NATIXIS - Universal registration document and financial report 2019
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
EAD by rating source – Standardized approach (NX11 Bis)
Exposure class (in millions of euros)
FITCH MOODY’S
STP
BDF
Total
Corporates Institutions
83 12
51
108
242 242
117 191
113 637
Central governments or central banks
328
325
1,480
Governments and central banks
3
15
18
International Organizations Multilateral Development Banks Regional governments or local authorities
90
4
75
169
Public sector entities
100
321
547
325
1,292
Retail
1 1
1 1
3
SMEs included in Retail category
Other exposures included in Retail category Exposures secured by mortgages on immovable property SMEs included in exposures secured by mortgages on immovable property category Other exposures secured by mortgages on immovable property Defaulted exposures Claims on institutions and corporates undergoing a short-term credit assessment
1
1
2
13
153 954
8
177
TOTAL AT 31/12/2019 TOTAL AT 31/12/2018
310 353
436 279
443
2,142 6,374
2,786
2,956
Guaranteed exposures by type and internal rating of guarantor (NX17)
Type of guarantor
Central governments and central banks
Internal Rating Of Guarantor (S&P Equivalent) (% breakdown)
Institutions Corporates
Retail
AAA
0.2%
AA+, AA, AA-
32.5% 58.5%
32.2% 55.3%
73.5% 10.7% 13.7%
A+, A, A-
BBB+, BBB, BBB-
8.9%
8.9% 2.4% 0.4%
BB+, BB, BB-
0.7%
B+, B, B-
C Non-rated*
0.8%
1.3%
TOTAL AT 31/12/2019
100.0%
100.0%
100.0%
Unrated: excluding exposures guaranteed by BPCE Group affiliates. *
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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019
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