NATIXIS_PILLAR_III_2017_EN
CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Changes in regulatory capital, regulatory own fund requirements and ratios in 2017
TABLE 6 (CCYB1): GEOGRAPHICAL DISTRIBUTION OF CREDIT EXPOSURES USED IN THE COUNTERCYCLICAL BUFFER R
Value of exposures and/or RWA used to determine the CCyB
Contracyclical capital buffer (CCyB) rate
Breakdown by country (in millions of euros) CZ – Czech Republic
CCyB rate specific to Natixis
CCyB requirement specific to Natixis
Value of exposures
RWA
0.5% 1.3% 1.3% 2.0% 2.0% 0.5%
49
18
HK – Hong Kong
1,722
685
IS – Iceland NO – Norway SE – Sweden SK – Slovakia
11
3
128 235
40 83 20
3
42
Sub-total
2,187
849
Other countries with a 0% risk weight
199,418
78,284
TOTAL AT 12.31.2017
201,605
79,133
0.0142%
16
TOTAL AT 12.31.2016
206,298
79,421
0.0082%
9
The change in regulatory capital under Basel 3/CRR over the period is shown below:
TABLE 7: CHANGES IN REGULATORY CAPITAL AFTER THE APPLICATION OF PHASE-IN ARRANGEMENTS OVER THE PERIOD R
2017
(in millions of euros)
Common Equity Tier 1 (CET1) Amount at start of period
12,474
New instruments issued (including share premiums)
0 0
Instruments redeemed
Retained earnings from previous periods
(380) 1,669
Net income/(loss) for the period
Gross dividend proposed
(1,160)
Dividend payout in new shares
0
Changes in other comprehensive income Translation adjustments
(667)
Available-for-sale assets Cash flow hedging reserve
8
108
Other
(145)
Other
4 0
Minority interests
Filters and deductions not subject to the phase-in arrangements Goodwill and intangible assets
(176)
Own credit risk
258
Other comprehensive income CFH Prudent valuation adjustment
(108)
(5)
Other
(22)
Other, including prudential adjustments and phase-in arrangements Deferred tax assets that rely on future earnings (excluding temporary differences)
325
Deductions in respect of breaches of capital thresholds
66
Other
(25)
Impact of phase-in arrangements o/w impact of changes in phase-in rate
(251) (104) (147)
o/w impact of change in basis subject to phase-in arrangements
Amount of Common Equity Tier 1 (CET1) at end of period
11,975
45
NATIXIS Risk report Pillar III 2017
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