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

Page of Pillar III report

Page of registration document

CRR Article

Basel Committee/ EBA tables and statements

Reference in Pillar III report

(BCBS) SEC3 - Securitization exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor (BCBS) SEC4 - Securitization exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as investor NX33BIS - Banking book EAD by agency

Table 48

 98 

Table 49

 98 

Art. 449 (k) Market risk Art. 445

Table 42

95 

(EBA) EU MR1 - Market risk own funds requirements

Table 50

 104 

Article 105 and Article 455 (c) Article 455 (a) and (b) Article 455 (e)

(EBA) EU MRB A - Qualitative disclosures for banks using the Internal Models Approach (IMA) (EBA) EU MRB B - Qualitative disclosures for banks using the Internal Models Approach (IMA) (EBA) EU MR2 – A - Market risk under internal models approach

8.3 Methodology for measuring market risk 8.3 Methodology for measuring market risk

 102-103 140 to 142

 102-103 140 to 142

Table 53

 105 

Article 455 (d) Article 455 (g)

(EBA) EU MR3 - IMA values for trading portfolios Table 51

 104 

(EBA) EU MR4 - Comparison of VaR estimates with gains/losses

Table 52

 105

 145

Operational risk Article 446

(BCBS) ORA – General qualitative data on operational risk management (BCBS) OR1 – Change in operational losses (BCBS) OR3 – Change in operational losses declared in 2017 - Corep approach

10. Operational risk

 124 to 127 147 to 150

Table 61 Table 62

 126   126 

Interest rate risk (IRRBB) Article 448

(BCBS) Table A – IRRBB management policies and objectives

9.4. Management of structural interest rate risk Table 58 (IRRBB – Table B)

 117

 158

(BCBS) Table B – NII sensitivity

118

 159

Remuneration Article 450

(BCBS) REMA – Remuneration policy

First update of the Pillar III report

484

Natixis Registration Document 2017