NATIXIS_PILLAR_III_2017_EN
14 APPENDIX
Appendix 5: Cross-reference tables
EDTF recommendation cross-reference table
Page of Registration Document
Page of Pillar III Report
Recommendation
Introduction
1 2
Cross-reference table
163 to 165 482 to 486
Terminology and risk measurement, key inputs used
16-17 58-59 69 to 76; 84 94-95 100 to 103 124 to 127
115-116 127 to 132 139 140 to 143 147 to 150
3 4 5 6 7 8 9
Description of principal and/or emerging risks Definition of regulatory changes and new key ratios Organization of risk management and control
16-17 115 to 117
45; 115; 160
124; 157
Risk management governance and strategy
12-13 13-14 14-15
113 114
Description of the Risk culture
Risk appetite Stress tests
114-115
27
117
Capital requirements and risk-weighted assets
Capital requirements
52-53
135-136
10 Information on the composition of regulatory capital, Reconciliation of accounting and regulatory data
31 to 33; 37-38; 44
123; 125-126
11 Changes in regulatory capital 12 Regulatory capital targets
44 to 47 123 to 125
48 48
126 126
13 Risk-weighted assets by business line and by type of risk 14 Risk-weighted assets and capital requirements by method and exposure class
52-53
135-136
15 Table of credit risks by Basel portfolio
54; 71; 77; 86-87
136
16 Changes in risk-weighted assets by type of risk
47
125
17 Description of back-testing models
74-75; 102 130-131; 141 108 to 115 151 to 157
Liquidity and Funding 18 Liquidity management
19 Encumbered assets
119
160 161
20 Balance sheet by contractual maturities
120-121
21 Funding strategy
110 to 112 153 to 155
Market risks
22 Reconciliation of risk-weighted assets and accounting items for exposures sensitive to market risks
31-32
119-120
23 Significant market risk factors 24 Market risk modeling principles 25 Market risks management techniques
144
102-103 140 to 143
105 143 to 146
Credit risks
26 Structure of the loan book
52 to 55; 64 to 68; 71; 77 to 80
135 to 138
27 Impairment policy - Loan provisions and impairment
59 133 to 134
28 Changes in provisions and impairment 29 Counterparty risks on market transactions
275 128 133
84 60
30 Information relating to collateral and counterparty risk mitigation measures 31 Other risks: insurance sector risks, operational risks and legal risks, IT system security and business continuity plans 32 Analysis of losses related to operational risk, including litigation and compliance
124 to 127 123 to 147
147 to 150 163 to 173
Other risks
136 to 138 163 to 169
166
NATIXIS Risk report Pillar III 2017
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