NATIXIS - Universal registration document and financial report 2019

FINANCIAL DATA Consolidated financial statements and notes

8.4.1

Reconciliation table for financial assets at fair value through recyclable other

comprehensive income The tables below show, for each class of instrument, changes over fiscal year 2019 in accounting items and impairments and provisions related to financial assets at fair value through other comprehensive income recyclable to income.

Financial assets at fair value through recyclable other comprehensive income Unimpaired

Unimpaired assets for which expected credit losses are measured on a lifetime basis (S2 bucket)

assets for which expected credit losses are measured over

Assets impaired after their origination/ acquisition (S3 bucket)

Assets impaired on origination/ acquisition

12 months (S1 bucket)

Total

Value adjust- ment for

Value adjust- ment for

Value adjust- ment for

Value adjust- ment for

Value adjust- ment for

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

credit losses

credit losses

credit losses

credit losses

credit losses

(in millions of euros)

BALANCE AT 01/01/2018 New originated or acquired contracts

9,863

0

42

(1)

6

9,911

(0)

3,533

(0)

3,533

(0)

Changes in contractual cash flows not giving rise to derecognition Variations linked to changes in

credit risk parameters (excluding transfers) Financial asset transfers

516

0

(0)

(2)

515

0 0 0

35 35

(0) (0)

(35) (35)

0 0

0

0

0 0

Transfers to S1

5

Transfers to S2 Transfers to S3 Contracts fully repaid or sold during the period Impairment in value (write-off) Variations linked to changes in exchange rates Changes in the model used

(3,473)

0

(4)

(3,477)

0 0

0

0

0

161

0

(3)

0

(0)

158

0 0

Other changes

34

(0) (0)

34

(0) (0)

BALANCE AT 31/12/2018 New originated or acquired contracts

10,670

4

(0)

(0)

0

0

0 10,673

1,956

(0)

1,956

(0)

Changes in contractual cash flows not giving rise to derecognition

1

1

Variations linked to changes in credit risk parameters (excluding transfers) Financial asset transfers

(76) (33)

0 0

(0) 33

(76)

0

(0)

Transfers to S1 Transfers to S2

(33)

0

33

(0)

Transfers to S3 Contracts fully repaid or sold during the period Impairment in value (write-off) Variations linked to changes in exchange rates Changes in the model used Other changes BALANCE AT 31/12/2019

(775)

0

(775)

0

86

(0)

86

(0)

(299)

0

(4) 33

0

(303)

0

11,529

(0)

(0)

0

0

0

0 11,563

(0)

299

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019