NATIXIS - 2018 Registration document and annual financial report

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

MATURITY OF EXPOSURES (CRB-E) R

On demand

<= 1 year > 1 year < = 5 years

> 5 years

Total

(in millions of euros)

IRB Approach Central governments or central banks

25,626

1,725 2,929

3,493

2,677

33,521

Institutions Corporates

2,908 4,325

882

403

7,122

22,130

28,140

14,343

68,938

o/w SME

93

389

1,908 4,943

1,736 7,391

4,126

o/w Specialized Lending

413

1,365

14,114

Retail

137

799

244

1,179

Secured by real estate property

1 1

9 9

53 53

62 62

o/w SME

o/w Non-SME o/w Qualifying Revolving

95 40 30 10

95

o/w Other Retail

790 790

191 191

1,021 1,011

o/w SME

o/w Non-SME

10

Equities

4,913

186 383

5,099

Other assets

61

311

755

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

32,859 46,858

31,896 43,229

33,625 30,271

18,235 20,319

116,614 140,678

Standardized Approach Central governments or central banks

418

539

1,760

91

2,808

Regional governments or local authorities

1 6

6

17

242 261

266 665

Public sector entities

97

301

Multilateral development banks International Organizations

185

397

582

Institutions Corporates

10,601

480

6,074 1,155

7,813 1,963

24,968

278

5,925 1,317 1,948

9,320 2,644 3,222

o/w SME

5

612 797 296

710 410 121 871 410 379

Retail

66 31

o/w SME

108

557

Secured by mortgages on immovable property

22

217

1,111

o/w SME

3

66

478 758

Defaulted exposures

91

174

115

Exposures to institutions and corporates with a short-term credit assessment Collective investment undertakings Equity exposures Other items

252

446

698

2,252

4,756

66

1,069

8,143

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

13,965 23,628 46,824 70,486

14,393 10,654 46,289 53,883

10,687

13,495 13,507 31,730 33,825

52,540 55,811 169,155 196,488

8,022

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

44,312 38,293

190

Natixis Registration Document 2018