FINANCIAL REPORT 2017

31.12.2016

o/w gross loans and receivables individually impaired

Gross outstanding

Individual impairment

Collective impairment

(in thousands of euros)

Total

France (incl. overseas departments and territories)

13476223

13476223

Other EU countries

16656954

16656954

Rest of Europe

465138

465138

North America

525313

525313

Central and South America

16096

16096

Africa and Middle East

2811753

2811753

Asia-Pacific (ex. Japan)

1201778

1201778

Japan

310889

310889

Supranational organisations

0

0

TOTAL

35464144

0

0

0 35464144

2.5.2. MARKET RISK Management of these financial risk positions is centralised at the Foreign exchange Cash Department in CACEIS Bank.

2.5.2.1. Derivative instruments: analysis by remaining maturity

2.5.2.1.1. Hedging derivative instruments – fair value of assets

31.12.2017

31.12.2016

Exchange-traded

Over-the-counter

Total market value

Total market value

> 1 year ≤ 5 years > 5 years

> 1 year ≤ 5 years > 5 years

(in thousands of euros)

≤ 1 year

≤ 1 year

INTEREST RATE INSTRUMENTS:

0

0

0 58702

1734 23184 83620 10964

58702

1734 23184 83620

10964

• Interest rate swaps

TOTAL

0

0

0 58702

1734 23184 83620 10964

2.5.2.1.2. Hedging derivative instruments – fair value of liabilities

31.12.2017

31.12.2016

Exchange-traded

Over-the-counter

Total market value

Total market value

> 1 year ≤ 5 years > 5 years

> 1 year ≤ 5 years > 5 years

(in thousands of euros)

≤ 1 year

≤ 1 year

INTEREST RATE INSTRUMENTS:

0

0

0 27312 65223 27214 119749 228019

27312 65223

27214 119749 228019

• Interest rate swaps

TOTAL

0

0

0 27312 65223 27214 119749 228019

22