NATIXIS - 2018 Registration document and annual financial report

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

TOTAL AND AVERAGE NET AMOUNT OF EXPOSURES (CRB-B) R

Net exposure at the end of the period

Average net exposure over the period*

(in millions of euros)

IRB Approach Central governments or central banks

34,381

33,176 10,546 130,195

Institutions Corporates

9,185

130,475

o/w SME

4,887

5,183

o/w Specialized Lending

23,485

22,257

3

Retail

1,277

1,197

Secured by real estate property

67 67

66 66

o/w SME

Non-SME Qualifying Revolving

185

198 934 923

Other Retail

1,026 1,016

o/w SME Non-SME

10

11

Equity

5,269

5,299

Other assets

755

751

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

181,342 203,578

181,165 205,715

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

2,808

3,303

267 927

304 817

Public sector entities

Multilateral development banks International Organizations

582

516

Institutions Corporates

33,049 12,040

44,848 11,701

o/w SME

2,997

2,378

Retail

15,051

14,855

o/w SME

641

586

Secured by mortgages on immovable property

1,279

1,224

o/w SME

544 776 711

508 648 565

Defaulted exposures

Exposures to institutions and corporates with a short-term credit assessment

Collective investment undertakings Equity Other items

8,143

8,756

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

75,632 78,555 256,974 282,133

87,538 69,925 268,703 275,640

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

*

Quarterly average realized over 1 year.

187

Natixis Registration Document 2018