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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