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

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