NATIXIS - Universal registration document and financial report 2019
RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
Quality of forborne credit exposures (NPL1)
Accumulated impairments,
accumulated negative fair value variations due to credit risk and provisions
Collaterals received and financial guarantees received on forborne exposures Of which collaterals and financial guarantees received on non-performing exposures to which forbearance measures have been extended.
Gross carrying value/nominal amount for exposures subject to renegotiation calculations
Non-performing forborne
On performing forborne exposures
On non- performing forborne exposures
Performing forborne
o/w defaulted
o/w depreciated
(in millions of euros)
Loans and receivables Due to central banks Government institutions
180
1,144
1,144
1,129
(2)
(368)
723
574
3
0 0 0 0 0 0 4
4 2 0
4 2 0
4 2 0
0 0 0 0 0 0 0
(4) (2)
0 0 0
0 0 0
Banks
0
Other financial companies Non-financial companies
78
78
78
(41)
27
27
180
1,058
1,058
1,044
(2)
(320)
696
548
Households
1
1
1
0
1 0 0
0 0 0
Debt securities
63 15
63 15
63 15
(54)
Loan commitments given
2
TOTAL
184
1,221
1,221
1,207
(1)
(420)
723
574
Credit quality of performing and non-performing exposures by days past due (NPL3)
Gross carrying value/nominal amount
Performing exposures
Non-performing exposures
Payment unlikely, but not past due or past due ≤ 90 days
Not past due or past due ≤ 30 days
Past due > 90 days ≤ 180 days
Past due > 180 days ≤ 1 year
Past due > 30 days ≤ 90 days
Past due > 1 year ≤ 2 years
Past due > 2 years ≤ 5 years
Past due > 5 years ≤ 7 years
Past due > 7 years
o/w defaulted
(in millions of euros)
Loans and receivables
140,851 140,195
656
3,137
1,998
23
149
659
136
72
101
3,137
Due to central banks
21,015
21,015
0 0 2 0
19 68 29 98
5 3
0 0 0 0 3 1 0 0 0 0 0 0
0 0 0 0 5 1 0 0 0 0 0 0
0
0 0 0 5 5 0 0 0 0 0 0 0
0 0 0 0 4 1 0 0 0 0 0 0
13 26
19 68 29 98
Government institutions
2,183
2,183
39
Banks
48,058 14,791 53,898
48,056 14,791 53,266
29 63
0 0
0
Other government institutions
30 30
Non-financial companies
632
2,911
1,892
22
149
618
130
70
2,911
o/w SME
1,761
1,761
0
122
83
22
0 1 0 0 0 0 0 0
122
Households
905
883
22
13
7
1
13
Debt securities outstanding
15,022
15,022
0 0 0 0 0 0
155
155
0 0 0 0 0 0
155
Due to central banks
824
824
0 0 0
0 0 0
0 0 0
Government institutions
6,456 4,136 2,860
6,456 4,136 2,860
Banks
Other government institutions
89 66
89 66
89 66
Non-financial companies
746
746
Off-balance sheet amount
80,751
205
205
Due to central banks
259
0 0 0 0
0 0 0 0
Government institutions
1,905
Banks
11,306 13,669 53,486
Other government institutions
Non-financial companies
204
204
Households
126
1
1
TOTAL
236,625 155,217
656
3,497
2,153
23
149
659
136
72
101
3,497
181
www.natixis.com
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019
Made with FlippingBook Annual report