NATIXIS - Universal registration document and financial report 2019

5 FINANCIAL DATA

Consolidated financial statements and notes

Financing commitments reconciliation table

Financing commitments

Unimpaired commitments for which expected credit losses are measured over

Unimpaired commitments for which expected credit losses are measured on a lifetime basis (S2 bucket)

Commitments impaired after their origination/ acquisition (S3 bucket)

Commitments impaired on origination/ acquisition

12 months (S1 bucket)

Total

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

(in millions of euros)

BALANCE AT 01/01/2018

37,332

(23)

19,879

(81)

176

(14)

106

(2)

57,492

(120)

New OBS commitments originated or purchased 21,902

(4)

728

(3)

0

0

0

0 22,631

(7)

Variations linked to changes in credit risk parameters (excluding transfers) Transfers of financing commitments

(6,096)

10 (4,412)

12

(101)

5

(19)

(2)

(10,627)

25

4,176 5,091 (863)

(10) (12)

(4,257) (5,072)

11 12 (1)

45

0 0 0

(36)

(0)

Transfers to S1 (a) Transfers to S2 Transfers to S3

(21)

(2)

0

1 0

842 (28)

(2) 68

(23) (11)

(0) (0)

(51)

0

(0)

Transfer to non-current assets held for sale (b) Fully sold, called or matured commitments

(12,950)

13

(340)

1

(64)

3

0

0 (13,354)

17

(1,837)

1 (5,318)

11

(10)

2

0

0 (7,166)

15

Variations linked to changes in exchange rates

762

(0)

328

(1)

0

(0)

0

0

1,091

(2)

Changes in the model used

0

Other changes BALANCE AT 31/12/2018

43,290

(13)

6,609

(51)

46

(3)

87

(4)

50,032

(71)

New OBS commitments originated or purchased 11,345

(3)

343

(1)

0

0

0

0 11,688

(4)

Variations linked to changes in credit risk parameters (excluding transfers) Transfers of financing commitments

(2,863)

4 (2,546)

3

(47)

(4)

(5)

2 (5,462)

5

(1,188)

(3) (4)

1,146 (256) 1,418

3 4

43

(1)

0 0 0 0

0 0 0 0

Transfers to S1 Transfers to S2 Transfers to S3

256

0

0 0

(1,415)

1 0

(2)

(3) 45

(29)

(16)

1

(1)

Transfer to non-current assets held for sale Fully sold, called or matured commitments

0

0

0

0

0

0

0

0

(5,148)

1

(418)

0

(21)

1

0

0 (5,586)

2

Variations linked to changes in exchange rates

296

0

80

(1)

0

0

0

0

376

(1)

Changes in the model used

0

Other changes (c)

795

(1)

376

(1)

55

(5)

(73)

2

1,153

(6)

BALANCE AT 31/12/2019

46,527 (76) Including the transfer from Stage 2 to Stage 1, due to the improvement over the period of the ratings of the economic sectors to which the transferred amounts are related. (a) Corresponds to the SFS business lines recognized in non-current assets held for sale as at December 31, 2018 (see Notes 3.6 and 4.1). (b) Gross Bucket 1 exposures comprise outstandings, as at January 1, 2019, with the retail banking entities of the SFS division sold to BPCE. (c) (15) 5,590 (48) 76 (12) 9 0 52,201

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019