NATIXIS - Universal registration document and financial report 2019
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
Carrying values of items
Not subject to regulatory capital require- ments or subject to deduction from capital
Carrying values under scope of regulatory consoli- dation
Carrying values as reported in published financial statements
Subject to the securiti- zation framework
Subject to the credit risk framework
Subject to the market risk framework
Subject to the CCR framework
Liabilities (in millions of euros)
Due to central banks Financial liabilities at fair value through profit or loss
3
218,279
216,988
(0)
156,347
154
169,503
41,814
Hedging derivatives
626
626
148
626
Deposits and loans due to banks and similar items Deposits and loans due to customers
71,927 30,485 47,375
70,376 30,742 47,025
5,532
2,191
64,845 30,621 47,025
(0)
121
(0) 32
Debt securities
(32)
Revaluation adjustments on portfolios hedged against interest rate risk
157 571 616
157 494 376
157 494 376
Current tax liabilities Deferred tax liabilities
(0)
Accrual accounts and other liabilities Liabilities on assets held for sale Liabilities related to insurance policies
16,148
15,937
0
15,937
100,545
Provisions
1,642 3,971
1,514 3,331
917
597
Subordinated debt
0 0
3,331
Shareholders’ equity (Group share) Share capital & reserves Consolidated reserves Gains and losses recognized directly in equity Non-recyclable gains and losses recognized directly in equity
19,396 11,036
19,396 11,036
19,396 11,036
5,583
5,583
0
5,583
1,093
1,093
0
1,093
(212) 1,897 1,430
(212) 1,897
(212) 1,897
Net income
Non-controlling interests
286
(0)
286
TOTAL LIABILITIES 225,506 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. 513,169 407,249 885 162,000 154 171,874
159
www.natixis.com
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019
Made with FlippingBook Annual report