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

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NATIXIS Risk report Pillar III 2017

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