NATIXIS_REGISTRATION_DOCUMENT_2017

8 ADDITIONAL INFORMATION

Cross-reference table between articles of the CRR, Basel Committee/ EBA tables and statements, and the Pillar III report

Cross-reference table between articles 8.6 of the CRR, Basel Committee/ EBA

tables and statements, and the Pillar III report

Page of Pillar III report

Page of registration document

CRR Article

Basel Committee/ EBA tables and statements

Reference in Pillar III report

Risk governance and management Article 435 (1)

(EBA) EU OVA - Bank risk management approach 2.1 Governance & 2.2 Risk management organization

 12-13

 113-114

2.4 Risk appetite 2.7 Stress tests

14-15 27 58 58-59

114-115 117

Article 435 (1)

(EBA) CRA - General information about credit risk 5.1. Credit risk control organization 5.2. Credit policy

127 127 128

Article 435 (1) (EBA) CCRA - Qualitative disclosure related to counterparty credit risk (EBA) MRA - Qualitative disclosure requirements related to market risk EU LI1 - Differences between accounting and regulatory scopes of consolidation and mapping of financial statements with regulatory risk categories EU LI3 - Differences between consolidation scopes (entity by entity) EU LIA – Explanations of differences between accounting and regulatory exposure amounts Linkages between financial statements and regulatory exposures Article 436 (b) Article 436 (b) Article 436 (b) Article 435 (1)

6.1. Counterparty risk management

 84

8.1. Market risk management

 100

 140

Table 1

 31 119-120

Table 2

33

3.2 Prudential consolidation scope

 31 to 35 118 to 120

Macro-prudential supervisory measures Article 458

(BCBS March 2016) CCyB1 – Geographical distribution of credit exposures used in the countercyclical buffer

Table 6

 45 

Leverage ratio Article 451

(BCBS March 2016) LR1 – Comparison of accounting exposures and leverage exposures (BCBS March 2016) LR2 – Leverage ratio

Table 55

 115

 157

Appendix 3

 160 

Capital requirements Article 438 (c) (f) (EBA) EU OV1 - Overview of RWA

Table 11 Table 32

 53   81 

Article 438 last paragraph Art. 438 (c), (d), (e) and (f)

(EBA) EU CR10 - IRB - Specialized lending and equities NX01 - EAD, RWA and EFP by approach and by Basel exposure class NX03 - Exposures and EAD and by Basel exposure class

Table 10

 52 135-136

Art. 442 (c)

Table 12

 54

 136

Art. 442 (d), (e) and (f) Art. 444 (a), (b) and (c)

NX05 - EAD by geography and by exposure class Table 13

 55

 137

NX11BIS - EAD by exposure class and by agency – Standardized approach NX17 - Secured exposure by rating and by type of guarantor

Table 14

 56 

Art. 453 (d)

Table 15

 56 

Credit risk Article 442 (a) and (b)

CRBA - Additional disclosure related to the credit quality of assets

 59

 135; 227 to 247

482

Natixis Registration Document 2017