NATIXIS - 2018 Registration document and annual financial report

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures

DIFFERENCES BETWEEN ACCOUNTING AND REGULATORY SCOPES OF CONSOLIDATION AND THE MAPPING OF FINANCIAL R STATEMENT CATEGORIES WITH REGULATORY RISK CATEGORIES (EU LI 1)

Carrying values of items

Not subject to regulatory capital requirements or subject to deduction from capital

Carrying values as reported in published financial statements

Carrying values under scope of regulatory consolidation

Subject to the credit risk framework

Subject to the securitization framework

Subject to the market risk framework

Assets (in millions of euros) Cash, central banks

Subject to the CCR framework

3

24,292

24,292

24,292

Financial assets at fair value through profit or loss

214,091

214,069

27,513

154,317

1,382

181,961

Hedging derivatives

313

313

313

144

Financial assets at fair value through other comprehensive income

10,798

10,798

10,798

1,302

Debt instruments at amortized cost

1,193

1,193

1,193

Loans and receivables due from banks and similar items at amortized cost Customer loans and receivables at amortized cost Revaluation adjustment on portfolios hedged against interest rate risk Insurance business investments Accrual accounts and other assets Non-current assets held for sale Deferred profit-sharing Investments in associates Current tax assets Deferred tax assets

27,707

26,814

25,899

914

0

90,295

91,687

88,435

3,253

345

947

103,319

(27) 198

(27)

272

(517) 1,354

715

1,559

1,354

15,337

14,985

14,985

735

3,954

3,726

228

Investment property Property, plant and equipment

84

84

84

848 829

781 580

781

Intangible assets

580

Goodwill

3,824

3,437

3,437

TOTAL ASSETS 4,961 Note: Carrying values under scope of regulatory consolidation do not equal the sum of risk type breakdown. An exposure can be subject to several risk types. 495,496 394,514 198,517 158,797 3,029 183,052

167

Natixis Registration Document 2018