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Allianz Annual Report 2013

Annual Report 2013    Allianz Group210 fair value hierarchy as of 31 December 2012 (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 102 226 – 328 Equity securities 69 84 – 153 Derivative financial instruments 36 1,670 159 1,865 Subtotal 207 1,980 159 2,346 Financial assets designated at fair value through income Debt securities 1,945 404 – 2,349 Equity securities 2,355 – 233 2,588 Subtotal 4,300 404 233 4,937 Subtotal 4,507 2,384 392 7,283 Available-for-sale investments Equity securities 19,933 1,291 5,263 26,487 Government and agency mortgage-backed securities (residential and commercial) 37 4,278 – 4,315 Corporate mortgage-backed securities (residential and commercial) 26 11,817 30 11,873 Other asset-backed securities 80 2,465 236 2,781 Government and government agency bonds 138,690 21,915 38 160,643 Corporate bonds 33,512 137,705 3,121 174,338 Other debt securities 1,390 960 467 2,817 Subtotal 193,668 180,431 9,155 383,254 Financial assets for unit-linked contracts 68,508 2,504 185 71,197 Derivative financial instruments and firm commitments included in other assets – 129 – 129 Total 266,683 185,448 9,732 461,863 Financial liabilities Financial liabilities held for trading Derivative financial instruments 58 756 4,581 5,395 Other trading liabilities – 2 – 2 Subtotal 58 758 4,581 5,397 Financial liabilities for unit-linked contracts 68,508 2,504 185 71,197 Derivative financial instruments and firm commitments included in other liabilities – 462 – 462 Financial liabilities for puttable equity instruments 2,495 26 80 2,601 Total 71,061 3,750 4,846 79,657

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