BOOK VALUE AT 31 DECEMBER 2022 Assets with no significant increase in credit risk since initial recognition (Stage 1) Assets with significant increase in credit risk since initial recognition but not impaired (Stage 2) Impaired assets (Stage 3) (in thousands of euros) ≤ 30 days > 30 days to ≤ 90 days > 90 days ≤ 30 days > 30 days to ≤ 90 days > 90 days ≤ 30 days > 30 days to ≤ 90 days > 90 days Debt securities 0 0 0 0 0 0 0 0 0 Government entities Central banks Credit institutions Large corporations Retail clients Loans and receivables 0 0 0 0 0 0 0 7,343 1,643 Government entities Central banks Credit institutions Large corporations 1 Retail clients 7,343 1,642 Total 0 0 0 0 0 0 0 7,343 1,643 3.2 SOVEREIGN RISK EXPOSURE N/A 3.3 MARKET RISK DERIVATIVE INSTRUMENTS: ANALYSIS BY REMAINING TERM TO MATURITY The breakdown of market values of derivative instruments is shown by remaining contractual maturity. HEDGING DERIVATIVES – FAIR VALUE OF ASSETS 31/12/2023 Transactions on organised and over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 12,569 14,627 27,491 54,687 Currency instruments 0 Other instruments 0 Sub-total 12,569 14,627 27,491 54,687 Forward foreign exchange transactions 996 996 Total fair value of hedging derivatives - assets 13,565 14,627 27,491 55,683 31/12/2022 Transactions on organised and over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 7,353 20,807 41,674 69,834 Currency instruments 0 Other instruments 0 Sub-total 7,353 20,807 41,674 69,834 Forward foreign exchange transactions 2,312 2,312 Total fair value of hedging derivatives - assets 9,665 20,807 41,674 72,146 CFM Indosuez Wealth Management 102
RkJQdWJsaXNoZXIy NzMxNTcx