NATIXIS_PILLAR_III_2017_EN
CREDIT RISK Credit risk exposures
TABLE 19 (CRB-B): TOTAL AND AVERAGE NET AMOUNT OF EXPOSURES R
Net exposure at the end of the period
Average net exposure over the period*
(in millions of euros)
IRB Approach Central governments or central banks
45,924 10,354 140,093
47,202
Institutions Corporates
9,655
141,300
o/w SME
5,690
5,909
o/w Specialized Lending
22,142
21,406
Retail
1,044
1,175
Secured by real estate property
59 59
73 73
SME
Non-SME Qualifying Revolving
211 774 762
228 874 861
Other Retail
SME
5
Non-SME
12
13
Equity
5,446
5,498
Other exposures
718
885
Sub-total IRB 12.31.2017 Sub-total IRB 12.31.2016
203,578 197,928
205,715 204,302
Standardized Approach Central governments or central banks Regional governments or local authorities
4,668
5,116
318 765
357 794
Public sector entities
Multilateral Development Banks International organizations
446
438
Institutions Corporates
42,652
35,302
5,244 1,426
3,825
o/w SME
732
Retail
14,323
14,100
o/w SME
609
512 508 171 334 812 121 132
Secured by mortgages on immovable property
1,087
o/w SME
459 496 381
Exposures in default
Claims on institutions and corporates with a short-term credit assessment
Collective investments undertakings (CIU)
Equity exposures
Other items
8,176
8,086
Sub-total SA 12.31.2017 Sub-total SA 12.31.2016 TOTAL AT 12.31.2017 TOTAL AT 12.31.2016
78,555 79,214
69,925 70,089
282,133
275,640
*
Quarterly average realized over 1 year.
65
NATIXIS Risk report Pillar III 2017
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