NATIXIS - 2018 Registration document and annual financial report
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
Asset classes
Rating agency
Grade
Bucket
Risk weight (%)
20 50
2
A+ to A-
FITCH
Long term
4
BB+ to BB-
100
5
B+ to B-
100
1
Aaa to Aa3
20
20 50
MOODY’S
Long term
2
A1 to A3
3
Baa1 to Baa3
50
Institutions
1
AAA to AA-
20
3
20 50
2
A+ to A-
S&P
Long term
20 50 100
3
BBB+ to BBB-
1
3++
20
BDF
Long term
2
3+, 3
20
4
4, 5+
50
100 150 100 150 100 150 100 150 100 150 100 150
1
3++
2
3+, 3
3
4+
Defaulted exposures
BDF Long term/Short term
4
4, 5+
5
5, 6
6
7, 8, 9, P
1
AAA to AA-
50
S&P
Long term
2
A+ to A-
50
1
3++
50
2
3+, 3
50
Exposures secured by mortgages on immovable property
3
4+
50
BDF
Long term
4
4, 5+
50
5
5, 6
50
6
7, 8, 9, P
50
1
F1+ to F1
50
FITCH
Short term
3
F3
100
1
P-1
20
MOODY’S
Short term
2
P-2
50
1
A-1+
20
2
A-1
50
S&P
Short term
20 100
3
A-2 to A – 3
Exposure to institution and corporate with short-term credit assessment
1
3++
20
2
3+, 3
50
3
4+
100
BDF
Short term
100 150
4
4, 5+
5
5, 6
150
6
7, 8, 9, P
150
Concerns third parties clasiified RGLA or PSE. *
193
Natixis Registration Document 2018
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