NATIXIS - Universal registration document and financial report 2019
5 FINANCIAL DATA
Consolidated financial statements and notes
At December 31, 2018
Gross carrying amount
Impairment or provisions for expected credit losses
PD scale
PD scale
Net
10.00 to < 100.0
10.00 to < 100.0
0.00 to < 0.15
0.15 to < 0.25
0.25 to < 0.50
0.50 to < 0.75
0.75 to < 2.50
2.50 to < 10.0
100.0 (default)
0.00 to < 0.15
0.15 to < 0.25
0.25 to < 0.50
0.50 to < 0.75
0.75 to < 2.50
2.50 to < 10.0
100.0 (default)
(in millions of euros)
Debt instruments at fair value through other comprehensive income
10,672
0 0 0 0 9 9 0 0
0 0 0 0 0 0 0 0
0 0 0 0 1 1 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 3 3 0 0
0 0 0 0
0 0 0 0 6 0 6 0
0 0 0 0 0 0 0 0 0 0 0 0 6 0 6 0 3 1 2 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 1 0 1 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 10,672 0 10,669
S1 S2 S3
10,669
4 0
0 0
4 0
Securities at amortized cost
1,111
206
132 1,193
S1 S2 S3
969 142
0 0
0 0
982 136
0
206
132
75
Loans and receivables due from credit institutions and similar items at amortized cost
26,400
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
49
2 0 2 0
0 0 0 0
48 26,398
S1 S2 S3
25,806
0 0
0 25,806
594
0
592
0
49
48
0
Loans and receivables due from customers at amortized cost
65,554 47,778 17,776
460
629
424
622
294
146 2,387
118
0 1,114 69,278
S1 S2 S3
381
609
424
622
294
146
0 0
31 87
0 0 0 0 0 0 0 0 0 0 0
0 50,223 0 17,782
79
20
0 0
0 0
0 0
0 0
0
0
0
2,387
0
1,114
1,273
Financing commitments given
49,002
974
0 0 0 0 2 0 2 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
55
63 12 51
5 0 0 5
S1 S2 S3
42,326
964
0 0
6,677
11
0
0
55
0
Guarantee commitments given
29,609
10
74
13
20
S1 S2 S3
24,669
0
0 0
3
0 0
4,940
10
10
0
0
74
0
20
TOTAL AT DECEMBER 31, 2018 182,349 1,453
631
425
622
294
149 2,771
202
9
1
0
0
0
0 1,320
Guarantees received for instruments impaired under IFRS 9 11.2.2 The following table presents the exposure of all of Natixis's financial assets to credit and counterparty risk. This exposure to credit risk (determined without taking into account the effect of unrecognized netting and collateral) and counterparty risk is equal to the net carrying amount of the financial assets.
31/12/2019
31/12/2018
Guarantees
Guarantees
Classification of impaired financial instruments (a) (in millions of euros)
Maximum risk exposure (b) Impairment
Maximum exposure net of impairment (c)
Maximum exposure net of impairment (3)
Personal guarantees Collateral
Maximum risk exposure (b)
Personal guarantees Collateral
Impairment
Debt securities – FVOCI R Loans and receivables due from banks – FVOCI R Customer loans and receivables – FVOCI R Debt securities at amortized cost Loans and receivables due from banks at amortized cost Customer loans and receivables at amortized cost
155
(147)
8
206
(132)
75
57
-
48
(48)
0
48
(47)
0
-
-
3,072
(1,255)
1,817
298
945
2,388
(1,114)
1,274
282
577
Financing commitments given Guarantee commitments given
76
(13) (41)
63 88
5
21 26
119
(5)
114
8 5
0
129
26
74
(20)
54
13
TOTAL
3,480
(1,504)
1,976
328
992
2,834
(1,319)
1,516
352
589
Assets impaired after their origination/acquisition (Stage 3) or on their origination/acquisition (POCI). (a) Gross carrying amount. (b) Carrying amount on the balance sheet. (c)
350
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019
Made with FlippingBook Annual report