NATIXIS - Universal registration document and financial report 2019

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures

(in millions of euros)

Pre-credit derivatives RWA

RWA

Retail – qualifying revolving Retail – SME Other retail exposures Equity IRB

17,642

17,642

Other assets TOTAL AT 31/12/2019 TOTAL AT 31/12/2018

60,419 61,844

52,448 54,261

B – Credit risk exposures Credit quality of assets (CR1)

3

a

b

c

d

Non-defaulted exposures

Allowances/ impairments

Net values (a + b - c)

(in millions of euros)

Defaulted exposures

IRB Approach Central governments or central banks

49 41

30,137

51 45

30,135

Institutions Corporates

9,755

9,751

2,925

113,671

1,900

114,697

o/w SME

76

1,562

35

1,603

o/w Specialized Lending

420

19,027

133

19,314

Retail Secured by real estate property

o/w SME Non-SME o/w Qualifying revolving Other Retail

o/w SME Non-SME

Equities

4

5,616

5,621

Other assets Sub-total IRB 31/12/2019 Sub-total IRB 31/12/2018

3,020 2,848

159,179 175,818

1,996 1,990

160,203 176,675

Standardized approach Central governments or central banks Regional governments or local authorities

5,891

5,891

261 830

5

256 830

Public sector entities

Multilateral Development Banks International Organizations

690

690

Institutions Corporates

52,930

52,930

5,884

5

5,880

o/w SME

246

1

245

Retail

1,452

11

1,440

o/w SME

634 226 136

2

632 226 136

Secured by mortgages on immovable property

o/w SME

Defaulted exposures

263

164

99

Items associated with particularly high risk Covered Bonds Claims on institutions and corporates undergoing a short-term credit assessment

105

105

Collective investments undertakings Equities Other assets

6,150

6,150

Sub-total SA 31/12/2019 Sub-total SA 31/12/2018

263 960

74,419 81,003

185 462

74,497 81,501

TOTAL 31/12/2019 TOTAL 31/12/2018

3,283 3,808

233,597 256,820

2,181 2,452

234,700 258,176

175

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019