NATIXIS - 2018 Registration document and annual financial report

FINANCIAL DATA Consolidated financial statements and notes

FINANCING COMMITMENTS RECONCILIATION TABLE R

Financing commitments at 31/12/2018

Unimpaired commitments for which expected credit losses are measured on a lifetime basis (S2 bucket)

Unimpaired commitments for which expected credit losses are measured over 12 months (S1 bucket)

Commitments impaired after their origination/acquisition (S3 bucket)

Commitments impaired on origination/acquisition

Total

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

(in millions of euros)

BALANCE AT 01/01/2018

37,332

(23)

19,879

(81)

176

(14)

106

(2)

57,492

(120)

New HB commitments originated or purchased Variations linked to changes in credit risk parameters (excluding transfers) Transfers of financing commitments

21,902

(4)

728

(3)

0

0

0

0 22,631

(7)

(6,096)

10 (4,412)

12

(101)

5

(19)

(2)

(10,627)

25

5

4,176 5,091 (863)

(10) (12)

(4,257) (5,072)

11 12 (1)

45

(0)

(36)

(0)

(21)

0 0

(2)

0

Transfers to S1 (a) Transfers to S2 Transfers to S3

1 0

842 (28)

(2) 68

(23) (11)

(0) (0)

(51)

0

(0)

Transfer to non-current assets held for sale (b)

(12,950)

13

(340)

1

(64)

3

0

0 (13,354)

17

Fully sold, called or matured commitments (1,837)

1 (5,318)

11

(10)

2

0

0 (7,166)

15

Variations linked to changes in exchange rates Changes in the model used

762

(0)

328

(1)

0

(0)

0

0

1,091

(2)

0

Other changes BALANCE AT 31/12/2018

43,290 (71) Including the transfer from Stage 2 to Stage 1, due to the improvement over the period of the ratings of the economic sectors to which the (a) transferred amounts are related. Corresponds to the SFS business lines recognized in non-current assets held for sale as at December 31, 2018 (see Notes 3.6 and 6.9). (b) (13) 6,609 (51) 46 (3) 87 (4) 50,032

POST-CLOSING EVENTS

NOTE 15

The financial statement of Natixis for 2018 were approved by the Board of Directors on February 12, 2019. Since that date, there have been no material changes in the financial or trading position of Natixis.

375

Natixis Registration Document 2018