NATIXIS_PILLAR_III_2017_EN

1 KEY FIGURES Introduction

CHIFFRES CLÉS

CREDITAND COUNTERPARTY RWA BY CATEGORY OF EXPOSURE

CREDITAND COUNTERPARTY RWA BY BUSINESS SECTOR

2% Oil&Gas - Distribution 2% Oil&Gas - Independant

1% Automotive

20% Equities

2% Holdings

15% Insurers (*)

55% Corporate

3% Administration 3% Securitization

10% Other assets

3% Retail 3% Securitization 3% Central governments

6% Banks

4% Financials Institutions

6% Institutions

4% UCITS

* Including interest held in insurance companies

CREDITAND COUNTERPARTY RWA BYTYPE OF EXPOSURE WITH DEFAULT/NON DEFAULT*

(Bn€)

40

35

30

25

20

15

10

5

0

Other products

Derivatives

Equity

Off-balance sheet commitments Non-defaulted

Guarantees

Repos

Loans

Securities

Defaulted

* Excluding CCP contributions to the default fund.

CREDITAND COUNTERPARTY RWA BY S&P* RATING

CREDITAND COUNTERPARTY RWA BY APPROACH

33% Unrated

3% AA+ to AA-

9% A+ to A-

22% STD

29% F-IRB

21% BBB+ to BBB-

49% A-IRB

4% D 1% CCC+ to CCC-

21% BB+ to BB-

8% B+ to B-

* Excluding exposures to the French State (deferred tax assets - DTAs), direct investments and CCP contributions to the default fund. * Excluding exposures to the French State (deferred tax assets - DTAs), direct investments and CCP contributions to the default fund.

6

NATIXIS Rapport sur les risques Pilier III 2016

6

NATIXIS Risk report Pillar III 2017

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