1

72.0 71.9

11.5 11.2

3.7 2.5

4.9 1.3

2, 4 0.6

4.0 0.4

4.8 0.1

18.6

o/w repurchase agreements 96.1

3

Secured debt Unsecured debt

- -

- -

- -

- -

- -

- -

- -

- -

- -

Financial liabilities at fair value through profit or loss

30.7

- - - -

1.5

6.7

2.1

4.0

4.1

8.8

3.4

o/w repurchase agreements

-

- -

-

-

-

-

-

-

Secured debt Unsecured debt

1.0

0.9 2.2

0.1 2.0

0.0 4.0

0.0 4.1

0.0 8.8

0.0 3.0

25.6 59.7

1.4

Trading derivatives Hedging derivatives Amounts due to banks

59.7

0.7

0.7 0.1

72.9

8.8 0.6

10.1

15.0

5.6 0.6 1, 2

7.6 0.8 1.9

8.7

16.1

1.0

o/w repurchase agreements

6.9

0.8 3.2 0.1 5.2 0.0

4.2 4.2

-

-

-

Customer deposits

30.4

17.0

0.1

0.3

1.0

1.4

o/w repurchase agreements

0.1

0.0

-

-

-

-

-

-

Debt securities

47.7

- -

14.3

12.9

11.7

0.5 0.2

2.0 0.8

1, 2 0.3

o/w covered bonds

1.3

0.0

0.0

0.0

Revaluation adjustments on portfolios hedged against interest rate risk

0.2 4.2

0.2 0.0

Subordinated debt

-

0.0

0.0

0.0

0.0

1.4

2.0

0.7

Total

376.3

33.9

92.0

51.7

25.5

30.1 17.3 33.1 12.1

80.7

NB. The table does not take account of the run-off of insurance technical reserves, financial commitments or financial guarantees granted. In accordance with accounting standard IFRS 7, it also excludes miscellaneous debts, accrued liabilities, general provisions, shareholders’ equity (including issues of tier one hybrid securities reclassified as equity in the consolidated accounts under IAS) and reserves.

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019