NATIXIS - 2018 Registration document and annual financial report

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

IRB – INTERNAL RATING – EFFECT ON RWA OF CREDIT DERIVATIVES USED AS CRM TECHNIQUES (CR7) R

Pre-credit derivatives RWA

RWA 3,182

(in millions of euros)

Exposures under Foundation IRB

3,182

Central governments and central banks

191

191

Institutions

88

88

Corporates – SME

409

409

Corporates – Specialized Lending

12

12

Corporates – Other

2,482

2,482

3

Exposures under Advanced IRB

42,200

34,617

Central governments and central banks

340

340

Institutions

1,288 1,690 4,744

1,288 1,690 4,744

Corporates – SME

Corporates – Specialized Lending

Corporates – Other

33,957

26,374

Retail – Secured by real estate SME Retail – Secured by real estate non-SME Retail – Qualifying revolving

13

13

49

49

Retail – SME

101

101

Other retail exposures

18

18

Equity IRB

16,257

16,257

Other assets

204

204

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

61,844 76,104

54,261 59,708

185

Natixis Registration Document 2018