NATIXIS - 2018 Registration document and annual financial report
3 RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
B – Credit risk exposures CREDIT QUALITY OF ASSETS (CR1) R
a
b
c
d
Non-defaulted exposures
Allowances/ impairments
Defaulted exposures
Net values (a+b-c)
(in millions of euros)
IRB Approach Central governments or central banks
48 28
36,869
50 46
36,867
Institutions Corporates
9,431
9,413
2,711
122,814
1,845
123,680
o/w SME
185 379
3,118
92
3,211
o/w Specialized Lending
20,211
170
20,420
Retail
58
683
50
692
Secured by real estate property
9 9
60 60
2 2
67 67
o/w SME
Non-SME Qualifying Revolving
19 30 12 18
181 442 429
16 32 11 21
185 440 430
Other Retail
o/w SME Non-SME
12
10
Equity
2
5,267
5,269
Other assets
754
754
Sub-total IRB 31/12/2018 Sub-total IRB 31/12/2017
2,848 4,227
175,818 197,713
1,990 2,364
176,675 199,577
Standardized Approach Central governments or central banks Regional governments or local authorities
2,928
2,928
257 831
3 1
254 829
Public sector entities
Multilateral development banks International Organizations
582
582
Institutions Corporates
41,048 10,698
41,047 10,653
45 25 54
o/w SME
1,959
1,934
Retail
14,562
14,507
o/w SME
484
4
480
Secured by mortgages on immovable property
1,279
1,279
o/w SME
544
544 602
Defaulted exposures
960
358
Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment
674
674
Collective investment undertakings Equity Other items
8,144
8,144
Sub-total SA 31/12/2018 Sub-total SA 31/12/2017
960 704
81,003 83,527 256,820 281,240
462 350
81,501 83,881 258,176 283,458
TOTAL 31/12/2018 TOTAL 31/12/2017
3,808 4,931
2,452 2,713
186
Natixis Registration Document 2018
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