NATIXIS_REGISTRATION_DOCUMENT_2017
3 RISKS AND CAPITAL ADEQUACY Market risks
Breakdown of total trading VaR by portfolio (Data certifiedby the StatutoryAuditorsin accordancewith IFRS 7) The followingtable presentsthe key VaR figures:
(in millions of euros) Natixis trading portfolio
VaR as of 12.31.2017
Natixis
5.3 5.3
Corporate & Investment Banking
o/w Global Markets Equity Markets Commodities Fixed Income
5.4 2.7 0.5 4.4 3.0 2.0
Global Securities Financing
Run off activities
VaR breakdown by risk factors and compensation effect The breakdownof the VaR by risk factor providesa pictureof the monthlycontributionof the main risks and the compensationeffects in terms of VaR. Throughoutthe year, interestrate risk continuedto predominateover equity,foreignexchangeand credit risks.
VaR in MEUR
20
15
10
5
0
- 5
- 10
12.30.16
01.31.17
02.28.17
03.31.17
04.28.17
05.31.17
06.30.17
07.31.17
08.31.17
09.29.17
10.30.17
11.30.17
12.29.17
Commodities Rates Equity
Credit Forex Compensation Effect
VaR MC
144
Natixis Registration Document 2017
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