NATIXIS - Universal registration document and financial report 2019

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

Concentration of exposures by industry or counterparty types (CRB-D)

Other (Exposures net of provisions < €4bn)

Int. commod. trading Electricity Finance

Admini- strations

Real estate

Base industries Oil & Gas

Transpo- rtation

Consumer goods

(in millions of euros)

ServicesDistribution

Total

IRB Approach Central governments or central banks

25,545

2,047 8,723

27,592

Institutions Corporates

571

9,294

19

13,336

7,664

16,068

11,782

4,758

18,769

7,635

4,255

35,591

119,879

o/w SME

1

7

27

49

230

51

54

83

19

1,341 2,342

1,862

o/w Specialized Lending

30

4,253

406

8,474

421

2,916

4,242

23,085

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

o/w SME Non-SME Equities

4

4

4,682

61

10

1

4

12

844

5,621

Other assets Sub-total IRB 31/12/2019 Sub-total IRB 31/12/2018 Standardized approach Central governments or central banks Regional governments or local authorities

25,568 32,750

13,336 12,977

7,668 7,916

31,519 38,387

11,843 12,958

4,768 5,640

18,770 16,393

7,639 8,648

4,267 4,438

37,006 33,195

162,385 181,342

3,333

4,708

5,845

5,845

243 585

13 49

256 876

Public sector entities

180

48

14

Multilateral Development Banks International Organizations

690

690

Institutions Corporates

49,442

49,442

5

258

3,566

176

59

77 13 19 19

79

2

1,096

5,318

o/w SME

66

28

1

176

283

Retail

1

233 229

299 209

2

1,490

2,043

o/w SME

1

2

416

875

Secured by mortgages on immovable property

11

77 69

7

130

226 136 103

o/w SME

3

7

57

Defaulted exposures

93

1

9

Claims on institutions and corporates undergoing a short-term credit assessment Collective investments undertakings Equities Other assets Sub-total SA 31/12/2019 Sub-total SA 31/12/2018

92

3

8

103

11

3,028

3,111

6,150

7,380 4,258

258 122

56,526 38,923 88,045 77,310

553

61

285

126 339

3

5,858

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

52

2,006

1,223 4,829 6,863

1,110

133

24,517 42,864 57,711

1,087

1,862

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

32,948 37,008

13,336 13,029

7,926 8,037

12,396 14,964

19,055 17,503

7,766 8,987

4,270 4,571

4,420

6,571

178

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019