FINANCIAL REPORT 2014
2.5.2.1.4. Derivative instruments held for trading – fair value of liabilities
31.12.2014
31.12.2013
Total market value
Total market value
Exchange-traded
Over-the-counter
(in thousands of euros)
> 5 years
> 5 years
≤ 1 year > 1 year ≤ 5 years
≤ 1 year > 1 year ≤ 5 years
INTEREST RATE INSTRUMENTS: . Interest rate swaps
2 032 2 032
0
0
0 3 349 3 349
0
0 3 349 3 349
CURRENCY AND GOLD: . Currency options OTHER: . Credit derivatives
13 13
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
SUBTOTAL
0
0
0 3 349
0
0 3 349 2 045
. Forward currency transactions
472 728 253 852
466 408 6 320
TOTAL
0
0
0 469 757 6 320
0 476 077 255 897
2.5.2.2. Derivative instruments: total commitments
(in thousands of euros)
31.12.2014
31.12.2013
INTEREST RATE INSTRUMENTS: - Interest rate swaps
4 320 854 4 320 854
3 165 191 3 165 191 120 362 120 362
CURRENCY AND GOLD: - Currency options OTHER: - Credit derivatives
0
0
0
SUBTOTAL
4 320 854 84 635 516 88 956 370
3 285 553
- Forward currency transactions
47 948 973
TOTAL
51 234 526
2.5.2.3. Foreign exchange risk Foreign exchange is the risk of a change of value of a financial instrument due to a change in a currency’s value.
2.5.2.4. Liquidity and financing risk Liquidity and financing risk is the risk of loss if the company is unable to meet its financial commitments in timely fashion and at reasonable prices when they reach maturity. These commitments include obligations to depositors and suppliers, as well as commitments in respect of loans and investments.
2.5.2.4.1. Loans and receivables to credit institutions and customers by remaining maturity
31.12.2014
(in thousands of euros)
> 3 months up to ≤ 1 year
> 1 year up to ≤ 5 years
> 5 years Unspecified
Total
≤ 3 months
Loans and receivables to credit institutions Loans and receivables to customers
11 957 867
2 966 937
7 956 287 2 232 486
25 113 577
2 954 726
0
159
0
103 2 954 989
TOTAL
14 912 593
2 966 937
7 956 446 2 232 486
103 28 068 566
IMPAIRMENT NET CARRYING AMOUNT
28 068 566
21
Made with FlippingBook - Online catalogs