2020 Universal registration document and annual financial report - BNP PARIBAS236
4 Consolidated finanCial statements for the year ended 31 deCemBer 2020
4
Notes to the financial statements
In millions of euros, at 31 December 2020
Gross amounts of financial
liabilities
Gross amounts set off on the
balance sheet
Net amounts presented on
the balance sheet
Impact of Master Netting
Agreements (MNA) and
similar agreements
Financial instruments
given as collateral Net amounts
Liabilities
Financial instruments at fair value through profit or loss
Securities 94,263 94,263 94,263
Deposits and repurchase agreements 413,644 (125,049) 288,595 (42,250) (231,061) 15,284
Issued debt securities 64,048 64,048 64,048
Derivative financial instruments (including derivatives used for hedging purposes) 692,258 (396,329) 295,929 (196,222) (53,721) 45,986
Financial liabilities at amortised cost 1,088,648 1,088,648 (1,280) (6,996) 1,080,372
of which repurchase agreements 8,738 8,738 (1,280) (6,996) 462
Accrued expense and other liabilities 107,846 107,846 (36,263) 71,583
of which guarantee deposits received 61,454 61,454 (36,263) 25,191
Other liabilities not subject to offsetting 431,813 431,813 431,813
TOTAL LIABILITIES 2,892,520 (521,378) 2,371,142 (239,752) (328,041) 1,803,349
In millions of euros, at 31 December 2020
Gross amounts of financial
assets
Gross amounts set off on the
balance sheet
Net amounts presented on
the balance sheet
Impact of Master Netting
Agreements (MNA) and
similar agreements
Financial instruments received as
collateral Net amounts
Assets
Financial instruments at fair value through profit or loss
Securities 167,927 167,927 167,927
Loans and repurchase agreements 369,927 (125,049) 244,878 (42,976) (190,936) 10,966
Derivative financial instruments (including derivatives used for hedging purposes) 688,709 (396,329) 292,380 (196,222) (40,626) 55,532
Financial assets at amortised cost 946,831 946,831 (554) (2,460) 943,817
of which repurchase agreements 3,155 3,155 (554) (2,460) 141
Accrued income and other assets 140,904 140,904 (51,135) 89,769
of which guarantee deposits paid 103,199 103,199 (51,135) 52,064
Other assets not subject to offsetting 695,571 695,571 695,571
TOTAL ASSETS 3,009,869 (521,378) 2,488,491 (239,752) (285,157) 1,963,582
