NATIXIS_PILLAR_III_2017_EN
5 CREDIT RISK
Credit risk mitigation techniques
TABLE 16 (CR3): CREDIT RISK MITIGATION TECHNIQUES R
Exposures secured by collateral, of which secured amount
Exposures secured by financial guarantees, of which secured amount
Exposures secured by credit derivatives, of which secured amount
Exposures unsecured – Carrying amount
Exposures secured by financial guarantees
Exposures secured by credit derivatives
Exposures secured by collateral
(in millions of euros)
IRB Approach Central governments or central banks
44,846
5
4
3,533
3,474
Institutions
9,729
25
15
837
502
Corporates
87,420
35,742
33,458
9,195
6,336
1,489
1,489
o/w SME
1,697
2,078
2,023
132
1
o/w Specialized Lending
1,031
19,043
19,046
7
5
Retail
7
596
596
(11)
Secured by real estate property
59
59
SME
59
59
Non-SME Qualifying Revolving
211
211
Other Retail
7
326
326
(11)
SME
7
314
314
(11)
Non-SME
12
12
Equity
5,446
Other exposures
81
633
623
2
Sub-total IRB 12.31.2017
147,530
37,002
34,696
13,557
10,311
1,489
1,489
Sub-total IRB 12.31.2016
136,559
44,839
42,137
12,342
9,249
1,501
1,501
Standardized Approach Central governments or central banks
4,659
7
65
63
Regional governments or local authorities
286
9
8
Public sector entities
625
3
30
Multilateral Development Banks International Organizations
446
Institutions
42,629
60
60
6,180
6,179
Corporates
3,452
933
716
510
340
o/w SME
452
312
237
92
Retail
13,380
469
247
103
o/w SME
343
40
28
74
Secured by mortgages on immovable property
1,087
1,087
SME
459
459
Exposures in default
294
68
1
20
Claims on institutions and corporates with a short-term credit assessment Collective investments undertakings (CIU) Equity exposures Other exposures
381
2
2
7,981
82
113
1
Sub-total SA 12.31.2017
74,132
2,718
2,110
7,031
6,586
Sub-total SA 12.31.2016
76,980
1,348
1,044
5,336
4,982
TOTAL AT 12.31.2017
221,661
39,720
36,807
20,589
16,897
1,489
1,489
TOTAL AT 12.31.2016
213,539
46,187
43,181
17,678
14,231
1,501
1,501
62
NATIXIS Risk report Pillar III 2017
Made with FlippingBook flipbook maker