2020 Universal registration document and annual financial report - BNP PARIBAS 237
4Consolidated finanCial statements for the year ended 31 deCemBer 2020
4
Notes to the financial statements
In millions of euros, at 31 December 2019
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 65,490 65,490 65,490
Deposits and repurchase agreements 370,765 (155,672) 215,093 (44,684) (163,430) 6,979
Issued debt securities 63,758 63,758 63,758
Derivative financial instruments (including derivatives used for hedging purposes) 535,428 (283,427) 252,001 (179,483) (39,920) 32,598
Financial liabilities at amortised cost 919,234 919,234 (1,624) (5,942) 911,668
of which repurchase agreements 7,821 7,821 (1,624) (5,942) 255
Accrued expense and other liabilities 102,749 102,749 (30,939) 71,810
of which guarantee deposits received 58,751 58,751 (30,939) 27,812
Other liabilities not subject to offsetting 434,543 434,543 434,543
TOTAL LIABILITIES 2,491,967 (439,099) 2,052,868 (225,791) (240,231) 1,586,846
In millions of euros, at 31 December 2019
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 131,935 131,935 131,935
Loans and repurchase agreements 352,599 (155,672) 196,927 (45,772) (143,292) 7,863
Derivative financial instruments (including derivatives used for hedging purposes) 543,166 (283,427) 259,739 (179,483) (34,902) 45,354
Financial assets at amortised cost 935,923 935,923 (536) (1,679) 933,708
of which repurchase agreements 2,307 2,307 (536) (1,679) 92
Accrued income and other assets 113,535 113,535 (38,342) 75,193
of which guarantee deposits paid 75,478 75,478 (38,342) 37,136
Other assets not subject to offsetting 526,654 526,654 526,654
TOTAL ASSETS 2,603,812 (439,099) 2,164,713 (225,791) (218,215) 1,720,707
