NATIXIS_PILLAR_III_2017_EN
5 CREDIT RISK
Credit risk exposures
Credit risk exposures 5.5
TABLE 18 (CR1): CREDIT QUALITY OF ASSETS R
a
b
c
d
Defaulted exposures
Non-defaulted exposures
Allowances/ impairments Net values (a+b-c)
(in millions of euros)
IRB approach Central governments or central banks
49 83
48,387 10,567 131,999
53 58
48,384 10,591 133,846
Institutions Corporates
4,010
2,164
o/w SME
259 669
3,852
203 293
3,908
o/w Specialized Lending
19,703
20,080
Retail
74
604
84
593
Secured by real estate property
8 8
57 57
6 6
59 59
SME
Non-SME Qualifying Revolving
30 36 10 26 12
215 331 315
34 44 15 29
211 322 311
Other Retail
SME
Non-SME
16
12
Equity
5,439
5
5,446
Other items
717
717
Sub-total IRB 12.31.2017 Sub-total IRB 12.31.2016
4,227 5,315
197,713 192,719
2,364 2,793
199,577 195,241
Standardized Approach Central governments or central banks Regional governments or local authorities
4,730
4,730
303 658
303 658
Public sector entities
Multilateral Development Banks International Organizations
446
446
Institutions Corporates
48,869
48,869
4,921
26
4,896
o/w SME
863
8 1
856
Retail
13,953
13,952
o/w SME
457
456
Secured by mortgages on immovable property
1,087
1,087
SME
459
459 382
Exposures in default
704
322
Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment
382
382
Collective investments undertakings (CIU) Equity exposures Other items
8,177
8,177
Sub-total SA 12.31.2017 Sub-total SA 12.31.2016 TOTAL AT 12.31.2017 TOTAL AT 12.31.2016
704 444
83,527 83,470 281,240 276,189
350 250
83,881 83,664 283,458 278,905
4,931 5,759
2,713 3,043
64
NATIXIS Risk report Pillar III 2017
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