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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