NATIXIS_PILLAR_III_2017_EN
3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Prudential consolidation scope
Carrying values of items:
Not subject to regulatory capital requirements or subject to deduction from capital
Carrying values as reported in published financial statements
Carrying values under scope of regulatory consolidation
Subject to the credit risk framework
Subject to the market risk framework
Subject to the CCR framework
Subject to the securitization framework
LIABILITIES (in millions of euros)
Due to central banks Financial liabilities at fair value through profit or loss
144,885
142,710
94,646
588 108,167
21,383
Hedging derivatives
710
710
710
(156)
Due to banks
104,318 94,571 32,574
101,157 94,769 32,139
16,443 53,835
13,915 53,766
84,715 40,934 32,139
Customer deposits
Debt securities
Revaluation adjustments on portfolios hedged against interest rate risk
138 532 620
138 451 346
138 451 346
Current tax liabilities Deferred tax liabilities
Accrual accounts and other liabilities Liabilities on non-current assets held for sale Insurance companies’ technical reserves
37,936
28,073
28,073
698
76,601
Contingency reserves Subordinated debt
1,742 3,674
1,589 3,035
19
1,570 3,035
Shareholders’ equity (Group share): Share capital and reserves
19,795 10,976
19,795 10,976
19,795 10,976
Consolidated reserves
6,697
6,697
6,697
Unrealized or deferred gains or losses
772
772
772
Other gains or losses
(318) 1,669 1,192
(318) 1,669
(318) 1,669
Net income
Minority interests
137
137
TOTAL LIABILITIES 232,716 Note: Carrying values under the scope of regulatory consolidation do not equal the sum of their values after being broken down by risk type. An exposure can be subject to several risk types. 519,986 425,049 19 165,634 588 175,692
32
NATIXIS Risk report Pillar III 2017
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