NATIXIS_PILLAR_III_2017_EN

CREDIT RISK Credit risk exposures

TABLE 19 (CRB-B): TOTAL AND AVERAGE NET AMOUNT OF EXPOSURES R

Net exposure at the end of the period

Average net exposure over the period*

(in millions of euros)

IRB Approach Central governments or central banks

45,924 10,354 140,093

47,202

Institutions Corporates

9,655

141,300

o/w SME

5,690

5,909

o/w Specialized Lending

22,142

21,406

Retail

1,044

1,175

Secured by real estate property

59 59

73 73

SME

Non-SME Qualifying Revolving

211 774 762

228 874 861

Other Retail

SME

5

Non-SME

12

13

Equity

5,446

5,498

Other exposures

718

885

Sub-total IRB 12.31.2017 Sub-total IRB 12.31.2016

203,578 197,928

205,715 204,302

Standardized Approach Central governments or central banks Regional governments or local authorities

4,668

5,116

318 765

357 794

Public sector entities

Multilateral Development Banks International organizations

446

438

Institutions Corporates

42,652

35,302

5,244 1,426

3,825

o/w SME

732

Retail

14,323

14,100

o/w SME

609

512 508 171 334 812 121 132

Secured by mortgages on immovable property

1,087

o/w SME

459 496 381

Exposures in default

Claims on institutions and corporates with a short-term credit assessment

Collective investments undertakings (CIU)

Equity exposures

Other items

8,176

8,086

Sub-total SA 12.31.2017 Sub-total SA 12.31.2016 TOTAL AT 12.31.2017 TOTAL AT 12.31.2016

78,555 79,214

69,925 70,089

282,133

275,640

*

Quarterly average realized over 1 year.

65

NATIXIS Risk report Pillar III 2017