2018 Registration document and annual fi nancial report - BNP PARIBAS 255
4CONSOLIDATED FINANCIAL STATEMENTS FOR THE YEAR ENDED 31 DECEMBER 2018
4
Notes to the fi nancial 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 2018 Securitisation Funds Asset
Financing Others Total
INTERESTS ON THE GROUP BALANCE SHEET
ASSETS
Financial instruments at fair value through profi t 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 profi t 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
In millions of euros, at 1 January 2018 Securitisation Funds Asset
Financing Others Total
INTERESTS ON THE GROUP BALANCE SHEET
ASSETS
Financial instruments at fair value through profi t or loss 219 968 11 1,134 2,332
Derivatives used for hedging purposes 201 407 154 40 802
Financial instruments at fair value through equity 24 76 38 92 230
Financial assets at amortised cost 9,929 372 931 76 11,308
Other assets 261 1 22 284
Financial investments of insurance activities 27,948 462 28,410
TOTAL ASSETS 10,373 30,032 1,135 1,826 43,366
LIABILITIES
Financial instruments at fair value through profi t or loss 34 609 2,287 2,930
Derivatives used for hedging purposes 17 17
Financial liabilities at amortised cost 1,058 16,050 137 1,375 18,620
Other liabilities 2 269 79 33 383
TOTAL LIABILITIES 1,094 16,928 216 3,712 21,950
MAXIMUM EXPOSURE TO LOSS 14,784 30,570 1,872 2,392 49,618
SIZE OF STRUCTURED ENTITIES(1) 99,956 251,589 3,889 11,198 366,632
(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 fi nancing and other structures.
