NATIXIS - Universal registration document and financial report 2019

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

Total and average net amount of exposures (CRB-B)

Average net exposure over the period*

Net exposure at the end of the period

(in millions of euros)

IRB Approach Central governments or central banks

27,592

30,595

Institutions Corporates

9,294

9,670

119,879

122,731

o/w SME

1,862

1,933

o/w Specialized Lending

23,085

22,754

Retail Secured by real estate property

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

o/w SME Non-SME

Equities

5,621

5,303

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

162,385 181,342

168,299 181,165

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

5,845

4,627

256 876

283 780

Public sector entities

Multilateral Development Banks International Organizations

690

641

Institutions Corporates

49,442

51,869

5,318

3,676

o/w SME

283

398

Retail

2,043

1,761

o/w SME

875 226 136 103 103

610 231 124 103 143

Secured by mortgages on immovable property

o/w SME

Defaulted exposures

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

Collective investments undertakings Equities Other assets

6,150

6,583

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

71,051 75,632 233,437 256,974

70,696 87,538 238,995 268,703

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

*

Quarterly average realized over 1 year.

176

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019

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