NATIXIS - Universal registration document and financial report 2019

5 FINANCIAL DATA

Consolidated financial statements and notes

a) Amounts recognized on the balance sheet at December 31, 2019 The amount of the recognized provision on the liability side of the balance sheet corresponds to the value of the actuarial liabilities under the defined benefit plans, less the market value of the assets to hedge these benefit liabilities.

31/12/2019

31/12/2018

Post-employment defined-benefit plans

Other long-term employee benefits

Post-employment defined-benefit plans

Other long-term employee benefits

Supplementary pension benefits and other

End- of-career awards

Long- service awards

Supplementary pension benefits and other

End- of-career awards

Long- service awards

Other

Total

(in millions of euros)

Other

Total

Actuarial liabilities

622

238

54

127

1,042

526

215

51

144

936

Fair value of plan assets

(422)

(104)

0 0 0

0 0 0

(526)

(255) (147)

(102)

0 0 0

0 0 0

(357) (174)

Fair value of separate assets (a)

(32)

(28)

(61)

(27)

Effect of ceiling on assets

0

0

0

2

0

2

NET AMOUNT RECOGNIZED IN BALANCE SHEET

168 200

105 134

54 54

127 127

455 516

126 273

86

51 51

144 144

406 581

under liabilities

113

under assets

32

28

0

0

61

147

27

0

0

174

Separate asset components are for the most part segregated in the balance sheets of Natixis insurance subsidiaries (ABP Life Insurance), hedging the benefit liabilities of other entities within the Natixis group of consolidated (a) companies which were transferred to hedge the post-employment benefits of a few categories of employees.

b) Changes in recognized amounts on the balance sheet (Changes in actuarial liabilities)

31/12/2019

31/12/2018

Post-employment defined-benefit plans

Other long-term employee benefits

Post-employment defined-benefit plans

Other long-term employee benefits

Supplementary pension benefits and other

End- of-career awards

Long- service awards

Supplementary pension benefits and other

End- of-career awards

Long- service awards

Other

Total

(in millions of euros)

Other

Total

Actuarial liabilities at start of period

526

215

51

144

936

577

256

63

123

1,020

Changes recorded in income

(5)

3

5 4 0

(15)

(12)

(7)

5

(3)

18

14

Service cost

7

12

28

50

4 0

14

5 0

69

92

Past service cost

(2) (2)

0

0

(2) (2)

(0)

(0)

(0)

o/w plan liquidation and reduction

0

0

0

0

0

0

0

0

Interest cost

15

3

1

0

19

14

4

1

0

19

Benefits paid

(25)

(11)

(3)

(45)

(84)

(25)

(11)

(4)

(51)

(91)

o/w amounts paid out in respect of plan liquidation Revaluation adjustments on other long-term employee benefits Changes recognized directly in other comprehensive income with no recycling Revaluation adjustments – demographic assumptions Other

(11)

0

0

0

(11)

(11)

(6)

(2)

(28)

(48)

0 0

0 0

4 0

2 0

5

0

0

(1) (3)

(0)

(1) (4)

(1)

(0)

(1)

0

95

19

0

0

114

(45)

(15)

0

0

(61)

(3)

1

0

0

(2)

0

(7)

0

0

(6)

Revaluation adjustments – financial assumptions Revaluation adjustments – past-experience effect Translation adjustments

83

23

0

0

106

(26)

(7)

0

0

(34)

15

(5)

0

0

10

(19)

(1)

0

0

(21)

2

0

0

0

3

8

0

0

1

9

Changes associated with non-current assets held for sale (a)

0 0 5

0 0 0

0 0

0 0

0 0 2

(10)

(31)

(10)

(1)

(52)

Changes in scope

3

(0)

0 0

0 3

3 2

Other

(1)

(1)

(1)

0

Actuarial liabilities at end of period

622

238

54

127

1,042

526

215

51

144

936

Corresponds to the actuarial liabilities, at December 31, 2018, associated with the SFS entities recognized in non-current assets held for sale as at December 31, 2018 (see Notes 3.6 and 4.1). (a)

354

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019

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