NATIXIS - 2018 Registration document and annual financial report

FINANCIAL DATA Consolidated financial statements and notes

DECEMBER 31, 2017 – EFFECTS OF GUARANTEES R

31/12/2017

31/12/2016

Guarantees on performing loans

Guarantees on non- performing loans

Guarantees on performing loans

Guarantees on non- performing loans

Non- performing loans

Net outstand- ings

Non- performing loans

Net outstand- ings

Performing loans

Write- downs

Performing loans

Write- downs

(in millions of euros)

Loans and receivables due from banks (Excluding repurchase agreements) Customer loans and receivables (Excluding repurchase agreements)

36,533

63

(69)

36,527

-

279

46,335

71

(71)

46,335

1

306

79,901

4,576

(1,975)

82,502

1,282

37,364

84,065

4,533

(2,150)

86,448

1,510

39,690

Finance leases

10,921

561

(146)

11,336

309

8,221

10,230

144

(71)

10,303

73

6,929

Factoring*

7,850

489

(90)

8,249

467

7,762

237

(51)

7,949

Other loans and receivables*

61,130

3,526

(1,739)

62,916

973

28,676

66,073

4,152

(2,028)

68,196

1,437

32,761

Financing commitments given

61,379

127

(3)

61,503

36

8,331

62,467

286

(2)

62,751

138

9,455

Financial guarantee commitments given

30,140

106

(16)

30,230

12

2,894

21,402

219

(49)

21,572

18

2,062

TOTAL EXPOSURE AND IMPACT OF GUARANTEES 207,953

4,872

(2,064)

210,761

1,330

48,868

214,269

5,110

(2,272)

217,106

1,667

51,513

Data updated since the financial release of December 31, 2017. *

5

The amounts of the guarantees shown are those used under Basel prudential regulations to reduce capital requirements. Guarantees for insurance companies accounted for using the equity method in the prudential accounting scope are therefore excluded, as are exposures relative to these entities.

31/12/2017

31/12/2016

Guarantees on performing loans and loans in default

Guarantees on performing loans and loans in default

Personal guarantees

Personal guarantees

Collateral

Total

Collateral

Total

(in millions of euros)

Loans and receivables due from banks (Excluding repurchase agreements) Customer loans and receivables (Excluding repurchase agreements)

279

0

279

306

1

307

12,964

25,683

38,647

10,843

30,358

41,200

Finance leases

3,695

4,835

8,530

2,975

4,027

7,002

Factoring

467

467

Other loans and receivables Financing commitments given Financial guarantee commitments given TOTAL EXPOSURE AND IMPACT OF GUARANTEES

8,802 2,335

20,848

29,650

7,868 1,594

26,331

34,198

6,032

8,367

7,998

9,593

803

2,102

2,906

541

1,539

2,080

16,380

33,818

50,198

13,284

39,896

53,180

Market risk, overall interest rate risk, liquidity risk and structural foreign exchange 11.3 risk The disclosures on the management of market risk, overall interest rate risk, liquidity risk and structural foreign exchange risk required under IFRS 7 are presented in Section 3.2.7 of Chapter [3], “Risk factors, risk management and the pillar III report”.

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Natixis Registration Document 2018