NATIXIS - 2018 Registration document and annual financial report

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

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 market risk framework

Subject to the securitization framework

Subject to the credit risk framework

Liabilities (in millions of euros)

Subject to the CCR framework

Due to central banks

9

9

9

Financial liabilities at fair value through profit or loss

208,183

205,668

(0)

148,463

382

166,001

36,804

Hedging derivatives

688

688

338

688

Deposits and loans due to banks and similar items Deposits and loans due to customers

75,313

70,979

4,539

2,391

66,440

38,141 36,174

38,390 35,775

0

63

0

38,328 35,775

Debt securities

Revaluation adjustment on portfolios hedged against interest rate risk

110 507 838

110 453 553

110 453 553

Current tax liabilities Deferred tax liabilities

(0)

Accrual accounts and other liabilities Liabilities on assets held for sale Insurance-related liabilities

16,947

16,732

(0)

16,732

91,626

Provisions

1,800 3,964

1,676 3,324

924

751

Subordinated debt

(0)

3,324

Shareholders' equity (Group share) Share capital & reserves Consolidated reserves Gains and losses recognized directly in equity Non-recyclable gains and losses recognized directly in equity

19,916 11,036

19,916 11,036

19,916 11,036

6,654

6,654

6,654

692

692

692

(42)

(42)

(42)

Net income

1,577 1,279

1,577

1,577

Non-controlling interests

241

241

TOTAL LIABILITIES 220,123 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. 495,495 394,514 924 153,065 382 168,729

168

Natixis Registration Document 2018