NATIXIS -2020 Universal Registration Document

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures

Performing and non-performing exposures and corresponding provisions (NPL4)

Received collaterals and financial guarantees

Accumulated impairments, accumulated negative fair value variations due to credit risk and provisions

Gross carrying value/nominal amount

Partial disposal from consoli- dated balance sheet

Non-performing exposures – accumulated impairments, accumulated negative fair value variations due to credit risk and provisions

On perfor- ming

On non- perfor- ming

Performing exposures – accumulated impairments and provisions

expo- sures

expo- sures

Performing exposures Non-performing exposures

o/w step 1

o/w step 2

o/w step 2

o/w step 3

o/w step 1

o/w step 2

o/w step 2

o/w step 3

(in millions of euros)

3,631 (213)

(62)

(151)

(1,201)

(1,201)

-

34,556 1,158

Loans and receivables

106,022 91,417 14,605 3,631

Central banks

12

-

12

19 57 11

19 57 11

(0) (7) (5)

-

(0) (7) (4)

(19) (30) (11) (72)

(19) (30) (11) (72)

- - - - - - - - - - - -

-

-

Government institutions

2,167

1,489

678 194

(0) (1) (6)

559 340

25

Banks

40,026 39,832 12,550 11,317

-

1,234

179

179

(16)

(10)

3,701

16

Other government institutions

3

Non-financial companies

50,386 37,926 12,460

3,349

3,349

(181)

(54)

(127)

(1,059)

(1,059)

29,130

1,116

o/w SME

3,196

2,252

944

113

113

(9) (4) (6) (4) (0) (1) (1) -

(4) (1) (5) (4) (0) (1) (1) 38 -

(5) (3) (0)

(75) (10)

(75) (10)

2,080

17

Households

881

854

27

16

16

826

1

Debt securities outstanding

16,129 15,800

330

193

193

(142)

(142)

-

3

-

Central banks

202

202

-

- - -

- - -

-

- - -

- - -

- - -

- - - - - - - -

Government institutions

8,207 4,299 2,693

8,200 4,299 2,370

7

(0)

Banks

-

-

Other government institutions

323

83

83

(0)

(83) (59)

(83) (59)

3

Non-financial companies

730

730

-

110

110

-

-

Off-balance sheet amount

91,539 83,191 8,348

492

492

131

93

37

37

-

25,105

361

Central banks

180

180

-

- - -

- - -

-

-

-

- -

- -

-

Government institutions

1,658

1,423

235 189

0 2

0 2 2

0 0

280

Banks

14,337 14,148 20,541 19,079 54,701 48,240

0 0

0 0

6

Other government institutions

1,461 6,460

0

0

29

27 66

7,784

0

Non-financial companies

491

491

100

34

36

36

16,983

360

Households

123

121

2

1

1

0

0

-

0

0

51

0

TOTAL

213,690 190,408 23,282 4,316

4,316

(88)

(30)

(58)

(1,307)

(1,307)

-

59,664 1,519

197

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020