3 FACTEURS DE RISQUES, GESTION DES RISQUES ET PILIER III Informations au titre du Pilier III de Bâle 3
(A) Montant à la date de publication
(B) Référence de l’article du règlement (UE) n° 575/2013
N° ligne
Libellé agrégat
oM>GMBHGL =BK>L BG=BK>L >M LRGMAoMBJN>L =`BGLMKNF>GML / =`>GMBMoL =N L>NK ?BG:GK =:GL E>LJN>EE>L E`oM:;EBLL>F>GM =oMB>GM NG BGO>LMBLL>F>GM BFIHKM:GM G>M =>L IHLBMBHGL L oEB@B;E>L FHGM:GM Go@:MB?
=
GL>F;E> OB=> =:GL E`0
o=NL =oI:LL:GM E>L ?HG=L IKHIK>L / => E`oM:;EBLL>F>GM FHGM:GM Go@:MB? - CH 5@ 89 G 5> IGH 9A9B HG F f;@9A9B H 5= F 9 G 5 I L : C B8 G DFCDF 9 G 588= H = C BB9@ G 89 75 H f; CF =9X -
>
, C AA9 89 G @=;B9 G bX
C B8 G DFCDF 9 G 588= H = C BB9@ G 89 75 H f; CF =9X - C B8 G DFCDF 9 G 89 75 H f; CF =9X - X - -
X
%=;B9 X@=;B9
X
, C AA9 89 G @=;B9 G 9 H X
C B8 G DFCDF 9 G 89 75 H f; CF =9X X =B GHFI A9B HG 9 H DFC J= G = C B G
$GLMKNF>GML => ?HG=L IKHIK>L >M L =>L IKBF>L =`oFBLLBHG R :??oK>GML
f
(HGM:GM =>L oEoF>GML oEB@B;E>L OBLo k E`:KMBf I:K:@K:IA>f >M L =>L IKBF>L =`oFBLLBHG R :??oK>GML JNBfL>KHGMfIKH@K>LLBO>F>GM >QL / $GLMKNF>GML => ?HG=L IKHIK>L oEB@B;E>L BGL ?HG=L IKHIK>L L >MfBGLMKNF>GMLf / GHG BGL EB@G>L HN oFBL I:K =>L ?BEB:E>L >M =oM>GNL I:K =>L MB>KL
=HGM BGLMKNF>GML oFBL I:K =>L ?BEB:E>L JNB L>KHGM IKH@K>LLBO>F>GM >Q
CNLM>F>GML IHNK KBLJN> =>
< >M =
C B8 G DFCDF 9 G 89 75 H f; CF =9X - 5J5B H 5> IGH 9A9B HG F f;@9A9B H 5= F 9 G
X
C B8 G DFCDF 9 G 89 75 H f; CF =9X - X 5> IGH 9A9B HG F f;@9A9B H 5= F 9 G oM>GMBHGL =BK>L HN BG=BK>L I:K NG oM:;EBLL>F>GM => L>L IKHIK>L BGLMKNF>GML >M >FIKNGML LN;HK=HGGoL / FHGM:GM Go@:MB? oM>GMBHGL =`BGLMKNF>GML >M =`>FIKNGML LN;HK=HGGoL / =`>GMBMoL =N L>NK ?BG:GK EHKLJN`BE >QBLM> NG> =oM>GMBHG :O>F>GM OBL:GM k :< :KMB?BEE>F>GM E>L ?HG=L IKHIK>L => E`oM:;EBLL>F>GM FHGM:GM Go@:MB? oM>GMBHGL =BK>L >M BG=BK>L =`BGLMKNF>GML >M =`>FIKNGML LN;HK=HGGoL / =`>GMBMoL =N L>NK ?BG:GK =:GL E>LJN>EE>L E`oM:;EBLL>F>GM G> =oMB>GM I:L =`BGO>LMBLL>F>GM BFIHKM:GM FHGM:GM :N
=>LLNL =N L>NBE =>
f G>M =>L IHLBMBHGL L oEB@B;E>L FHGM:GM Go@:MB? oM>GMBHGL =BK>L >M BG=BK>L =`BGLMKNF>GML >M =`>FIKNGML LN;HK=HGGoL / =`>GMBMoL =N L>NK ?BG:GK =:GL E>LJN>EE>L E`oM:;EBLL>F>GM =oMB>GM NG BGO>LMBLL>F>GM BFIHKM:GM G>M =>L IHLBMBHGL L oEB@B;E>L FHGM:GM Go@:MB?
