NATIXIS - Universal registration document and financial report 2019

FINANCIAL DATA Consolidated financial statements and notes

8.5.4

Fair value of financial assets and liabilities at amortized cost

Financial assets

At December 31, 2019

At December 31, 2018

Carrying amount

Fair value Level 1 Level 2 Level 3

Carrying amount

Fair value Level 1 Level 2 Level 3

(in millions of euros)

Loans and receivables due from banks at amortized cost Current accounts overdrawn

48,115 48,580

48,276

303 27,285 27,558

26,533 1,026

5,782

5,785

5,782

5,697

5,699

5,699

Loans and receivables

40,357 40,819

40,516

303 20,641 20,911

19,885

1,026

Reverse repurchase agreements

1,936

1,937

1,937

914

915

915

Other

40

40

40

33

33

33

Loans and receivables due from customers at amortized cost Current accounts overdrawn Other loans and receivables Reverse repurchase agreements

71,089 71,281

49,262 22,019 69,279 69,997

48,486 21,511

2,632

2,632

2,632

3,484

3,484

3,484

62,436 62,628

40,742 21,886 59,986 60,705

39,338 21,367

3,541

3,541

3,541

3,144

3,144

3,144

Finance leases

40

40

40

35

35

35

Factoring

2,346

2,346

2,346

2,509

2,509

2,509

Security deposits paid

93

93

93

109

109

109

Other

1

1

1

11

11

11

Debt instruments in the form of securities at amortized cost TOTAL FINANCIAL ASSETS

1,558 1,609 120,762 121,471

686

923 1,193 1,229

461

767

5

98,224 23,245 97,757 98,784

75,480 23,304

Financial liabilities

At December 31, 2019

At December 31, 2018

Carrying amount

Fair value Level 1 Level 2 Level 3

Carrying amount

Fair value Level 1 Level 2 Level 3

(in millions of euros)

Due to banks

71,928 72,174 64,917 65,162

71,949 64,937

225 73,234 73,311 225 64,365 64,443

73,145 64,277

166 166

o/w accounts and deposits o/w repurchase agreements o/w security deposits received

6,888

6,888

6,888

8,755

8,754

8,754

65 58

65 58

65 58

88 26

88 26

88 26

o/w other

Customer deposits

30,485 30,489 28,320 28,324

28,663 1,826 35,991 35,992

34,382 1,610

o/w accounts and deposits o/w repurchase agreements

26,944

1,380 33,802 33,803

32,202

1,601

121

121

121

63

63

63

o/w other

2,044

2,044

1,597

446 2,126

2,126

2,118

8

Debt securities

47,375 47,376 3,971 4,307

44,861 2,515 34,958 34,959

32,839 2,120

Subordinated debt

3,686

622 3,964 4,284

3,904

380

TOTAL FINANCIAL LIABILITIES 153,759 154,346

149,159 5,187 148,146 148,546

144,270 4,276

311

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019