NATIXIS - Universal registration document and financial report 2019

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management

Exposure and EAD by Basel exposure class (NX03)

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

(in millions of euros)

Exposure

EAD

31/12/2019

31/12/2019

Exposure class

o/w off-balance sheet

o/w off-balance sheet

2018 average

Corporates

141,038

78,700

112,701

50,399

112,969

Other than SMEs and SF

117,937

68,530

92,252 18,751

42,878

92,429 18,736

Specialized Financing (SF)

21,187

9,499

7,063

SMEs

1,914

671

1,698

459

1,804

Institutions

92,612 42,982

42,957

85,925 42,256

36,270

85,013 46,620

Central governments or central banks

6,867

6,146

Governments and central banks

40,846

5,592

40,241

4,987

44,681

Regional governments or local authorities

518

258

513

258 902

546

Public sector entities

1,618

1,018

1,502

1,394

Retail

1,452

120

774 367 407

31 12 20

652 373 279

3

Other than SMEs

818 634

54 66

SMEs

Securitization

11,007

5,318

10,832

5,318

10,397

Other assets

6,150 5,621

6,150 5,621

6,631 5,376

Equities

158

158

Collective investments undertakings Exposures secured by mortgages on immovable property Claims on institutions and corporates undergoing a short-term credit assessment

226

9

221

5

221

227 270

128

223 104

124

247

Defaulted exposures Total at 31/12/2019 Total at 31/12/2018

9

8

98

301,584 324,348

134,267 147,014

264,806 274,210

98,460 98,208

268,223 288,587

EAD by geographic area and by asset class (NX05)

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

(in millions of euros)

Total

Exposure class

France

Europe*

North America

Other

Corporates

32,707

30,391

21,992

27,611

112,701

Other than SMEs and SF

27,994

23,324

18,243

22,691

92,252 18,751

Specialized Financing (SF)

3,717

6,786

3,645

4,602

SMEs

995

281

104

318

1,698

Institutions

60,478 12,702

11,303

8,456

5,688 9,898

85,925 42,256

Central governments or central banks

8,451

11,206

Governments and central banks

11,360

6,965

11,104

9,885

39,314

International Organizations

927

927

Multilateral Development Banks Regional governments or local authorities

415 926

98

513

Public sector entities

461

101

13

1,502

Securitization

5,607 5,048 4,028

725 484 644

3,988

512

10,832

Other assets

573 789

45

6,150 5,621

Equities

160 105

Retail

635 343 292 220

33 18 15

774 367 407 221

Other than SMEs

5

SMEs

100

Exposures secured by mortgages on immovable property

1

Claims on institutions and corporates undergoing a short-term credit assessment

58 48

25

140

223 104

Defaulted exposures

56

Collective investments undertakings Total at 31/12/2019

121,530 133,634

52,056 57,761

47,004 42,582

44,215 40,233

264,806 274,210

Total at 31/12/2018

*

Europe = European Union + Europe (outside EU).

125

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019