NATIXIS_PILLAR_III_2017_EN

4 CREDIT RISK AND COUNTERPARTY RISK Credit and counterparty risks

TABLE 12 (NX03): EXPOSURE AND EAD BY BASEL CATEGORY OF EXPOSURE R

Exposure

EAD

Category of exposure (in millions of euros)

o/w off-balance sheet

o/w off-balance sheet

12.31.2017 154,624 128,199 21,391

12.31.2017 124,870 100,955 19,336

2017 average

Corporates

75,050 65,884

45,615 38,740

126,309 103,069 18,745

Other than SMEs and SF Specialized Financing (SF)

8,326

6,271

SME

5,034

840

4,579

604

4,495

Institutions

92,795 61,989 60,254

45,168

84,555 61,223 59,614

36,929

79,664 62,913 61,207

Governments or central banks

9,154 8,132

8,389 7,492

Central governments or central banks Regional governments or local authorities

584

282 740

583

282 615

645

Public sector entities

1,151

1,026 3,252 2,450 8,435 8,894 5,446 802

1,061 3,112 2,319 8,148 8,971 5,630 793

Retail

14,631 13,783

11,297 11,253

85 73 12

Other than SMEs

SMEs

848

44

Securitization

8,560 8,894 5,451

4,319

4,319

Other items

Equities

170

171

Collective investments undertakings

121

Exposures secured by mortgages on immovable property Exposures to institutions and corporates with a short-term credit assessment

1,087

124

1,025

62

481

653 706

271

652 376

270

1,149

Exposures at default

12

4

277

TOTAL AT 12.31.2017 TOTAL AT 12.31.2016

349,390 346,452

145,565 139,601

298,728 302,116

95,844 95,917

296,775 293,584

54

NATIXIS Risk report Pillar III 2017