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