NATIXIS_PILLAR_III_2017_EN

KEY FIGURES Introduction

CHIFFRES CLÉS

1

SECURITIZATION EXPOSURES INTHE BANKING BOOK

EAD by type of securitization

EAD by role

26% Synthetic securization

16% Investor

74% Classic securization

56% Sponsor

28% Originator

EAD by underlying

2% CMBS 10% Others

2% RMBS

16% Consumer ABS 1% Consumer loans

20% CDO

26% Corporate loans

23% ABS

OPERATIONAL RISK Number of reported incidents by business and date

6,000

5,000

4,000

3,000

2,000

1,000

0

Specialized Financial Services

Asset & Wealth Management

Corporate & Investment Banking

Functional Departments

Insurance

Corporate center

2015

2016

2017

Net amount of reported incidents by date by Basel category

(in %)

80

70

60

50

40

20 30

10

0

Commercial customers, products and practices

Execution, delivery and procedures

External fraud

Employment and safety practices

Damage to property plant and equipment

Internal fraud

Business interruption and Information System deficiencies

2015

2016

2017

9

NATIXIS Rapport sur les risques Pilier III 2016

9

NATIXIS Risk report Pillar III 2017