NATIXIS - 2018 Registration document and annual financial report

3 RISK FACTORS, RISK MANAGEMENT AND PILLAR III

REGULATORY RATIOS

CET1 Ratio phased-in

CET1 Ratio Fully loaded

10.9%

10.8%

Leverage ratio

111% LCR

3.8%

FINANCIAL STRUCTURE

130bps organic capital creation

+142bps

11.8%

11.0%

10.8%

10.6%

-12bps

-85bps

-19bps

-9bps

Acquisitions/ Disposals

2018 ordinary dividends

FY18 results

CET1FL 31/12/2018 before M&A

CET1FL 31/12/2018

CET1FL 31/12/2017

IFRS9 FTA

RWA &others

CET1FL 31/12/2018 before dividends andM&A

RISK-WEIGHTEDASSET

Capital requirements by risk type

Capital requirement by business line

14% Operational risk 9% Market risk 1% CVA risk

12% Corporate Center

15% Specialized Financial Services

76% Credit risk

55% Corporate

& Investment Banking and Treasury

7% Insurance

11% Asset & Wealth Management

108

Natixis Registration Document 2018