NATIXIS - 2018 Registration document and annual financial report

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management

OVERALL NATIXIS VAR—TRADING PORTFOLIO (1 DAY 99% VAR) ■

Millions of euros

10 11 12 13 14 15 16 17 18

0 1 2 3 4 5 6 7 8 9

3

29/12/17

29/01/18

28/02/18

31/03/18

30/04/18

31/05/18

30/06/18

31/07/18

31/08/18

30/09/18

31/10/18

30/11/18

31/12/18

Natixis Trading Portfolio VaR

Breakdown of total trading VaR by portfolio (Data certified by the Statutory Auditors in accordance with IFRS 7) The following table presents the key VaR figures:

(in millions of euros) Natixis trading book

VaR at 31/12/2018

Natixis

13.6

o/w:

Global Markets

13.6

Equity Markets Commodities Fixed Income

8.2 0.7 4.3 6.5 2.2 1.8

Global Securities Financing

XVA

Other run-off activities

The rise in Natixis’ overall trading VaR versus 2017 is predominantly borne by the Equity Markets business.

139

Natixis Registration Document 2018