NATIXIS_PILLAR_III_2017_EN
CREDIT RISK Credit risk exposures
TABLE 21 (CRB-D): CONCENTRATION OF EXPOSURES BY INDUSTRY OR COUNTERPARTY TYPES R
Other (Exposures net of provisions < €4bn)
Interna- tional trade, commo- dities
Adminis- trations Oil & Gas
Real estate
Transpor-
Base industries
Consumer
Construc- tion
Finance
tation Electricity
Retail
goods Automotive
Total
(in millions of euros)
IRB Approach Central governments or central banks
1,155
44,710
59
45,924
Institutions
9,759
1
1
35
79
479
10,354
Corporates
20,490 39,212
76 15,512 13,072 11,957
8,261
7,295
6,064
5,426
4,920
3,837
3,971 140,093
o/w SME
367
2,303
7
133
754
10
513
185
523
345
72
178
297
5,690
o/w Specialized Lending
2,198
1,907
8,981
4,475
4,179
2
350
50 22,142
Retail
3
561
3
1
33
117
90
48
8
30
151
1,044
Secured by real estate property
20
1
11
1
13
4
1
4
5
59
SME
20
1
11
1
13
4
1
4
5
59
Non-SME Qualifying Revolving
211
211
Other Retail
2
330
2
1
22
116
78
44
7
26
146
774
SME
2
318
2
1
22
116
78
44
7
26
146
762
5
Non-SME
12
12
Equity
4,187
1,148
2
3
68
2
9
9
5
3
4
6
5,446
Other items
19
289
9
1
141
122
6
45
11
19
14
42
718
Sub-total IRB 12.31.2016
35,613 41,211 44,801 15,575 13,313 11,959
8,508
7,337
6,288
5,490
4,951
4,363
4,170 203,578
Sub-total IRB 12.31.2016
36,141 43,998 33,700 16,927 13,099 13,041
9,635
7,029
6,292
6,281
3,664
4,152
3,969 197,928
Standardized Approach Central governments or central banks Regional governments or local authorities
3
4,666
4,668
2
316
318
Public sector entities
50
398
180
37
100
765
Multilateral Development Banks International Organizations
446
446
Institutions
42,652
42,652
Corporates
486
3,070
35
128
996
37
5
274
106
32
38
37
5,244
o/w SME
51
552
11
82
576
29
64
23
4
14
19
1,426
Retail
15 14,177
1
2
26
23
3
32
9
4
4
27 14,323
o/w SME
1
482
1
1
22
23
3
31
9
4
4
27
609
Secured by mortgages on immovable property
13
335
41
20
490
25
109
14
4
17
17
1,087
o/w SME
2
125
2
20
211
19
57
8
3
6
6
459
Exposures in default
5
378
8
61
4
16
6
7
2
8
496
Claims on institutions and corporates with a short-term credit assessment
377
4
381
Collective investments undertakings (CIU) Equity exposures Other items
351
7,667
31
9
84
5
17
3
1
3
4
8,176
Sub-total SA 12.31.2017
43,899 25,687
5,941
339
1,695
195
8
448
137
47
65
93 78,555
Sub-total SA 12.31.2016
47,432 22,930
7,887
271
380
121
6
102
26
31
8
20 79,214
TOTAL AT 12.31.2017
79,512 66,898 50,742 15,913 15,008 11,959
8,704
7,345
6,736
5,627
4,998
4,428
4,263 282,133
TOTAL AT 12.31.2016
83,573 66,928 41,587 17,198 13,479 13,041
9,756
7,034
6,394
6,307
3,695
4,160
3,989 277,142
67
NATIXIS Risk report Pillar III 2017
Made with FlippingBook flipbook maker