NATIXIS_REGISTRATION_DOCUMENT_2017

ADDITIONAL INFORMATION EDTF recommendation cross-reference table

EDTF recommendation 8.8 cross-reference table

Page of Pillar III report

Page of Registration Document

Recommendation

Introduction

1 Cross-reference table

 163 to 165 482 to 486

2 Terminology and risk measurement, key inputs used

 16-17 58-59 69 to 76; 84 94-95

 115-116 127 to 132 139 140 to 143 147 to 149

100 to 103 124 to 127

3 Description of principal and/or emerging risks 4 Definition of regulatory changes and new key ratios

 16-17 115 to 117

 45; 115; 160

124; 157 

Risk management governance and strategy

5 Organization of risk management and control

 12-13  13-14

 113  114

6 Risk culture description

7 Risk appetite 8 Stress tests

 14-15 114-115

 27

 117

Capital requirements and risk-weighted assets

9 Capital requirements

 52-53 135-136

10 Information on the composition of regulatory capital, Reconciliation of accounting and regulatory data

 31 to 33; 37-38; 44

 123; 125-126

11 Changes in regulatory capital 12 Regulatory capital targets

 44 to 47 123 to 125

 48  48

 126  126

13 Risk-weighted assets by business line and by type of risk

8

14 Risk-weighted assets and capital requirements by method and exposure class

 52-53 135-136

15 Table of credit risks by Basel portfolio

54; 71; 77; 86-87 

 136

16 Changes in risk-weighted assets by type of risk

 47

 125

17 Description of back-testing models

 74-75; 102 130-132; 141  108 to 115 151 to 157

Liquidity and Funding 18 Liquidity management

19 Encumbered assets

 119

 160  161

20 Balance sheet by contractual maturities

 120-121

21 Funding strategy

 110 to 112 153 to 155

Market risks

22 Reconciliation of risk-weighted assets and accounting items for exposures sensitive to market risks

 31-32 119-120

23 Significant market risk factors 24 Market risk modeling principles 25 Market risks management techniques

 144

 102-103 140 to 143

 105 143 to 146

Credit risks

26 Structure of the loan book

 52 to 55; 64 to 68; 71; 77 to 80

 135 to 138

27 Impairment policy - Loan provisions and impairment

 59 133 to 135

28 Changes in provisions and impairment 29 Counterparty risks on market transactions

 275  128  133

 84 60 

30 Information relating to collateral and counterparty risk mitigation measures 31 Other risks: insurance sector risks, operational risks and legal risks, IT Systems Security and business continuity plans 32 Analysis of losses related to operational risk, including litigation and compliance

Other risks

 124 to 127 123 to 147

 147 to 150 163 to 173

 136 to 138 163 to 169

487

Natixis Registration Document 2017