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