NATIXIS_PILLAR_III_2017_EN
APPENDIX Appendix 5: Cross-reference tables
Page of Pillar III report
Page of Registration document
CRR Article
Basel Committee/EBA tables and statements
Reference in Pillar III report
Securitization Article 449
(BCBS) SECA – Qualitative disclosure requirements related to securitization exposures
7.2. Management of risks related to securitization transactions
94-95
139
(BCBS) SEC1 - Securitization exposures in the banking book (BCBS) SEC2 - Securitization exposures in the trading book
Table 43
96
Table 44
96
(BCBS) SEC3 - Securitization exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor (BCBS) SEC4 - Securitization exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as investor NX33BIS - Banking book EAD by agency
Table 48
98
Table 49
98
Art. 449( k) Market risk Art. 445
Table 42
95
(EBA) EU MR1 - Market risk own funds requirements
Table 50
104
Article 105 and article 455 (c)
(EBA) EU MRB A - Qualitative disclosures for banks using the Internal Models Approach (IMA) (EBA) EU MRB B - Qualitative disclosures for banks using the Internal Models Approach (IMA) (EBA) EU MR2 – A - Market risk under internal models approach
8.3 Methodology for measuring market risk 8.3 Methodology for measuring market risk
102-103 140 to 142
Article 455 (a) and (b)
102-103 140 to 142
Article 455 (e)
Table 53
105
Article 455 (d) Article 455 (g)
(EBA) EU MR3 - IMA values for trading portfolios Table 51
104 105
(EBA) EU MR4 - Comparison of VaR estimates with gains/losses
Table 52
145
Operational risk Article 446
(BCBS) ORA – General qualitative data on operational risk management (BCBS) OR1 – Change in operational losses (BCBS) OR3 – Change in operational losses declared in 2017 - Corep view
10. Operational risk
124 to 127
147 to 150
Table 62 Table 63
126 126
Interest rate risk (IRRBB) Article 448
(BCBS) Table A – IRRBB management policies and objectives
9.4. Management of structural interest rate risk Table 59 (IRRBB – Table B)
117
158
(BCBS) Table B – NII sensitivity
118
159
Remuneration Article 450
(BCBS) REMA – Remuneration policy
First update of Pillar III Report
14
165
NATIXIS Risk report Pillar III 2017
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