NATIXIS - Universal registration document and financial report 2019
3 RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures
Performing and non-performing exposures and corresponding provisions (NPL4)
Received collaterals and financial guarantees
Accumulated impairments, accumulated negative fair value variations due to credit risk and provisions
Gross carrying value/nominal amount
Partial disposal from conso- lidated balance sheet
Non-performing exposures – accumulated impairments, accumulated negative fair value variations due to credit risk and provisions
On perfor- ming
On non- perfor- ming
Performing exposures – accumulated impairments and provisions
expo- sures
expo- sures
Performing exposures Non-performing exposures
o/w step 1
o/w step 2
o/w step 2
o/w step 3
o/w step 1
o/w step 2
o/w step 2
o/w step 3
(in millions of euros)
Loans and receivables
140,851 123,828 17,024 3,137
3,137 (122)
(40)
(82)
(1,303)
(1,303)
0 38,092 1,256
Due to central banks
21,015 20,985
30
19 68 29 98
19 68 29 98
(1) (6) (2) (7) (3) (3) (1)
0 0 0
(1) (6) (2) (3) (3) (1) (1)
(19) (30) (29) (61)
(19) (30) (29) (61)
0 0 0 0 0 0 0 0 0 0 0 0
0
0
Government institutions
2,183
1,401
783 657
684
36
Banks
48,058 47,401 14,791 13,150
6
0
Other government institutions
1,641
(4)
6,176
27
Non-financial companies
53,898 40,019 13,879
2,911
2,911
(104)
(33)
(71)
(1,153)
(1,153)
0 30,420
1,192
o/w SME
1,761
1,266
495
122
122
(1) (2)
(56) (10)
(56) (10)
577 805
33
Households
905
871
34
13
13
2
Debt securities outstanding
15,022 14,912
110
155
155
0 0 0 0 0 0 0 0 0 1
(147)
(147)
0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
Due to central banks
824
824
0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
Government institutions
6,456 4,136 2,860
6,417 4,136 2,789
39
Banks
0
Other government institutions
71
89 66
89 66
(1)
(1)
(89) (59)
(89) (59)
Non-financial companies
746
746
0
0
0
Off-balance sheet amount
80,751 71,857 8,895
205
205
73
18
55
53
53
9,589
78
Due to central banks
259
246
14
0 0 0 0
0 0 0 0
0 0 1 3
0 0 0 2
0 0 0 0
0 0 0 0
0
Government institutions
1,905
1,638
267 145
311
Banks
11,306 11,161 13,669 12,404 53,486 46,287
40
Other government institutions
1,265 7,198
298
Non-financial companies
204
204
69
16
52
53
53
8,939
78
Households
126
121
5
1
1
1
0
1
0
0
0
0
TOTAL
236,625 210,597 26,028 3,497
3,497
(50)
(22)
(28)
(1,397)
(1,397)
0 47,680 1,335
182
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019
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