NATIXIS - Universal registration document and financial report 2019

FINANCIAL DATA Consolidated financial statements and notes

9.4.6 (in millions of euros)

Held-to-maturity financial assets

31/12/2018

31/12/2019

Government securities

636 636

1,002 1,002

Gross value Provisions

0

0

Bonds

282 282

289 290

Gross value Provisions

(1)

(1)

TOTAL

918

1,291

9.4.7

Fair value of financial assets valued at amortized cost on the balance sheet

31/12/2019

31/12/2018

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 o/w loans and receivables

682 612

682 612

3 3

679 609

378 371

378 371

4 4

374 368

Other

70

70

70

6

6

6

Loans and receivables due from customers o/w loans and receivables Held-to-maturity assets TOTAL FINANCIAL ASSETS

13,312 13,312 13,312 13,312

51 13,259 51 13,259

2 2 2 4

12,760 12,760 12,760 12,760

47 12,712 47 12,712

918 1,124 1,051

71

1,291 1,506 1,345

157

3 3

14,912 15,118 1,106 14,009

14,428 14,643 1,396 13,244

5

9.5

Liabilities related to insurance policies

(in millions of euros)

31/12/2018

31/12/2019

Technical reserves

90,018 48,724 12,164 20,161

79,732 43,703

Technical reserves relating to insurance policies Technical reserves relating to unit-linked policies

9,845

Technical reserves relating to financial contracts with a discretionary profit sharing feature Technical reserves relating to financial contracts without a discretionary profit sharing feature

20,118

-

-

Technical reserves relating to unit-linked policies

4,930 4,039

3,951 2,115 9,800

Deferred profit-sharing liabilities

Debts arisiing from insurance and reinsurance activities Debts arising from insurance and assumed reinsurance activities

10,489

475

398

Debts arising from ceded reinsurance activities

10,015

9,402

Derivatives

39 39

7 7

Derivative instruments not eligible for hedge accounting

Hedging derivatives

-

-

Other liabilities relating to insurance politicies

-

-

TOTAL

100,545

89,538

341

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019