NATIXIS -2020 Universal Registration Document

5 FINANCIAL DATA

Consolidated financial statements and notes

Financing commitments reconciliation table

Financing commitments 31/12/2020

Unimpaired commitments for which expected credit losses are measured over 12 months (S1 bucket)

Unimpaired commitments for which expected credit losses are measured on a lifetime basis (S2 bucket)

Commitments impaired after their origination/

Commitments impaired on origination/ acquisition

acquisition (S3 bucket)

TOTAL

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

(in millions of euros)

BALANCE AT 01/01/2019 43,290

(13)

6,609

(51)

46

(3)

87

(4)

50,032

(71)

New OBS commitments originated or purchased Variations linked to changes in credit risk parameters (excluding transfers) Transfers of financing commitments

11,345

(3)

343

(1)

0

0

0

0 11,688

(4)

(2,863)

4 (2,546)

3

(47)

(4)

(5)

2 (5,462)

5

(1,188)

(3) (4)

1,146 (256) 1,418

3 4

43

(1)

0 0 0 0

0 0 0 0

Transfers to S1 Transfers to S2 Transfers to S3

256

0

0 0

(1,415)

1 0

(2)

(3) 45

(29)

(16)

1

(1)

Transfer to non-current assets held for sale Fully sold, called or matured commitments Variations linked to changes in exchange rates Changes in the model used New OBS commitments originated or purchased Variations linked to changes in credit risk parameters (excluding transfers) Transfers of financing commitments Other changes (a)

0

0

0

0

0

0

0

0

(5,148)

1

(418)

0

(21)

1

0

0 (5,586)

2

296

0

80

(1)

0

0

0

0

376

(1)

0

795

(1)

376

(1)

55 76

(5)

(73)

2

1,153

(6)

BALANCE AT 31/12/2019 46,527

(15)

5,590

(48)

(12)

9

0 52,201

(76)

10,595

(10)

1,258

(8)

0

0

3

0 11,855

(18)

4,173

(10)

(1,804)

(28)

(82)

10

7

(0)

2,293

(29)

(1,721)

(1) (4)

1,647 (976) 2,684

1 4

74 (2) (1) 77

(0)

(0) (0) (0)

(0) (0) (0)

Transfers to S1 Transfers to S2 Transfers to S3

978

0 0

(2,683)

3 0

(4)

(16)

(61)

0

(0)

0

0

Transfer to non-current assets held for sale Fully sold, called or matured commitments

0

0

0

0

0

0

0

0

0

0

(5,864)

1

(316)

2

(4)

0

(4)

0 (6,188)

3

Variations linked to changes in exchange rates (1,637)

1

(276)

3

(2)

0

(0)

0 (1,916)

4 0 2

Changes in the model used

Other changes (b)

729

2

64

0

(11)

0

0

0

782

BALANCE AT 31/12/2020 52,801

(32)

6,162

(79)

51

(2)

14

0 59,029

(114)

Gross Bucket S1 exposures comprise outstandings with the retail banking entities of the SFS division sold to BPCE. (a) Including the exit of Coface. (b)

384

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020

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