NATIXIS_PILLAR_III_2017_EN

5 CREDIT RISK

Credit risk exposures

TABLE 22 (CRB-E): MATURITY OF EXPOSURES R

> 1 year < = 5 years

No stated maturity

On demand

<= 1 year

> 5 years

Total

(in millions of euros)

IRB Approach Central governments or central banks

37,397

1,763 2,931

3,325

2,489

44,975

Institutions Corporates

4,223 5,239

916

226

8,296

34,054

24,376

16,813

80,481

o/w SME

134 300

711

2,067 4,493

1,968 8,571

4,880

o/w Specialized Lending

1,125

14,488

Retail

147

585

200

932

Secured by real estate property

1 1

5 5

49 49

55 55

SME

Non-SME Qualifying Revolving

107

107 769 758

Other Retail

40 28 12

580 580

150 150

SME

Non-SME

12

Equity

4,274

772 297

229 361

5,276

Other items

60

718

Sub-total IRB 12.31.2017 Sub-total IRB 12.31.2016

46,858 35,813

43,229 44,243

30,271 31,470

20,319 22,452

140,678 133,979

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

826

1,167

2,592

84

4,668

14 39

72 55

230 372

317 493

Public sector entities

28

Multilateral Development Banks International Organizations

59

387

446

Institutions Corporates

21,349

268 378 129

3,220

8,452 1,785

33,289

457

871 505 782 248

3,491 1,233 3,102

o/w SME

24 64 17

575 253

Retail

2,003

o/w SME

201

84

551

Secured by mortgages on immovable property

12

156

795 363 150

963 412 486

o/w SME

2

47

Exposures in default

54

118

164

Claims on institutions and corporates with a short-term credit assessment Collective investments undertakings (CIU) Equity exposures Other items

364

17

381

485

6,639

52

1,000

8,176

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

23,628 33,791 70,486 69,604

10,654 11,760 53,883 56,003

8,022 8,144

13,507 11,642 33,825 34,094

55,811 65,337 196,488 199,315

38,293 39,614

68

NATIXIS Risk report Pillar III 2017