NATIXIS - Document d'enregistrement universel et rapport financier annuel 2020

FACTEURS DE RISQUES, GESTION DES RISQUES ET PILIER III Gestion des risques

"H PwLCN;? A?MNCIH >?M LCMKO?M >?M M=wH;LCIM MIHN GCM ?H JF;=? ?N LwPCMwM LwAOFCvL?G?HN ); >CL?=NCIH >?M LCMKO?M =IH>OCN >? G;HCvL? Lw=OLL?HN? >?M NL;P;OR >f;GwFCIL;NCIH >?M GwNBI>IFIAC?M ?N >? =IGJFwG?HNM >? JwLCGvNL?M L?N?HOM JIOL F?M MNL?MM N?MNM HIN;GG?HN r F; FOGCvL? >?M ?RCA?H=?M >?M MNL?MM >? JF;=? !? HIOP?;OR M=wH;LCIM IHN wNw L?POM ;O =IOLM >? Ff;HHw? ?N JLwM?HNwM ;O =IGCNw >?M LCMKO?M AFI<;OR ;CHMC KOf;O =IGCNw >? >CL?=NCIH AwHwL;F? ?M M=wH;LCIM >? YnMNL?MM N?MNMn^ CHN?LH?M =Lw>CN MIHN >w=FCHwM r J;LNCLn>fBSJINBvM?M G;=LIw=IHIGCKO?M JLwJ;Lw?M ?H =IFF;O LCMKO? J;SM ?N F? $LIOJ? - " ?N MIHN =IGJIMwM >? NLICM M=wH;LCIM MOL FfBILCTIH n

OH M=wH;LCI >? Lw@wL?H=? MOCP;HN F?M ;HNC=CJ;NCIHM >fwPIFONCIH >O V =IHN?RN? G;=LIw=IHIGCKO? ?N @CH;H=C?L F?M JFOM JLI<;? Lw@wL?H=? ?MN ;==IGJ;AHw =?NN? ;HHw? >fOH? P?LMCIH YnL?H@IL=w?n^ FCw? r FfCH=?LNCNO>? >? FfwPIFONCIH >O =IHN?RN? w=IHIGCKO? )? M=wH;LCI >? Lw@wL?H=? =ILL?MJIH> r F; JIFCNCKO? >? JLIPCMCIHH?G?HN >? F; <;HKO?n >?OR M=wH;LCIM >? =Lw>CN >CN Yn >P?LM?n^ =ILL?MJIH>;HNM r V C nFfBSJINBvM? >fOH? =LCM? >? F; >?NN? MIOP?L;CH? ?OLIJw?HH? ?N r CC nFfBSJINBvM? >fOH? =LCM? =;OMw? J;L OH >?ORCvG? =IH@CH?G?HN FCw r F; J;H>wGC? ,3&!

Informations quantitatives 3.2.3.10 EAD, RWA et EFP par approche et catégorie d’exposition bâloise (NX01) IHHp?M =?LNC@Cp?M J;L F?M =IGGCMM;CL?M ;OR =IGJN?M ;O NCNL? >`%"./h

3

31/12/2020

31/12/2019

EAD

RWA

EFP

?H GCFFCIHM >`?OLIM

EAD

RWA

EFP

+= GEI 9 89 7 F f8= H DDFC 7<9 =B H 9 F B9

X f

X

X f

X

X

X

f

f

f

f

=FBGBLMK:MBHGL >M ;:GJN>L <>GMK:E>L

f

f

NMK>L :GMnE> => =oM:BE GMK>IKBL>L

f

f

f

f

f

f

iM:;EBLL>F>GML

f f

f f

f f

f f

/BMKBL:MBHG

DDFC 7<9 GH 5B85 F 8

X

X

X

X

=FBGBLMK:MBHGL >M ;:GJN>L <>GMK:E>L

f

f

f

f f

NMK>L :

f

f

f

EB>GMnE> => =oM:BE

GMK>IKBL>L

f

f

f

f

iM:;EBLL>F>GML

f

f

QIHLBMBHGL >G =o?:NM

QIHLBMBHGL @:K:GMB>L I:K NG> ARIHMAnJN> LNKfNGf;B>GfBFFH;BEB>K

QIHLBMBHGL LNK =>L oM:;EBLL>F>GML >M =>L >GMK>IKBL>L ?:BL:GM E`H;C>M =`NG> oO:EN:MBHG =N KF>

/BMKBL:MBHG

f

f

f

f

, CIG HCH 5@ F = GEI 9 89 7 F f8= H += GEI 9 89 7 C B HF 9 D 5 FH =9 DDFC 7<9 =B H 9 F B9

X

X

X

X

X

X

X

X

X

X

=FBGBLMK:MBHGL >M ;:GJN>L <>GMK:E>L

f

f

GMK>IKBL>L

f f

f f

f f

f f

iM:;EBLL>F>GML

/BMKBL:MBHG

DDFC 7<9 GH 5B85 F 8

X

X

=FBGBLMK:MBHGL >M ;:GJN>L <>GMK:E>L

f

f

EB>GMnE> => =oM:BE GMK>IKBL>L

iM:;EBLL>F>GML

f

f

QIHLBMBHGL >G =o?:NM

QIHLBMBHGL LNK =>L oM:;EBLL>F>GML >M =>L >GMK>IKBL>L ?:BL:GM E`H;C>M =`NG> oO:EN:MBHG =N KF>

/BMKBL:MBHG

C B HF =6 IH = C B 5 I : C B8 G 89 8f:5=@@5B79 8 UI B9 )

X

X

, CIG HCH 5@ F = GEI 9 89 7 C B HF 9 D 5 FH =9

X

X

+= GEI 9 89 A5 F 7

X

X

X

X

-BLJN> :

-BLJN> =>

f f f

f

-BLJN> LNK F:MBnK>L IK>FBnK>L

-BLJN> => M:NQ

f

, CIG HCH 5@ F = GEI 9 89 A5 F 7

X

X

X

/

X

X

X

X

+= GEI 9 89 F e;@9A9B H @=J F 5= GC B

+= GEI 9 CD f F 5 H = C BB9@ 5 DDFC 7<9 GH 5B85 F 8

X

X X

X

X X

- CH 5@

X

X

137

www.natixis.com

NATIXIS DOCUMENT D’ENREGISTREMENT UNIVERSEL 2020