NATIXIS // 2021 Universal Registration Document
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
Credit risks 3.3.3.2 Credit risk management methodologies are describedin Note 3.2.4 “Credit and counterparty risk management”. The principles adopted for defaulted outstandings and restructured loans are presented in Notes 5.1 and 5.3 of Chapter 5 “Consolidated financial statements at December 31, 2021”.
A – Credit risk mitigation techniques Credit risk mitigation techniques (CR3)
Guaranteed carrying amount
Of which guaranteed by financial guarantees
Of which guaranteed by credit derivatives
Carrying amount not guaranteed
Of which secured by collateral
3
(in millions of euros)
169,750 14,013 183,763
37,374
16,671
20,703
0
Loans and advances
Debt securities
192
192
0
TOTAL
37,566
16,864
20,703
0 0 0
Of which non-performing exposures
2,207 2,207
1,025 1,025
250 250
775 775
o/w defaulted
IRB – internal rating – effect on RWA of credit derivatives used as CRM techniques (CR7)
Risk weighted exposure amount before credit derivatives
Actual risk-weighted exposure amount
(in millions of euros)
1,161
1,161
1 2 3 4
Exposures subject to the standard IRB approach
Governments and central banks
470
470
Institutions Corporates
30
30
662 253
662 253
4,1 4,2
o/w Corporates – SMEs
o/w Corporates – Specialized lending
5 6 7 8
Exposures subject to the advanced IRB approach
47,094
37,589
Governments and central banks
237
237
Institutions Corporates
1,555
1,555
45,302
35,796
8,1 8.2
o/w Corporates – SMEs
821
821
o/w Corporates – Specialized lending
4,886
4,886
9
Retail
9,1 9,2 9.3 9.4 9.5 10
o/w Retail customers – SMEs – Guaranteed by real estate collateral o/w Retail customers – non-SMEs – Guaranteed by real estate collateral
o/w Retail – qualifying revolving exposures o/w Retail customers – Other SMEs
o/w Retail – other non-SMEs
TOTAL (INCLUDING SIMPLE AND ADVANCED EQUITY EXPOSURE)
48,255
38,750
187
www.natixis.com
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021
Made with FlippingBook Annual report maker