NATIXIS_PILLAR_III_2017_EN

3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Prudential consolidation scope

Carrying values of items:

Not subject to regulatory capital requirements or subject to deduction from capital

Carrying values as reported in published financial statements

Carrying values under scope of regulatory consolidation

Subject to the credit risk framework

Subject to the market risk framework

Subject to the CCR framework

Subject to the securitization framework

LIABILITIES (in millions of euros)

Due to central banks Financial liabilities at fair value through profit or loss

144,885

142,710

94,646

588 108,167

21,383

Hedging derivatives

710

710

710

(156)

Due to banks

104,318 94,571 32,574

101,157 94,769 32,139

16,443 53,835

13,915 53,766

84,715 40,934 32,139

Customer deposits

Debt securities

Revaluation adjustments on portfolios hedged against interest rate risk

138 532 620

138 451 346

138 451 346

Current tax liabilities Deferred tax liabilities

Accrual accounts and other liabilities Liabilities on non-current assets held for sale Insurance companies’ technical reserves

37,936

28,073

28,073

698

76,601

Contingency reserves Subordinated debt

1,742 3,674

1,589 3,035

19

1,570 3,035

Shareholders’ equity (Group share): Share capital and reserves

19,795 10,976

19,795 10,976

19,795 10,976

Consolidated reserves

6,697

6,697

6,697

Unrealized or deferred gains or losses

772

772

772

Other gains or losses

(318) 1,669 1,192

(318) 1,669

(318) 1,669

Net income

Minority interests

137

137

TOTAL LIABILITIES 232,716 Note: Carrying values under the scope of regulatory consolidation do not equal the sum of their values after being broken down by risk type. An exposure can be subject to several risk types. 519,986 425,049 19 165,634 588 175,692

32

NATIXIS Risk report Pillar III 2017