NATIXIS -2020 Universal Registration Document
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management
Breakdown of financial liabilities by contractual maturity
3.2.7.5 (Data certified by the Statutory Auditors in accordance with IFRS 7)
Breakdown of financial liabilities by contractual maturity
31/12/2020
Less than 1 month
1 to 3 months
3 to 6 months
6 months to 1 year
1 to 2 years
2 to 5 years
Over 5 years Undated
Total Demand
(in billions of euros)
Central banks
0.0
0.0
Other financial liabilities held for trading purposes – excluding trading derivatives
131.8
4.3 4.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
81.0 80.6
8.9 7.9 0.0 0.3 6.0 0.0 0.0 2.5 0.0 0.0
2.4 1.3 0.0 0.0 2.5 0.0 0.0 2.4 0.0 0.0 1.4 0.8 0.0 6.6 0.0
4.0 0.9 0.0 0.0 3.6 0.0 0.0 3.6 0.0 0.0 1.0 0.9 0.0 8.0 0.1
2.0 0.2 0.0 0.0 4.4 0.0 0.0 4.4 0.0 0.0 7.9 0.9 0.2 0.0 0.7 0.3
4.3 0.0 0.0 0.0 8.7 0.0 0.0 8.7 0.0 0.0 0.0 0.2 0.0 0.6 0.5
4.2 0.1 0.0 0.0 1.6 0.0 0.0 1.4 0.0 0.0 1.1 0.0 1.1 0.0 1.4 0.3
20.6
o/w repurchase agreements
95.3
0.0 0.0 0.0 0.0 0.0 0.0 0.0
3
Secured debt Unsecured debt
0.0 0.3
0.0 0.0
Financial liabilities designated at fair value through profit or loss o/w repurchase agreements
27.9
1.1 0.0 0.0 1.0 0.0 0.0 3.7 4.5 2.9 0.0 6.6 0.0
0.0 0.1
Secured debt Unsecured debt
23.9 49.9
Trading derivatives Hedging derivatives Amounts due to credit institutions
49.9
0.5
0.5
84.7
12.8
17.5
10.1
14.1
17.4
0.1 0.0 1.3 0.0 0.0 0.0
o/w repurchase agreements Amounts due to customers o/w repurchase agreements
9.1
0.0
1.2 2.2 0.0
30.2
20.7
0.0
0.0 0.0 0.0
Debt securities
35.7
11.8
o/w covered bonds
1.3
0.0
Revaluation adjustment on portfolios hedged against interest rate risk
0.2 4.1
0.0 0.0
0.0 0.0
0.0 0.0
0.0 0.9
0.0 0.6
0.0 1.1
0.0 1.0
0.0 0.2 9.7
0.2 0.3
Subordinated debt
TOTAL
365.1
37.8
95.3
46.3
23.2
31.2
16.3
32.2
73.0
The information contained in the above table excludes Insurance activities.
159
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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020
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