NATIXIS - 2018 Registration document and annual financial report
3 RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
The change in prudential capital under Basel 3/CRR over the period is shown below:
CHANGES IN REGULATORY CAPITAL AFTER THE APPLICATION OF PHASE-IN ARRANGEMENTS OVER THE PERIOD R
Incl. impact of first application of IFRS 9
2018
(in millions of euros)
Common Equity Tier 1 (CET1) Amount at start of period
11,975
New instruments issued (including issue premiums)
61
0
Instruments redeemed
0
Retained earnings from previous periods
(321)
(32)
Net income/(loss) for the period
1,577
0
Gross dividend proposed
(944)
0
Dividend payout in new shares
0
Changes in other comprehensive income Translation adjustments
170
0
Available-for-sale assets
(278)
(111)
Cash flow hedging reserve
43
0
Other
263
15
Other
0
0
Non-controlling interests
0
0
Filters and deductions not subject to the phase-in arrangements Goodwill and intangible assets
(268)
0
Own credit risk
(264)
0
Other comprehensive income CFH
(43)
0
Prudent valuation adjustment
(121)
0
Other items
22
22
Other, including prudential adjustments and phase-in arrangements Deferred tax assets that rely on future earnings (excluding temporary differences)
142
2
Deductions in respect of breaches of capital thresholds
0
0
Other
(3)
0
Impact of phase-in arrangements
(59)
18
o/w impact of changes in phase-in rate
(31)
0
o/w impact of change in basis subject to phase-in arrangements
(28)
18
Amount of Common Equity Tier 1 (CET1) at end of period
11,951
Additional Tier 1 (AT1) capital Amount at start of period
2,297
New eligible instruments issued
0
0
Redemptions during the period
(300)
0
Other, including prudential adjustments and phase-in arrangements
127
0
o/w impact of changes in phase-in rate
79
0
o/w other impact of changes in base
48
0
Amount of Additional Tier 1 (AT1) capital at end of period
2,123
Tier 1 capital
14,074
Tier 2 capital Amount at start of period
2,269
New eligible instruments issued
300
Redemptions during the period
0
Other, including prudential adjustments and phase-in arrangements
(166)
145
o/w impact of changes in phase-in rate
(74)
0
o/w other impact of changes in base
(92)
145
Amount of Tier 2 capital at end of period
2,403
TOTAL REGULATORY CAPITAL
16,477
NON-DEDUCTED PARTICIPATIONS IN INSURANCE UNDERTAKINGS R
Value
(in millions of euros)
Holdings of own funds instruments of a financial sector entity where the institution has a significant investment not deducted from own funds (before risk-weighting)
3,440
TOTAL RWA
10,503
178
Natixis Registration Document 2018
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