2019 Universal registration document and annual financial report - BNP PARIBAS 243
4Consolidated finanCial statements for the year ended 31 deCemBer 2019
4
Notes to the financial statements
The Group s assets and liabilities related to the interests held in sponsored structured entities are as follows:
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
In millions of euros, at 31 December 2018 Securitisation Funds Asset
Financing Others Total
INTERESTS ON THE GROUP BALANCE SHEET
ASSETS
Financial instruments at fair value through profit or loss 213 806 8 1,015 2,042
Derivatives used for hedging purposes 212 490 163 90 955
Financial instruments at fair value through equity 149 24 173
Financial assets at amortised cost 14,129 224 811 65 15,229
Other assets 142 1 143
Financial investments of insurance activities 21,978 399 22,377
TOTAL ASSETS 14,703 23,664 983 1,569 40,919
LIABILITIES
Financial instruments at fair value through profit or loss 53 803 1,544 2,400
Derivatives used for hedging purposes -
Financial liabilities at amortised cost 738 14,113 128 1,079 16,058
Other liabilities 186 85 1 272
TOTAL LIABILITIES 791 15,102 213 2,624 18,730
MAXIMUM EXPOSURE TO LOSS 19,641 23,853 1,559 2,005 47,058
SIZE OF STRUCTURED ENTITIES(1) 99,642 253,140 3,544 13,419 369,745
(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.