; B :
;
<
f
=
GL>F;E> OB=> =:GL E`0
- CH 5@ 89 G 5> IGH 9A9B HG F f;@9A9B H 5= F 9 G 5 I L : C B8 G DFCDF 9 G 89 75 H f; CF =9X -
X
, C AA9 89 G @=;B9 G bX
C B8 G DFCDF 9 G 89 75 H f; CF =9X -
X
%=;B9 D @ IG @=;B9
- CH 5@ 89 G : C B8 G DFCDF 9 G - X- X-
X
, C AA9 89 G @=;B9 G 9 H X
- CH 5@ 89 G 57 H =: G DC B8f F f G
X
+5 H = CG 89 : C B8 G DFCDF 9 G 9 H 7 CIGG =B G
!HG=L IKHIK>L => ;:L> => <:Mo@HKB>f >G IHNK<>GM:@> =N FHGM:GM MHM:E =`>QIHLBMBHG :N KBLJN>
f f f
: ; <
!HG=L IKHIK>L => <:Mo@HKB>f >G IHNK<>GM:@> =N FHGM:GM MHM:E =`>QIHLBMBHG :N KBLJN>
/HM:E ?HG=L IKHIK>L >G IHNK<>GM:@> =N FHGM:GM MHM:E =`>QIHLBMBHG :N KBLJN>
QB@>G<> => k E`oM:;EBLL>F>GM >QB@>G<> => / GM k E`:KMBf I:K:@K:IA>f fIHBGMf: IENLf>QB@>G<>L => KO:MBHG => ?HG=L IKHIK>L >M IENL KBLJN> LRLMoFBJN> IENL F>GM =`BFIHKM:G<> LRLMoFBJN> >QIKBFo> >G IHNK<>GM:@> =N FHGM:GM =`>QIHLBMBHG :N KBLJN>
f
f
-
=HGMf >QB@>G<> => KO:MBHG => ?HG=L IKHIK>L
=HGMf >QB@>G<> =>
f
=HGMf >QB@>G<> => KBLJN> LRLMoFBJN>
f
: =HGMf F>GM =`BFIHKM:G<> LRLMoFBJN> FHG=B:E> $.F HN IHNK :NMK> oM:;EBLL>F>GM =`BFIHKM:G<> LRLMoFBJN> :NMK> $. !HG=L IKHIK>L => ;:L> => <:Mo@HKB>f =BLIHGB;E>L IHNK L:MBL?:BK> :NQ >QB@>G<>L => G IHNK<>GM:@> =N FHGM:GM =`>QIHLBMBHG :N KBLJN>
f
f
-
L:GL H;C>M =:GL E: Ko@E>F>GM:MBHG => E`0 L:GL H;C>M =:GL E: Ko@E>F>GM:MBHG => E`0
L:GL H;C>M =:GL E: Ko@E>F>GM:MBHG => E`0 & C B H 5B HG =B:f F =9 IFG 5 I L G 9 I =@ G DCIF 8f8 I 7 H = C B 5J5B H DC B8f F 5 H = C B
oM>GMBHGL =BK>L >M BG=BK>L => ?HG=L IKHIK>L =`>GMBMoL =N L>NK ?BG:GK =:GL E>LJN>EE>L E`oM:;EBLL>F>GM G> =oMB>GM I:L =`BGO>LMBLL>F>GM BFIHKM:GM FHGM:GM :N
=>LLHNL =N L>NBE =>
f G>M =>L IHLBMBHGL L oEB@B;E>L oM>GMBHGL =BK>L >M BG=BK>L =`BGLMKNF>GML / =`>GMBMoL =N L>NK ?BG:GK =:GL E>LJN>EE>L E`oM:;EBLL>F>GM =oMB>GM NGfBGO>LMBLL>F>GM BFIHKM:GM FHGM:GM :N
=>LLHNL =N L>NBE =>
f G>M =>L IHLBMBHGL L oEB@B;E>L
A <
<
B
GL>F;E> OB=> =:GL E`0
=B??oK>G<>L M>FIHK>EE>L FHGM:GM :N
=>LLHNL =N L>NBE =>
f G>ML =>L I:LLB?L =`BFIuM :LLH E>L L k E`:KMBf I:K:@K:IA>f LHGM KoNGB>L
<
)@5: C B8 G 5 DD @=756@9 G @ CFG 89 @ U =B7@ IG = C B 89 DFC J= G = C B G 85B G @9 G : C B8 G DFCDF 9 G 89 75 H f; CF =9X
CNLM>F>GML IHNK KBLJN> => L / >N o@:K= :NQ >QIHLBMBHGL JNB K>EnO>GM => E`:IIKH LM:G=:K= :O:GMf:IIEB<:MBHGf=N IE:?HG=
+E:?HG= IHNK E`BGL :CNLM>F>GML IHNK KBLJN> => L / L>EHG E`:IIKH LM:G=:K=
f
CNLM>F>GML IHNK KBLJN> => L / >N o@:K= :NQ >QIHLBMBHGL JNB K>EnO>GM => E`:IIKH ?HG=o> LNK E>L GHM:MBHGL BGM>KG>L :O:GM :IIEB<:MBHG =N IE:?HG=
+E:?HG= IHNK E`BGL :CNLM>F>GML IHNK KBLJN> => L / L>EHG E`:IIKH ?HG=o> LNK E>L GHM:MBHGL BGM>KG>L
f
"B GHFI A9B HG 89 : C B8 G DFCDF 9 G GCI A= G b 9L7@ IG = C B DFC ; F 9 GG =J9 5 DD @=756@9 9B HF 9 @9 9 F X>5BJ=9 F
9 H @9 9 F X>5BJ=9 F
I B= EI 9A9B H +E:?HG= :E :IIEB<:;E> :NQ BGLMKNF>GML =>L / LHNFBL k >QLLBO>
>M >M >M >M >M >M
(HGM:GM >QL / >G K:BLHG =N IE:?HG= =oI:LL>F>GM =N IE:?HG= :IKnL K>F;HNKL>F>GML >M oL
+E:?HG= :E :IIEB<:;E> :NQ BGLMKNF>GML =>L / LHNFBL k >QLLBO>
(HGM:GM >QL / >G K:BLHG =N IE:?HG= =oI:LL>F>GM =N IE:?HG= :IKnL K>F;HNKL>F>GML >M oL
+E:?HG= :E :IIEB<:;E> :NQ BGLMKNF>GML =>L / LHNFBL k >QLLBO>
(HGM:GM >QL / >G K:BLHG =N IE:?HG= =oI:LL>F>GM =N IE:?HG= :IKnL K>F;HNKL>F>GML >M oL
178
NATIXIS DOCUMENT D’ENREGISTREMENT UNIVERSEL 2020