NATIXIS - Universal registration document and financial report 2019

FINANCIAL DATA Consolidated financial statements and notes

31/12/2019

31/12/2018

Asset Mana- gement

Asset Mana- gement

Securi- tization

Structured Financing

Other activities

Excluding Insurance business investments (in millions of euros)

Securi- tization

Structured Financing

Other activities

Total

Total

Financial assets at fair value through profit or loss

622

1,565

1,224

598 456 128

4,009

450

1,170

1,021

399

3,040

Trading derivatives

44

109 445

312 689

920

8

70

131 702

334

542

Trading instruments (excluding derivatives) Financial instruments measured using the fair value option

497

1,759

371

153

51

1,277

-

-

0

-

0

-

-

-

-

-

Financial instruments to be valued at fair value through profit or loss

81

1,012

223

14

1,330

71

947

188

14

1,221

Financial assets at fair value through equity

-

-

3

0

3

-

-

3

0

3

Financial assets at amortized cost

6,368

1,248

11,370

708

19,695

5,979

1,638

12,217

696

20,531

Other assets

14

43

7

6

71

14

40

19

19

92

TOTAL ASSETS

7,005

2,857

12,604

1,313

23,778

6,443

2,848

13,260

1,114

23,666

Financial liabilities at fair value through profit or loss (derivatives)

45

90

903

182

1,221

19

204

585

192

1,000

Provisions

2

0

15

2

19

6

0

13

2

21

TOTAL LIABILITIES

48

90

918

184 394

1,240 8,985 3,840 4,171 5,974

25

204 245

598

194 439

1,021 6,982 7,663 3,438 3,610

Financing commitments given Guarantee commitments given

5,554

246 204

2,792 3,399 3,899 5,043

3,918

2,380 2,471 3,177 2,788

225 243 555

11 28

261

4,927

4

Guarantees received

- -

-

1

260 262

Notional amount of sales of options and CDS

377

405

155

MAXIMUM EXPOSURE TO RISK OF LOSS

13,092

3,307

19,923

2,065

38,387

11,021

8,175

17,709

1,557

38,462

31/12/2019

31/12/2018

Asset Mana- gement

Asset Mana- gement

Insurance business investments (in millions of euros)

Securi- tization

Structured Financing

Other activities

Securit- ization

Structured Financing

Other activities

Total

Total

Financial assets at fair value through profit or loss

-

8,594

-

-

8,594

-

9,157

-

-

9,157

Trading derivatives

- -

-

- -

- -

-

- -

-

- -

- -

-

5

Trading instruments (excluding derivatives) Financial instruments measured using the fair value option

2,202

2,202

4,663

4,663

-

6,392

-

-

6,392

-

4,494

-

-

4,494

Available-for-sale financial assets

557

3,809

- - - - -

- - - - -

4,366

908

2,994

- - - - -

- - - - -

3,902

Loans and receivables

- -

- - -

- -

- -

- - -

- -

Held-to-maturity financial assets

Other assets

0

0

0

0

TOTAL ASSETS

557

12,403

12,961

908

12,151

13,059

Financial liabilities at fair value through profit or loss (derivatives)

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

Provisions

TOTAL LIABILITIES

-

-

-

-

-

-

-

-

-

-

Financing commitments given Guarantee commitments given

53

297

- - - -

- - - -

350

344

189

- - - -

- - - -

534

- - -

- - -

- - -

- - -

- - -

- - -

Guarantees received

Notional amount of sales of options and CDS

MAXIMUM EXPOSURE TO RISK OF LOSS

611

12,700

-

-

13,311

1,253

12,340

-

-

13,593

31/12/2019

31/12/2018

Asset Mana- gement

Asset Mana- gement

Securi- tization

Structured Financing

Other activities

Securi- tization

Structured Financing

Other activities

Total

(in millions of euros)

Total

Size of structured entities

102,953

196,157

81,478

792

381,380

97,156

209,688

70,984

1,137

378,965

261

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