NATIXIS - 2018 Registration document and annual financial report
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management
EXPOSURE AND EAD BY BASEL EXPOSURE CLASS (NX03) R (Data certified by the Statutory Auditors in accordance with IFRS 7)
Exposure
EAD
(in millions of euros)
o/w off-balance sheet
o/w off-balance sheet
2018 average
31/12/2018
Exposure class
31/12/2018
Corporates
151,187 124,084 21,778
77,775 67,182
120,783 96,748 19,215
47,693 39,956
122,851 99,024 18,954
Other than SMEs and SF Specialized Financing (SF)
9,703
7,141
3
SMEs
5,325
890
4,820
596
4,873
Institutions
80,109 50,207 48,291
41,586 10,447
74,002 49,476 47,689
35,479
84,703 51,756 50,076
Governments and central banks
9,720 8,767
Central governments and central banks Regional governments or local authorities
9,370
576
319 758
572
319 634
596
Public sector entities
1,340
1,215 3,070 2,132
1,084 3,054 2,193 9,537 9,139 5,341 861
Retail
15,304 14,309
11,871 11,806
90 69 21
Other than SMEs
SMEs
995
65
938
Securitization Other assets
10,334
4,838
10,168
4,838
8,898 5,269
8,898 5,269
Equities
170
170
Collective investment undertakings Exposures secured by mortgages on immovable property Exposures to institutions and corporates with a short-term credit assessment
1,279
169
1,195
84
1,124
799 962
138
767 582
127
659 423
Defaulted exposures
20
7
TOTAL AT 31/12/2018
324,348
147,014
274,210
98,208
288,587
TOTAL AT 31/12/2017
349,390
145,565
298,728
95,844
296,775
EAD BY GEOGRAPHIC AREA AND BY BASEL EXPOSURE CLASS (NX05) R (Data certified by the Statutory Auditors in accordance with IFRS 7)
(in millions of euros) Exposure class
France 41,371 32,913
Europe* North America
Other
Total
Corporates
34,627 27,858
19,520 15,531
25,265 20,446
120,783 96,748 19,215
Other than SMEs and SF Specialized Financing (SF)
4,951 3,507
5,998
3,773
4,493
SMEs
771
216
326
4,820
Institutions
45,455 24,980 23,728
12,683
8,878 9,763 9,715
6,986 6,500 6,488
74,002 49,476 46,977
Governments and central banks
8,233 7,046
Central governments and central banks
International organizations
712
712
Multilateral development banks Regional governments or local authorities
363 889
209 266
572
Public sector entities
48
12
1,215
Securitization Other assets
4,487 8,166 4,134 2,944 2,112
1,052
3,797
832
10,168
348 744
318 261
66
8,898 5,269 3,070 2,132
Equities
130 104
Retail
21 17
1 1
Other than SMEs
2
SMEs
832
4
102
938
Exposures secured by mortgages on immovable property Exposures to institutions and corporates with a short-term credit assessment
1,156
37
2
1,195
412 529
13
43
299
767 582
Defaulted exposures
3
1
49
Collective investment undertakings TOTAL AT 31/12/2018
133,634 157,656
57,761 59,207
42,582 45,137
40,233 36,728
274,210 298,728
TOTAL AT 31/12/2017
Europe = European Union + Europe (outside EU). *
133
Natixis Registration Document 2018
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