NATIXIS - Universal registration document and financial report 2019

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

Maturity of exposures (CRB-E)

Total balance sheet

> 1 year <= 5 years

Maturity unspecified

(in millions of euros)

On demand <= 1 year

> 5 years

IRB Approach Central governments or central banks

17,304

1,455 2,388

5,020

3,058

26,838

Institutions Corporates

2,529 2,320

792

402

6,109

20,612

24,478

11,323

58,733

o/w SME

97

406

592

135

1,230

o/w Specialized Lending

683

1,306

4,577

7,573

14,138

Retail Secured by real estate property

3

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

o/w SME Non-SME

Equities

5,228

235

5,463

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

22,152 32,859

29,683 31,896

30,290 33,625

15,018 18,235

97,143 116,614

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

5,144

291

410

5,845

1

33 34

39

182 320

255 646

Public sector entities

15

277

Multilateral Development Banks International Organizations

408

281

690

Institutions Corporates

21,434

329

10,114

10,101

41,978

550

2,611

476

563

4,200

o/w SME

13 68 32

39

51

80

183

Retail

696 331

844 314

274 112 123

1,881

o/w SME

789 217 128 101

Secured by mortgages on immovable property

12

82 30

o/w SME

5

93

Defaulted exposures

71

17

5

8

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

37

62

99

Collective investments undertakings Equities Other assets

1,753

3,100 7,185

1,297

6,150

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

29,073 23,628 51,226 70,486

12,654

13,149 13,507 28,167 33,825

62,060 55,811 159,204 196,488

10,654 36,868 53,883

8,022

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

42,944 38,293

179

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019

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