NATIXIS - 2018 Registration document and annual financial report

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

Credit risks 3.3.3.2 A – Credit risk mitigation techniques CREDIT RISK MITIGATION TECHNIQUES (CR3) R

Exposures secured by credit derivatives,

Exposures secured by financial guarantees,

Exposures secured by collateral,

Exposures secured by credit derivatives

Exposures secured by financial guarantees

Exposures unsecured – Carrying amount

of which secured amount

of which secured amount

of which secured amount

Exposures secured by collateral

(in millions of euros)

IRB Approach Central governments or central banks

33,283

5 8

4 7

3,580

3,492

Institutions Corporates

8,662

743

353

76,020

35,939

32,358

10,520

7,455

1,202

1,202

o/w SME

1,161

1,923

1,856

126 125

o/w Specialized Lending

348

19,947

18,625

4

Retail

662

662

29

Secured by real estate property

67 67

67 67

o/w SME

Non-SME Qualifying Revolving

185 411 401

185 411 401

Other Retail

29 29

o/w SME Non-SME

10

10

Equity

5,269

Other assets

10

738

727

6

Sub-total IRB 31/12/2018 Sub-total IRB 31/12/2017

123,244 147,530

37,351 37,002

33,758 34,696

14,878 13,557

11,299 10,311

1,202 1,489

1,202 1,489

Standardized Approach Central governments or central banks Regional governments or local authorities

2,785

20

123

121

237 779

9 8

7

Public sector entities

42

5

Multilateral development banks International Organizations

582

Institutions Corporates

33,046

8,002 1,983

8,001 1,490

7,563 1,446

1,107

862 202 453

o/w SME

275 651

213 116

Retail

13,741

o/w SME

350

46

22

83

Secured by mortgages on immovable property

1,279

1,279

o/w SME

544

544

Defaulted exposures

498

67

10

38

Exposures to institutions and corporates with a short-term credit assessment Collective investment undertakings Equity Other items Sub-total SA 31/12/2018 Sub-total SA 31/12/2017

652

20

20

3

2

7,885

85

174

2

67,768 74,132 191,011 221,661

3,246 2,718

2,624 2,110

10,487

9,622 6,586

7,031

TOTAL AT 31/12/2018 TOTAL AT 31/12/2017

40,598 39,720

36,382 36,807

25,366 20,589

20,921 16,897

1,202 1,489

1,202 1,489

184

Natixis Registration Document 2018