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