NATIXIS_PILLAR_III_2017_EN

APPENDIX Appendix 5: Cross-reference tables

Appendix 5: Cross-reference tables

Cross-reference table between articles of the CRR, Basel Committee/EBA tables and statements, and the Pillar III report

Page of Pillar III report

Page of Registration document

CRR Article

Basel Committee/EBA tables and statements

Reference in Pillar III report

Risk governance and management Article 435 (1)

(EBA) EU OVA - Bank risk management approach 2.1 Governance & 2.2 Risk management organization

12-13 14-15 27

113-114 114-115 117

2.4 Risk appetite 2.7 Stress tests

Article 435 (1)

(EBA) CRA - General information about credit risk 5.1. Credit risk control organization 5.2. Credit policy

58 58-59

127 127

Article 435 (1)

(EBA) CCRA - Qualitative disclosure related to counterparty credit risk (EBA) MRA - Qualitative disclosure requirements related to market risk EU LI1 - Differences between accounting and regulatory scopes of consolidation and mapping of financial statements with regulatory risk categories EU LI3 - Differences between consolidation scopes (entity by entity) EU LIA – Explanations of differences between accounting and regulatory exposure amounts

6.1. Counterparty risk management

84

128

Article 435 (1)

8.1. Market risk management

100

140

Linkages between financial statements and regulatory exposures Article 436 (b)

Table 1

31

119-120

Article 436 (b)

Table 2

33

Article 436(b)

3.2 Prudential consolidation scope

31 to 35 118 to 120

Macro-prudential supervisory measures Article 458

(BCBS March 2016) CCyB1 – Geographical distribution of credit exposures used in the countercyclical buffer

Table 6

 45 

Leverage ratio Article 451

(BCBS March 2016) LR1 – Comparison of accounting exposures and leverage exposures (BCBS March 2016) LR2 – Leverage ratio

Table 55

115

157

Appendix 3

160

Capital requirements Article 438 (c) (f)

(EBA) EU OV1 - Overview of RWA

Table 11 Table 32

53 81

Article 438 last paragraph (EBA) EU CR10 - IRB - Specialized lending and equities

Art. 438 c), d), e) and f)

NX01 - EAD, RWA and EFP by approach and by Basel exposure class NX03 - Exposures and EAD and by Basel exposure class NX11BIS - EAD by exposure class and by agency – Standardized approach NX17 - Secured exposure by rating and by type of guarantor NX05 - EAD by geography and by exposure class Table 13 Table 14 Table 15 Table 10 Table 12

52

135-136

Art. 442 c)

54

136

Art. 442 d), e) and f) Art. 444 a), b) and c)

55 56

137

Art. 453 d)

56

14

163

NATIXIS Risk report Pillar III 2017