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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