NATIXIS - 2018 Registration document and annual financial report

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

GEOGRAPHIC BREAKDOWN OF EXPOSURES (CRB-C) R

Latin America

Middle East

European Union

North America

Asia

Europe

Africa

Oceania

Luxem- bourg

Nether- lands

United States Other

Switzer-

France Other Germany

UK Italy

Other Singapore Other

land Other

Other

Other

Other

Total

(in millions of euros)

IRB approach Central government or central banks 20,289 2,122

697

184

45

284

226 7,500 109

368

489 548

111

835

571

3 34,381

Institutions

1,295

794

187

502

240

307

444 1,249

66 2,673

207

14

98

186

278

453 192 9,185

Corporates

46,804 8,158 4,939 4,505 4,516 4,720 3,608 19,314 972 5,201 4,552 7,557 5,353 1,072 2,832 4,981 1,390 130,475

o/w SME

3,917

137

8

87

49

56

155

13

104

5

6

350

4,887

o/w specialized loans

5,547 1,748

479

998 1,575

999

865 4,658 225 1,738

15 1,912

111

45 1,792 779 23,485

Retail

1,277

1,277

Secured by real estate property

67

67

o/w SME

67

67

Non-SME o/w Qualifying Revolving

185

185

Other Retail

1,026

1,026

o/w SME

1,016

1,016

Non-SME

10

10

Equities

4,134

101

34

97

23

373

15 268

5

5

82

23

2

74

20

12 5,269

Other assets

739

6

8

3

755

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

74,538 11,181 5,857 5,288 4,832 5,687 4,294 28,331 1,152 8,247 5,248 8,200 5,474 1,371 4,018 6,025 1,597 181,342

97,324 15,106 7,525 5,761 4,966 5,105

30,471 770 8,072 5,214 6,806 4,463

872 4,151 5,252 1,721 203,578

Standardized Approach Central government or central banks

1,868

2

65

390

16

414

38

9

2

2

2

2,808

Regional governments or local authorities

221

44

1

267

Public sector entities

671

3

143

44

56

9

927

Multilateral development banks

International Organizations

582

582

Institutions

31,257

81

263

484

37

57

7 293

35

334

7

7

101

1

63

6

19 33,049

Corporates

7,710 1,180

520

411

311

63

209 393

9

160

3

38

148

8

877

12,040

o/w SME

2,379

173

78

88

36

3

20

73

8

51

3

6

46

2

32

2,997

Retail

14,863

18

1

11

4

1

2

3

1

2

1

130

1

12 15,051

o/w SME

503

2

5

3

127

641

Secured by mortgages on immovable property

1,235

17

5

19

1

1

1,279

o/w SME

539

3

2

544

Defaulted exposures

652

4

1

68

50

776

Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment

480

7

6

43

175

711

Collective investment undertakings Equity Other items Sub-total SA 31/12/2018 Sub-total SA 31/12/2017

7,428

94

1

214

21

1

318

52

1

14

8,143

66,386 1,406

995 1,125

393 1,099

216 1,132

90 1,139

10

84

304

12 1,192

11

40 75,632

72,673

525

156

985

141

901

613

52 1,353

3

85

97

4

7

940

22 78,555

TOTAL 31/12/2018 140,924 12,587 6,852 6,413 5,224 6,786 4,510 29,463 1,242 9,386 5,258 8,284 5,779 1,384 5,210 6,036 1,637 256,974 TOTAL 31/12/2017 169,997 15,631 7,680 6,746 5,867 5,245 31,084 823 9,424 5,216 6,891 4,560 876 5,091 5,260 1,743 282,133

188

Natixis Registration Document 2018

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