NATIXIS_PILLAR_III_2017_EN

CREDIT RISK Credit risk mitigation techniques

TABLE 17 (CR7): IRB – EFFECT ON RWA OF CREDIT DERIVATIVES USED AS CRM TECHNIQUES R

Pre-credit derivatives RWA

Actual RWA

(in millions of euros)

Exposures under Foundation IRB Central governments or central banks

7,310

7,310

203 255 628

203 255 628

Institutions

Corporates – SME

Corporates – Specialized Lending

12

12

Corporates – Other

6,211

6,211

Exposures under Advanced IRB

52,059

35,662

Central governments or central banks

398

398

Institutions

1,964 2,143 4,423

1,964 2,143 4,423

Corporates – SME

Corporates – Specialized Lending

Corporates – Other

42,949

26,553

Retail – Secured by real estate SME Retail – Secured by real estate non-SME Retail – Qualifying revolving

12

12

5

61 77 31

61 77 31

Retail – SME

Other retail exposures

Equity IRB Other items

16,548

16,548

188

188

TOTAL AT 12.31.2017 TOTAL AT 12.31.2016

76,104 81,457

59,708 64,239

63

NATIXIS Risk report Pillar III 2017

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