NATIXIS_PILLAR_III_2017_EN

CREDIT RISK AND COUNTERPARTY RISK Credit and counterparty risks

TABLE 13 (NX05): EAD BY GEOGRAPHIC AREA AND BY ASSET CLASS R

(Data certified by the Statutory Auditors in accordance with IFRS 7)

Category of exposure (in millions of euros)

France

Europe* North America

Other

Total

Corporates

51,747 43,806

33,644 26,803

16,816 12,366

22,663 17,979

124,870 100,954 19,336

Other than SMEs and SF Specialized Financing (SF)

4,365 3,576

6,339

4,294

4,338

SMEs

502

156

346

4,580

Institutions

50,395 34,094 32,961

16,157

11,315 13,525 13,437

6,688 5,727 5,724

84,555 61,223 59,031

Governments or central banks

7,877 6,909

Central governments or central banks

International organizations

583

583

4

Multilateral development banks Regional governments or local authorities

346 787

237 148 362 634 467

583

Public sector entities

88

3

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

Securitization

4,341 7,925 4,637 3,168 2,432

2,985

747

Other items

296 192

39

Equities

150

Retail

21 14

1 1

62

Other than SMEs

3

SMEs

736

7

59

802

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

1,001

24

1,025

3

19

7

623

652 376

Exposures at default

345

2

29

Collective investments undertakings TOTAL AT 12.31.2017

157,656 139,729

59,207 59,243

45,137 63,937

36,728 39,207

298,728 302,116

TOTAL AT 12.31.2016

Europe = European Union + Europe (outside EU). *

55

NATIXIS Risk report Pillar III 2017

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