NATIXIS_PILLAR_III_2017_EN
5 CREDIT RISK
Credit risk exposures
TABLE 20 (CRB-C): GEOGRAPHICAL BREAKDOWN OF EXPOSURES R
North America
North America Asia
Latin America
Middle East
EU EU EU EU
EU EU
Asia
Europe Europe
Africa Oceania
France Other Germany
UK Luxembourg Italy
USA Other
Other Singapore Other Switzerland Other
Other
Other
Other
Total
(in millions of euros)
IRB approach Central governments or central banks
28,216 1,915 617 138
237 148 11,356 201 455
528 434
3 118 683 850
23 45,924
Institutions
1,981 1,355 277 865
46
35 1,353
92 2,910
156 224
63 138 577 264
18 10,354
Corporates
60,741 11,733 6,606 4,681
4,441 4,905 17,570 471 4,706
4,529 6,115
4,380 617 3,970 2,949 1,679 140,093
o/w SME
4,416 171
88
89
104
92 142
14 211
16
3
345
5,690
o/w Specialized Lending
4,997 2,493 634 832
874 1,701 4,855 233 1,371
20 1,807
33
1,141
51 1,101 22,142
Retail
1,044
1,044
Secured by real estate property
59
59
o/w SME
59
59
Non-SME Qualifying Revolving 211
211
Other Retail
774
774
SME
762
762
Non-SME
12
12
Equity
4,637
97
24
77
240
12 191
7
33
17
23
88
5,446
Other items
705
6
3
4
718
Sub-total IRB 12.31.2017 97,324 15,106 7,525 5,761
4,966 5,105 30,471 770 8,072
5,214 6,806
4,463 872 5,252 4,151 1,721 203,578
Sub-total IRB 12.31.2016 74,293 14,635 7,234 5,306
3,969 5,079 46,442 1,151 8,037
5,335 8,004
4,742 1,282 5,531 4,545 2,344 197,928
Standardized Approach Central governments or central banks Regional governments or local authorities
3,407
396
780
43
43
4,668
199
74
43
2
318
Public sector entities
594
19
45
42
65
765
Multilateral Development Banks
International organizations
446
446
Institutions
41,462
44
564
7
37 310
148
34
3
30
14 42,652
Corporates
4,083 244
21
8
40
57
2
4
52
7
54
674
5,244
o/w SME
1,411
2
2
6
4
1,426
Retail
14,184
20
2
13
6
2
2
4
3
79
7 14,323
SME
520
4
5
5
74
609
Secured by mortgages on immovable property
1,063
7
17
1,087
SME
454
3
2
459
Exposures in default
459
2
1
33
496
Claims on institutions and corporates with a short-term credit assessment Collective investments undertakings (CIU) Equity exposures Other items
2
11
9
5
2 353
381
7,219 178
14 400
5
24 294
2
15
3
1
2
16
2 8,176
Sub-total SA 12.31.2017 72,673 525 156 985
901 141 613
52 1,353
3
85
97
4
7 940
22 78,555
Sub-total SA 12.31.2016 72,047 642 146 1,659
1,013 279 853
48 1,215
4 141
148
2
7 1,002
9 79,214
TOTAL AT 12.31.2017 169,997 15,631 7,680 6,746
5,867 5,245 31,084 823 9,424
5,216 6,891
4,560 876 5,260 5,091 1,743 282,133
TOTAL AT 12.31.2016 146,340 15,277 7,380 6,965
4,982 5,359 47,294 1,199 9,252
5,339 8,144
4,890 1,284 5,538 5,547 2,353 277,142
66
NATIXIS Risk report Pillar III 2017
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