NATIXIS_PILLAR_III_2017_EN
6 COUNTERPARTY RISK Counterparty risk exposure
TABLE 37 (CCR3): SA – CCR EAD BY REGULATORY PORTFOLIO AND RISK WEIGHT ■ (in millions of euros) Risk Weight
Of which unrated*
Exposure classes
0%
2%
4%
10%
20%
50%
70%
75% 100% 150% Other
Total EAD
Central governments or central banks Regional governments or local authorities
45
45
96
185
281
171
Public sector entities
38
455
492
54
Multilateral Development Banks International Organizations
137
137
137
Institutions
1,663
18,175
5
19,843
18,742
Corporates
35
19
6
60
37
Retail
1
1
1
Secured by mortgages on immovable property Exposures in default Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment
1
2
2
2
23
210
37
270
Collective investments undertakings (CIU) Equity exposures Other items
TOTAL AT 12.31.2017
2,014
18,175
668
229
1
44
2
21,132
19,144
Total at 12.31.2016 15,998 of which €18,116 millions in exposures to central counterparties (weighted at 2% in accordance with current regulations) and €2,626 millions to * BPCE Group affiliates at December 31, 2017, versus respectively €14,409 millions and €2,065 millions on these items at December 31, 2016. 3,749 14,493 803 35 2 11 19,093
86
NATIXIS Risk report Pillar III 2017
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