NATIXIS - Universal registration document and financial report 2019

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

Geographic breakdown of exposures (CRB-C)

Latin America

Middle East

Oce- ania

European Union

North America

Asia

Europe Africa

United King-

Luxem- bourg

Nether- lands USA- Other Other

Singa- pore Japan Other

Swit- zerland Other Other Other Other

(in millions of euros)

Total

France Other Spain

dom Italy

IRB Approach Central government or central banks

9,946 2,715 1,218 860

494 323

97

55

444 196

182 10,455 501 1,252

71 288 74 2,608

808 139

38

345

66

825 312

762 456

27,592

Institutions Corporates

401 124

307

15

147

137

226 9,294

35,576 5,610 3,595

5,122 4,363 5,863 3,765 20,133 891 4,940 5,407 1,288 7,639 5,142 1,936 2,474 4,777 1,358 119,879

o/w SME

972

41

97

114

31

31

83

11

89

4

14

372

3 1,862

o/w specialized loans 4,099 2,210 1,111

788 1,780 1,283

703 4,556

186

465

112

934 1,979

68

445

74 1,526

765 23,085

Retail

Secured by real estate property o/w SME Non-SME o/w Qualifying Revolving Other Retail

3

o/w SME Non-SME

Equities

3,968 110

6

73

22

361

12

709

90

3

21

69

26

1

106

20

23 5,621

Other assets Sub-total IRB 31/12/2019

50,708 9,295 4,417 5,693 4,563 6,863 4,460 32,549 1,127 7,838 6,355 1,654 8,068 5,315 2,141 3,717 6,016 1,607 162,385

Sub-total IRB 31/12/2019 by geographic area Sub-total IRB 31/12/2018 by geographic area

85,999

33,676

15,847

8,068

7,456

3,717

6,016

1,607 162,385

111,677

29,483

13,495

8,200

6,845

4,018

6,025

1,597 181,342

Standardized approach Central government or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks International Organizations

430

2

859

293

4,262

5,845

205

51

256 876

546 111

114

46

48

10

690

690

Institutions Corporates

48,188 257

54 19

195

26

43 30

1

370

1 179

25

1

19

70

12 49,442

3,866 102

21

1

47

40

288

8

895

5,318

o/w SME

230

3

50

283

Retail

1,839

14

2

16

2

9

2

2

1

14 12

1

129 123

1

12 2,043

o/w SME

721

2

1

5

2

9

875

Secured by mortgages on immovable property

225 136

1

226 136 103

o/w SME

Defaulted exposures

47

1

56

Items associated with particularly high risk Covered Bonds Claims on institutions and corporates undergoing a short-term credit assessment Collective investments undertakings Equities Other assets

58

22

5

9

9

103

5,048

78

403

1

573

21

1

25

6,150

Sub-total SA 31/12/2019

60,452 637

76

634

29 1,637

48

983 117 773

4,316

2

87

2 1,222

1

34 71,051

Sub-total SA 31/12/2019 by geographic area Sub-total SA 31/12/2018 by geographic area Total 31/12/2019

63,513

1,100

5,089

2

89 1,222

1

34 71,051

71,620

1,222

1,149

84

316 1,192

11

40 75,632

111,160 9,932 4,493 6,328 4,592 8,500 4,509 33,532 1,244 8,611 6,355 5,970 8,069 5,402 2,143 4,939 6,017 1,641 233,437

TOTAL 31/12/2019 BY GEOGRAPHIC AREA Total 31/12/2018 by geographic area

149,514

34,776

20,936

8,069

7,545

4,939

6,017

1,641 233,437

183,296

30,705

14,644

8.284

7,163

5,210

6,036

1,637 256,974

Included in category A: Other countries for which the sum (Exposure+Provision) is less than €4 billion.

177

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019