NATIXIS_PILLAR_III_2017_EN
3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Composition of capital
12.31.2017
(in millions of euros)
Subordinated debt instruments Amount as per accounting base
3,081 (126)
Regulatory adjustment
Transfer of grandfathering leveling on hybrid capital instruments
0
Total Tier 2 instruments
2,955
Surplus of provisions to expected losses
0
Deductions
(760)
Other prudential adjustments including phase-in arrangements
74
Total Tier 2 capital
2,269
TOTAL REGULATORY CAPITAL
16,540
Pursuant to Commission Implementing Regulation (EU) No. 1423/2013, the audit trail of regulatory capital as described in Appendix VI of the regulation is provided below.
TABLE 4: REGULATORY CAPITAL APPENDIX VI ■
(C) Amounts subject to pre-regulation (EU) No. 575/2013 or prescribed residual amount of Regulation
(A) Amount at disclosure date (in millions of euros)
(B) Regulation (EU) No. 575/2013 Article reference treatment
Row number Aggregate wording
(EU) No. 575/2013 (in millions of euros)
Common Equity Tier 1 capital: instruments and reserves
26 (1), 27, 28, 29, EBA list, 26 (3)
1 Capital instruments and the related share premium accounts
9,230
o/w ordinary shares o/w instrument type 2 o/w instrument type 3
9,230 EBA list, 26 (3)
EBA list, 26 (3) EBA list, 26 (3)
2 Retained earnings
6,241
26 (1) (C)
Accumulated other comprehensive income (and other reserves, to include unrealized gains and losses under the applicable accounting standards)
3
465
26 (1)
3a Fund for general banking risks
0
26 (1) (f)
4 Amount of qualifying items referred to in Article 484 (3) and the related share premium accounts subject to phase out from CET1 Public sector capital injections grandfathered until January 1, 2018 5 Minority interests (amount allowed in consolidated CET1) Independently reviewed interim profits net of any foreseeable charge or dividend 6 Common Equity Tier 1 (CET1) capital before regulatory adjustments 5a
0
486 (2) 483 (2)
0
84, 479, 480
509
26 (2)
16,445
0
Common Equity Tier 1 capital: instruments and reserves 7 Additional value adjustments (negative amount)
(262)
34, 105
36 (1) (b), 37, 472 (4)
8 Intangible assets (net of related tax liability) (negative amount)
(3,642)
0
9 Empty set in the EU
10 Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability where the conditions in Article 38 (3) are met) (negative amount) 11 Fair value reserves related to gains or losses on cash flow hedges Negative amounts resulting from the calculation of expected loss amounts Any increase in equity that results from securitized assets (negative amount) 12 13
36 (1) (C), 38, 472 (5)
(474)
(316)
148
33 (a)
0
36 (1) (d), 40, 159, 472 (6)
(99)
0
0
32 (1)
0
38
NATIXIS Risk report Pillar III 2017
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