3 FACTEURS DE RISQUES, GESTION DES RISQUES ET PILIER III Informations au titre du Pilier III de Bâle 3
?H GCFFCIHM >`?OLIM
EAD post CRM
RWAs
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B – Exigences de fonds propres et actifs pondérés Exigences de fonds propres en regard de l’ajustement de l’évaluation de crédit (EU CCR2)
?H GCFFCIHM >`?OLIM
EAD après ARC
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Titrisation 3.3.3.4 A – Méthodes comptables 2ICL IGJN?M =IHMIFC>pM ?N ;HH?R?M ^ HIN?h ,LCH=CJ?M =IGJN;? >`pP;FO;NCIH )?M JIMCNCIHM >? NCNLCM;NCIH =F;MMw?M >;HM F; =;NwAILC? Yn IN ;GILNCn^ MIHN wP;FOw?M ;O =IN ;GILNC M?FIH F; GwNBI>? >O N;OR >fCHNwLxN ?@@?=NC@ N?FF? KO? >w=LCN? ?H HIN?n >?M JLCH=CJ?M =IGJN;wM ?N ;HH?R?Mn^ >O =B;JCNL? 8 9 YnpFwG?HNM @CH;H=C?LMn^ >?M IGJN?M =IHMIFC>wM ?N ;HH?R?M "FF?M @IHN FfIfOH? >wJLw=C;NCIH JIOL J?LN? >? =Lw>CN ;NN?H>O?M ?H =IGJN? >? LwMOFN;N MOL F; FCAH? Yn IN >O LCMKO?n^ )?M JIMCNCIHM >? NCNLCM;NCIH =F;MMw?M =IGJN;? G;L=Bw ?N F?M P;LC;NCIHM >? =?FF?M
=C BILM L?P?HOM =IGJN;? >O N;OR >fCHNwLxN ?@@?=NC@ MIHN JLwM?HNw?M MIOM OH? LO?M =;JCN;OR JLIJL?M )?M J;LNM >? NCNLCM;NCIH MIOM F; @ILG? >fCHMNLOG?HNM >? >?NN?M @IHN FfIfOH? >wJLw=C;NCIH JIOL J?LN? >? =Lw>CN ;NN?H>O?M ?H =IGJN? >? LwMOFN;N MOL F; FCAH? Yn IN >O LCMKO?n^ "H =;M >? =?MMCIH >?M J;LNM >? NCNLCM;NCIH MIOM F; @ILG? >fCHMNLOG?HNM >? >?NN?M F?M P;LC;NCIHM >? DOMN? P;F?OL MIHN NL;HM@wLw?M ?H LwMOFN;N
-IOL F?M JIMCNCIHM =F;MMw?M ?H Yn'OMN? P;F?OL J;L LwMOFN;Nn^ ?FF?M MIHN wP;FOw?M ?H P;F?OL >? G;L=Bw ); P;F?OL >? G;L=Bw ?MN >wN?LGCHw? MOCP;HN F?M JLCH=CJ?M ?RJIMwM ?H HIN?n >?M JLCH=CJ?M =IGJN;wM ?N ;HH?R?Mn^ >O =B;JCNL?n8 9 YnpFwG?HNM @CH;H=C?LMn^ )? LwMOFN;N >? =?MMCIH >?M JIMCNCIHM >? NCNLCM;NCIH ?MN =IGJN;? F; =;NwAILC? >fILCACH? >?M JIMCNCIHM P?H>O?M )?M NCNLCM;NCIHM MSHNBwNCKO?M MIOM F; @ILG? >? >wLCPwM >? =Lw>CN L?>CN !?@;OFN 0Q;JM MOCP?HN F?M LvAF?M >? =IGJN;wLCPwM >? NL;HM;=NCIH 0f;ACMM;HN >?M ;=NC@M NCNLCMwM CFM MIHN >w=IGJN;LICNM =IHNL;=NO?FM r L?=?PICL F?M @FOR >? NLwMIL?LC? >? Ff;=NC@ @CH;H=C?L ?N F; KO;MC
NIN;FCNw >?M LCMKO?M ?N ;P;HN;A?M FCwM r F; JLIJLCwNw >? =?N ;=NC@ B – Dispositif de notation externe IHHp?M =?LNC@Cp?M J;L F?M =IGGCMM;CL?M ;OR =IGJN?M ;O NCNL? >`%"./h +;NCRCM ; L?=IOLM r KO;NL? ILA;HCMG?M ?RN?LH?M >fwP;FO;NCIH >? =Lw>CN >;HM F? =;>L? >?M IJwL;NCIHM >? NCNLCM;NCIHn *II>SfM ! /0 #CN=B & ?N 0N;H>;L> ;H> -IILfM ?M ILA;HCMG?M CHN?LPC?HH?HN MOL F; NIN;FCNw >?M NSJ?M >f?RJIMCNCIH
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NATIXIS DOCUMENT D’ENREGISTREMENT UNIVERSEL 2020