NATIXIS_PILLAR_III_2017_EN
3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Composition of capital
(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)
Residual amounts deducted from Tier 2 capital with regard to deduction from Additional Tier 1 capital during the phase-in period pursuant to Article 475 of Regulation (EU) No. 575/2013
475, 475 (2) (a), 475 (3), 475 (4) (a)
56b
(2)
o/w own capital instruments
0
o/w non-significant investments in the capital of other financial sector entities o/w significant investments in the capital of other financial sector entities Amount to be deducted from or added to Tier 2 capital with regard to additional filters and deductions required pre-CRR
0
(2)
56c
467, 468, 481
57 Total regulatory adjustments to Tier 2 (T2) capital
(686) 2,269
58 Tier 2 (T2) capital
59 Total capital (TC = T1 + T2)
16,540
Risk weighted assets in respect of amounts subject to pre-CRR treatment and phase-in treatments subject to phase out as prescribed in Regulation (EU) No. 575/2013 (i.e. CRR residual amounts) o/w adjustment of the 15% threshold, share of significant CET1 investments, items not deducted from CET1 (Regulation (EU) No. 575/2013 residual amounts) o/w adjustment of the 15% threshold, share of deferred tax assets, items not deducted from CET1 (Regulation (EU) No. 575/2013 residual amounts)
59a
0
472, 472 (5), 472 (8) (b), 472 (10) (b), 472 (11) (b)
0
0
475, 475 (2) (b), 475 (2) (c), 475 (4) (b) 477, 477 (2) (b), 477 (2) (c), 477 (4) (b)
o/w items not deducted from AT1 items (Regulation (EU) No. 575/2013 residual amounts)
o/w items not deducted from T2 items (Regulation (EU) No. 575/2013 residual amounts)
60 Total risk weighted assets
0
Capital ratios and buffers 61 Common Equity Tier 1 (as a percentage of risk exposure amount) 62 Tier 1 (as a percentage of risk exposure amount) 63 Total capital (as a percentage of risk exposure amount) Institution-specific buffer requirement (CET1 requirement in accordance with Article 92 (1) (a) plus capital conservation and countercyclical buffer requirements, plus systemic risk buffer, plus the systemically important institution buffer (G-SII or O-SII buffer), expressed as a percentage of risk exposure amount) 64
10.8% 92 (2) (a), 465 12.9% 92 (2) (b), 465
14.9%
92 (2) (c)
1.264% CRD 128, 129, 130
65 o/w capital conservation buffer requirement 66 o/w countercyclical buffer requirement 67 o/w systemic risk buffer requirement
1.250% 0.014% 0.000%
o/w global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer Common Equity Tier 1 available to meet buffer requirements (as a percentage of risk exposure amount)
67a
0.000%
CRD 131
68
4.32%
CRD 128
69 [not relevant in EU Regulation] 70 [not relevant in EU Regulation] 71 [not relevant in EU Regulation]
42
NATIXIS Risk report Pillar III 2017
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