NATIXIS_REGISTRATION_DOCUMENT_2017

RISKS AND CAPITAL ADEQUACY Credit and counterparty risks

EAD BY GEOGRAPHIC AREA AND BY BASEL ASSET CLASS (NX05) R

(Data certified by the Statutory Auditors in accordance with IFRS 7)

(in millions of euros) Category of exposure

France

Europe* 33,644 26,803

North America

Other

Total

Corporates

51,747 43,806

16,816 12,366

22,663 17,979

124,870 100,954 19,336

Other than SMEs and SF Specialized Financing (SF)

4,365 3,576

6,339

4,294

4,338

3

SMEs

502

156

346

4,580

Institutions

50,395 34,094 32,961

16,157

11,315 13,525 13,437

6,688 5,727 5,724

84,555 61,223 59,031

Central governments or central banks Central governments or central banks

7,877 6,909

International organizations Multilateral development banks Regional governments or local authorities

583

583

346 787

237 148 362 634 467

583

Public sector entities

88

3

1,026 8,435 8,894 5,446 3,252 2,450

Securitization Other assets

4,341 7,925 4,637 3,168 2,432

2,985

747

296 192

39

Equities

150

Retail

21 14

1 1

62

Other than SMEs

3

SMEs

736

7

59

802

Exposure secured by mortgages on immovable property Exposures to institutions and corporates with a short-term credit assessment

1,001

24

1,025

3

19

7

623

652 376

Exposures at default

345

2

29

Collective investment undertakings TOTAL AT 12.31.2017

157,656 139,729

59,207 59,243

45,137 63,937

36,728 39,207

298,728 302,116

TOTAL AT 12.31.2016

Europe = European Union + Europe outside EU *

EAD BY GEOGRAPHIC AREA (NX06) ■

The geographic area corresponds to the debtor risk country. (Data certified by the Statutory Auditors in accordance with IFRS 7)

AT 12.31.2017 ■

AT 12.31.2016 ■

2% Middle East 2% Europe (outside EU)

2% Middle East 2% Europe (outside EU)

1% Oceania 2% Africa

1% Oceania 2% Africa

5% Asia 2% Latin America

3% Latin America

1% Other

5% Asia

15% North America

21% North America

53% France

46% France

18% European Union

17% European Union

137

Natixis Registration Document 2017