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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