2007 - April
2007 - April
2007 - April
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2.0<br />
Notes to the consolidated financial statements at December 31 st <strong>2007</strong><br />
TYPE OF FINANCIAL ASSETS (1)<br />
(in thousand euros)<br />
Interest<br />
rate (2)<br />
Under<br />
1 year<br />
Breakdown by maturity at Dec 31 st , <strong>2007</strong><br />
Under<br />
2 years<br />
Under<br />
3 years<br />
Under<br />
4 years<br />
Under<br />
5 years<br />
Over<br />
5 years<br />
Book value<br />
Dec 31 st , <strong>2007</strong><br />
Book value<br />
Dec 31 st , 2006<br />
BOND UCITS EXPOSED TO CASH-FLOW RISK<br />
Derivative assets subject to hedge accounting<br />
Derivatives incorporated for insurance policies and investment<br />
Other derivative assets<br />
DERIVATIVE ASSETS EXPOSED TO CASH-FLOW RISK<br />
Other financial assets exposed to cash-flow risk<br />
FINANCIAL INSTRUMENTS EXPOSED TO CASH-FLOW RISK (5) - 2,628 1,378 5,447 2,974 25,222 37,649 28,318<br />
FINANCIAL ASSETS EXPOSED TO INTEREST RATE RISK - 30,896 21,259 12,073 30,014 13,149 70,975 178,366 173,739<br />
In % 17.3% 11.9% 6.8% 16.8% 7.4% 39.8% 100.0%<br />
(1) Short-term receivables are assumed to be due in under one year<br />
(2) Weighted nominal rate for par values (par corresponding to the value at which the nominal rate applies), or alternatively the yield to maturity, weighted for amortized costs<br />
(3) Not including assets available for sale whose impairment in value has been booked against earnings<br />
(4) Excluding securities held for transaction purposes that are recorded in the section just below<br />
(5) Rate risk can be broken down into two types of risk, depending on the typology applicable under IAS 32 - 39: fair value risk (fixed-rate) and cash-flow risk (variable-rate)<br />
The financial liabilities exposed to interest rate risks are not significant.<br />
142<br />
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