NATIXIS -2020 Universal Registration Document
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
Detailed exposures under roll-out plan (EU CRE-E)
31/12/2020
% of RWA
% of exposure class involved in roll-out plan
SA
FI
IA
Total
Exposure class
67.6%
20.5%
11.9%
100% 100% 100% 100% 100%
0.0% 0.0% 0.3% 0.1% 0.0%
Governments and central banks
Retail
100.0%
0%
0,0%
Business
3.1%
1.5% 2.6%
95.4% 73.7%
Institutions
23.7% 100%
Defaulted exposures
0%
0%
3
Exposures secured by mortgages on immovable property
100.0%
0%
0.0%
100%
0.0%
Exposures to institutions and corporates with a short-term credit assessment
100% 47.5%
0%
0%
100% 100% 100% 100%
10.6%
Securitization
27.3% 100% 31.4%
25.2%
0.0% 0.0% 0.2%
Share
0%
0%
TOTAL
7.6%
61.0%
201
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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020
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