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

FACTEURS DE RISQUES, GESTION DES RISQUES ET PILIER III Informations au titre du Pilier III de Bâle 3

Composition et évolution des emplois pondérés 3.3.3 Expositions aux risques de crédit et aux risques de contrepartie 3.3.3.1 Aperçu des RWA (EU OV1)

EFP

RWA

31/12/2020

?H GCFFCIHM >`?OLIM

31/12/2020

31/12/2019

+= GEI 9 89 7 F f8= H < CFG F = GEI 9 89 7 C B HF 9 D 5 FH =9

X

X f

X

f

=HGM :IIKH LM:G=:K= .

=HGM :IIKH ?HG=o> LNK E>L GHM:MBHGL BGM>KG>L _ !HG=:MBHG $- ! =HGM :IIKH ?HG=o> LNK E>L GHM:MBHGL BGM>KG>L _ O:G $- =HGM :EHG E: FoMAH=> => E: IHG=oK:MBHG LBFIE> =>L KBLJN>L

f f

f f X f

f f

+= GEI 9 89 7 C B HF 9 D 5 FH =9

X

=HGM (:KD MH (:KD>M

f

3

=HGM *KB@BG:E QIHLNK> =HGM :IIKH LM:G=:K= :IIEBJNo> :N KBLJN> => I:KMB> =HGM FoMAH=> =>L FH=nE>L BGM>KG>L $(( =HGM FHGM:GM =`>QIHLBMBHG :N KBLJN> IHNK =>L +

f

f

=HGM 1

f

f

+= GEI 9 89 F e;@9A9B H

L DCG = H = C B G 89 H = HF = G 5 H = C B 85B G @9 DCFH 9:9 I =@@9 65B75= F 9 5 DF e G D @5: C BB9A9B H

X

X

=HGM :IIKH ?HG=o> LNK E>L GHM:MBHGL BGM>KG>L . $- =HGM :IIKH ?HG=o> LNK E>L GHM:MBHGL >QM>KG>L . -

=HGM :IIKH LM:G=:K= . .

f

=HGM :IIKH I:K =o?:NM

X

X

X

+= GEI 9 89 A5 F 7

=HGM :IIKH LM:G=:K= .

f f

f f

=HGM :IIKHL ?HG=o>L LNK E>L GHM:MBHGL BGM>KG>L $-

& C B H 5B H 8 U 9L DCG = H = C B @=f 5 I L ; F 5B8 G F = GEI 9 G 8 I DCFH 9:9 I =@@9 89 Bf; C 7=5 H = C B += GEI 9 CD f F 5 H = C BB9@

X

X

X

=HGM :IIKH BG=B<:M>NK => ;:L> =HGM :IIKH LM:G=:K=

f

f

f

=HGM :IIKH F>LNK> :O:G & C B H 5B HG =B:f F =9 IFG 5 I L G 9 I =@ G 89 8f8 I 7 H = C B 5J5B H DC B8f F 5 H = C B 89 G F = GEI 9 G 89 X

X

X

> IGH 9A9B H 8 I D @5B7<9 F -(- %

X

X

X

/OCN? l F; GCM? ?H JF;=? >O HIOP?;O @L;G?QILE NCNLCM;NCIH M?OF F? MIOM NIN;F NCNLCM;NCIH JIOL ?MN JLpM?HNp >;HM =? L;JJILN

185

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