NATIXIS_REGISTRATION_DOCUMENT_2017
ADDITIONAL INFORMATION Cross-reference table between articles 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
Article 442 (c), (g) and (h) Article 453 (a) (e) Article 453 (f) and (g) Article 442 (c)
(EBA) EU CR1 - Credit quality of assets
Table 18
64
(EBA) EU CRC - Qualitative disclosure requirements related to credit risk mitigation techniques (EBA) EU CR3 - Credit risk mitigation techniques – Overview (EBA) EU CRB-B - Total and average net amount of exposures (EBA) EU CRB-C - Geographical breakdown of exposures (EBA) EU CRB-D - Concentration of exposures by industry or counterparty type
5.5. Credit risk mitigation techniques
60-61
133
Table 16
62
Table 19
65
Article 442 (d)
Table 20
66
Article 442 (e)
Table 21
67
Article 442 (f)
(EBA) EU CRB-E - Maturity of exposures
Table 22
68
Credit risk – Standardized approach Article 444 (a) (d)
(EBA) EU CRD - Qualitative disclosures on banks’ use of external credit ratings under the standardized approach for credit risk (EBA) EU CR4 - Standardized approach – credit risk exposure and Credit Risk Mitigation (CRM) effects
5.6. Credit risk: standardized approach
69
129
Article 453 (f) and (g)
Table 24
71
Article 444 (e) Credit risk – IRB Article 452 (a) (c) Article 452 (e)(h) and (j) Article 453 (g)
(EBA) EU CR5 - EAD by asset class and risk weight Table 25
71
(EBA) EU CRE - Qualitative disclosures related to IRB models (EBA) EU CR6 - IRB – Credit risk exposures by portfolio and PD range (EBA) EU CR7 - Internal rating – Effect on RWA of credit derivatives used as CRM techniques (EBA) EU CR8 - RWA flow statements of credit risk exposures under IRB NX16 - Average weighted PD and average weighted LGD by geography (EBA) EU CCR1 - Analysis of counterparty credit risk (CCR) exposure by approach (EBA) EU CCR2 - Credit valuation adjustment (CVA) capital charge (EBA) EU CCR3 - Standardized approach of CCR exposures by regulatory portfolio and risk weight (EBA) EU CCR4 - CCR exposures by portfolio and PD scale (EBA) EU CCR6 - Credit derivative exposures
5.7. Credit risk: internal ratings-based approach
72 to 76 128 to 132
Table 31
77 to 80
Table 17
63
Article 92 (3) and 438 (d)
Table 30
77
8
Art. 452 (j)
Table 27
73
Counterparty risk Article 439 (e), (f) and (i)
Table 36
85
Article 439 (e) and (f) Article 444 (e)
Table 41
91
Table 37
86
Article 452 (e)
Table 38
87 to 89
Table 39 Table 40
89
Article 439 (e) and (f) Securitization Article 449
(EBA) EU CCR8 - Exposures to CCPs
90
(BCBS) SECA – Qualitative disclosure requirements related to securitization exposures
7.2. Management of risks related to securitization transactions
94-95
139
(BCBS) SEC1 - Securitization exposures in the banking book (BCBS) SEC2 - Securitization exposures in the trading book
Table 43
96
Table 44
96
483
Natixis Registration Document 2017
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