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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