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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