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Interim Report Third Quarter 2014

100 Interim Report Third Quarter and First Nine Months of 2014    Allianz Group The following tables present the fair value hierarchy for financial instruments carried at fair value in the consolidated balance sheets as of 30 September 2014 and 31 December 2013. Fair value hierarchy As Of 30 September 2014 (items carried at fair value) € mn Level 1 – Quoted prices in active markets Level 2 – Market observable inputs Level 3 – Non-market observable inputs Total fair value Financial assets Financial assets carried at fair value through income Financial assets held for trading Debt securities 113 308 – 422 Equity securities 42 121 15 178 Derivative financial instruments 227 1,226 46 1,499 Subtotal 381 1,655 61 2,099 Financial assets designated at fair value through income Debt securities 1,076 1,146 1 2,224 Equity securities 1,725 4 110 1,840 Subtotal 2,802 1,150 111 4,063 Subtotal 3,183 2,806 172 6,162 Available-for-sale investments Government and agency mortgage-backed securities (residential and commercial) 43 3,487 – 3,530 Corporate mortgage-backed securities (residential and commercial) – 13,677 35 13,712 Other asset-backed securities 277 3,827 199 4,302 Government and government agency bonds 28,603 156,229 58 184,890 Corporate bonds 16,097 185,194 4,750 206,042 Other debt securities 259 1,759 657 2,674 Equity securities 29,341 815 6,336 36,492 Subtotal 74,619 364,988 12,035 451,643 Financial assets for unit-linked contracts 88,069 2,551 170 90,790 Derivative financial instruments and firm commitments included in other assets – 289 – 290 Total 165,871 370,634 12,377 548,885 Financial liabilities Financial liabilities held for trading Derivative financial instruments 40 1,947 5,589 7,576 Other trading liabilities – 3 – 3 Subtotal 40 1,950 5,589 7,580 Financial liabilities for unit-linked contracts 88,069 2,551 170 90,790 Derivative financial instruments and firm commitments included in other liabilities 1 284 – 285 Financial liabilities for puttable equity instruments 2,355 20 – 2,375 Total 90,464 4,804 5,759 101,029

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