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