NATIXIS_REGISTRATION_DOCUMENT_2017
8 ADDITIONAL INFORMATION
Cross-reference table between articles of the CRR, Basel Committee/ EBA tables and statements, and the Pillar III report
Cross-reference table between articles 8.6 of the CRR, Basel Committee/ EBA
tables and statements, and the Pillar III report
Page of Pillar III report
Page of registration document
CRR Article
Basel Committee/ EBA tables and statements
Reference in Pillar III report
Risk governance and management Article 435 (1)
(EBA) EU OVA - Bank risk management approach 2.1 Governance & 2.2 Risk management organization
12-13
113-114
2.4 Risk appetite 2.7 Stress tests
14-15 27 58 58-59
114-115 117
Article 435 (1)
(EBA) CRA - General information about credit risk 5.1. Credit risk control organization 5.2. Credit policy
127 127 128
Article 435 (1) (EBA) CCRA - Qualitative disclosure related to counterparty credit risk (EBA) MRA - Qualitative disclosure requirements related to market risk EU LI1 - Differences between accounting and regulatory scopes of consolidation and mapping of financial statements with regulatory risk categories EU LI3 - Differences between consolidation scopes (entity by entity) EU LIA – Explanations of differences between accounting and regulatory exposure amounts Linkages between financial statements and regulatory exposures Article 436 (b) Article 436 (b) Article 436 (b) Article 435 (1)
6.1. Counterparty risk management
84
8.1. Market risk management
100
140
Table 1
31 119-120
Table 2
33
3.2 Prudential consolidation scope
31 to 35 118 to 120
Macro-prudential supervisory measures Article 458
(BCBS March 2016) CCyB1 – Geographical distribution of credit exposures used in the countercyclical buffer
Table 6
45
Leverage ratio Article 451
(BCBS March 2016) LR1 – Comparison of accounting exposures and leverage exposures (BCBS March 2016) LR2 – Leverage ratio
Table 55
115
157
Appendix 3
160
Capital requirements Article 438 (c) (f) (EBA) EU OV1 - Overview of RWA
Table 11 Table 32
53 81
Article 438 last paragraph Art. 438 (c), (d), (e) and (f)
(EBA) EU CR10 - IRB - Specialized lending and equities NX01 - EAD, RWA and EFP by approach and by Basel exposure class NX03 - Exposures and EAD and by Basel exposure class
Table 10
52 135-136
Art. 442 (c)
Table 12
54
136
Art. 442 (d), (e) and (f) Art. 444 (a), (b) and (c)
NX05 - EAD by geography and by exposure class Table 13
55
137
NX11BIS - EAD by exposure class and by agency – Standardized approach NX17 - Secured exposure by rating and by type of guarantor
Table 14
56
Art. 453 (d)
Table 15
56
Credit risk Article 442 (a) and (b)
CRBA - Additional disclosure related to the credit quality of assets
59
135; 227 to 247
482
Natixis Registration Document 2017
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