NATIXIS_PILLAR_III_2017_EN

OVERALL INTEREST RATE, LIQUIDITY AND STRUCTURAL FOREIGN EXCHANGE RISKS Other information

12.31.2016

Less than 1 month

Liabilities (in billions of euros)

1 to 3 months

3 to 6 months

6 months to 1 year

1 to 2 years

2 to 5 years

Over 5 years Undated

Total Demand

Due to central banks

-

-

-

-

-

-

-

-

-

-

Other financial liabilities at fair value through profit or loss o/w repurchased securities o/w secured liabilities o/w unsecured liabilities

85 37

1 1

27 26

10

3 1

3 1

3

6 1 1 4

9

23

7

- -

-

- - -

3

- - - -

- - - -

-

-

-

2 8

19 65

2

1

2

2

Trading derivatives Hedging derivatives

- -

- -

- -

- -

- -

- -

65

2

2

Due to banks

103

16

25

17

6 1 2 7

9 2 6

10

17

3

- -

o/w repurchased securities

19 87 49

4

6

6

-

-

-

Customer deposits

26

36 17

11 12

1 1

1 1 1 1

1

3

Debt securities

- - -

12

- -

- - -

o/w covered bonds Subordinated debt

1 5

- -

- -

- -

- -

- -

4

Total

396

43

105

50

18

30

14

26

16

93

The information contained in the above table excludes insurance activities.

MONITORING OF RATING TRIGGERS 9.5.3

In the event the Bank’s external credit rating is downgraded, it may be required to provide additional collateral to investors under

payment the bank would have to make within 30 calendar days in the event its credit rating were downgraded by as much as

agreements that include rating triggers. In particular, in three notches. calculating the liquidity coverage ratio (LCR), the amounts of these additional cash outflows and additional collateral requirements are measured. These amounts comprise the

They are covered under the LCR management policy and were estimated at 2 billion in EUR equivalent at December 31, 2017, versus 3.1 billion at December 31, 2016.

9

121

NATIXIS Risk report Pillar III 2017