2020 Universal registration document and annual financial report - BNP PARIBAS 257
4Consolidated finanCial statements for the year ended 31 deCemBer 2020
4
Notes to the financial statements
In millions of euros, at 31 December 2020 Securitisation Funds Asset
Financing Others Total
INTERESTS ON THE GROUP BALANCE SHEET
ASSETS
Financial instruments at fair value through profit or loss 169 818 11 316 1,314
Derivatives used for hedging purposes 55 511 140 4 710
Financial instruments at fair value through equity 231 231
Financial assets at amortised cost 14,172 367 1,168 9 15,716
Other assets 203 1 204
Financial investments of insurance activities 19,231 19,231
TOTAL ASSETS 14,627 21,130 1,319 330 37,406
LIABILITIES
Financial instruments at fair value through profit or loss 80 574 1 786 1,441
Derivatives used for hedging purposes -
Financial liabilities at amortised cost 820 11,115 130 760 12,825
Other liabilities 2 158 105 4 269
TOTAL LIABILITIES 902 11,847 236 1,550 14,535
MAXIMUM EXPOSURE TO LOSS 23,096 21,938 1,674 632 47,340
SIZE OF STRUCTURED ENTITIES(1) 117,188 305,525 4,945 6,438 434,096
In millions of euros, at 31 December 2019 Securitisation Funds Asset
Financing Others Total
INTERESTS ON THE GROUP BALANCE SHEET
ASSETS
Financial instruments at fair value through profit or loss 161 339 1 3,129 3,630
Derivatives used for hedging purposes 93 680 88 38 899
Financial instruments at fair value through equity 294 294
Financial assets at amortised cost 15,784 117 891 9 16,801
Other assets 192 1 4 197
Financial investments of insurance activities 14,710 14,710
TOTAL ASSETS 16,332 16,038 981 3,180 36,531
LIABILITIES
Financial instruments at fair value through profit or loss 65 619 3,787 4,471
Derivatives used for hedging purposes -
Financial liabilities at amortised cost 1,255 9,033 207 795 11,290
Other liabilities 2 188 68 3 261
TOTAL LIABILITIES 1,322 9,840 275 4,585 16,022
MAXIMUM EXPOSURE TO LOSS 22,932 16,630 1,196 3,448 44,206
SIZE OF STRUCTURED ENTITIES(1) 150,608 254,702 2,880 9,058 417,248
(1) The size of sponsored structured entities equals the total assets of the structured entity for securitisation vehicles, the net asset value for funds (excluding management mandates) and the structured entity s total assets or the amount of the BNP Paribas Group s commitment for asset financing and other structures.
