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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