AFD - 2018 Registration document

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RISK MANAGEMENT

Basel III Pillar 3

❙ Guarantee commitments – geographic spread

2017

2018

French Overseas Departments and Collectivities

French Overseas Departments and Collectivities

Foreign countries

Foreign countries

Total

Total

In millions of euros

Guarantee commitments given – credit institutions

75

-

75

82

-

82

Guarantee commitments given – customers

427 502

95 95

523 597

418 500

85 85

503 585

GUARANTEE COMMITMENTS

4.2.5.1.1.3 Breakdown of contractual residual maturities of the entire portfolio ❙ Breakdown of assets by residual maturity

Less than 3 months

3 months to 1 year

1 year to 5 years

More than

5 years Undetermined

Total

In thousands of euros

Financial assets at fair value through profit and loss

0

73,528

37,561 137,194 2,165,104 2,413,386

Hedging derivatives

165,093

884 517,055 1,141,207

1,824,239

Financial assets available for sale

0

0

Financial assets at fair value through equity

1,464,695 1,464,695 1,301,006 1,301,006

Securities at amortised cost

Loans and receivables due from credit institutions and equivalent at amortised cost Loans and receivables due from customers at amortised cost

2,574,936 482,411 1,938,253 2,126,424

7,122,024

960,347 1,624,716 8,165,414 15,735,287

26,485,764

Subtotal

3,700,376 2,181,540 10,658,283 19,140,111 4,930,805 40,611,114

Cash, due from central banks

1,399,405

1,399,405

Equity stakes in companies accounted for by the equity method

150,105 150,105

TOTAL

5,099,780 2,181,540 10,658,283 19,140,111 5,080,910 42,160,625

4.2.5.1.1.4 Total impaired loans and provisions by major counterparty category and major geographic area: Impaired loans and impairments recorded by counterparty category are presented in Note 5.2 to the financial statements – “Receivables due from credit institutions and customers”. ❙ The Group’s loan portfolio in gross and net values, with impaired assets separated out

Outstandings net of impairments

Outstandings

Impairments

in millions of euros

Foreign countries Sovereign of which doubtful Non-sovereign  of which doubtful

16,254,359

85,493 85,493 508,190 319,745

16,169,866

103,536

18,043

10,932,392

10,424,202

512,489

192,743

French Overseas Departments and Collectivities Non-sovereign

5,458,871

70,056 70,056

5,388,815

of which doubtful

284,892

214,837

Other outstanding loans

100,545

100,545

TOTAL

32,746,167

663,738 475,294

32,082,428

of which doubtful

900,917

425,623

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REGISTRATION DOCUMENT 2018