NATIXIS - 2018 Registration document and annual financial report

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

Equity

Off-balance sheet amount

On-balance sheet amount

Equities under the simple risk-weighted approach (in millions of euros)

Capital requirements

Risk weight

EAD 769

RWA 1,461 3,678 9,368

Exchange-traded equity exposures

599

170

190 290 370

117 294 749

Private Equity exposures Other equity exposures

1,268 2,532 4,399 4,467

1,268 2,532

TOTAL 31/12/2018 TOTAL 31/12/2017

170 171

4,569 14,507 4,632 14,513

1,161 1,161

BREAKDOWN OF EQUITY EXPOSURES BY MAIN NATIXIS BUSINESS LINE (NX23) R

31/12/2018

31/12/2017

Division (in millions of euros)

Fair value

EAD 163

Fair value (MTM)

EAD 204 917

Corporate & Investment Banking Asset & Wealth Management

163

209 899

1,423 1,960

1,594 1,960

Insurance

1,946

1,946

Specialized Financial Services

659 876

677 876

729

729

Corporate Center

1,509

1,650

TOTAL

5,081

5,269

5,292

5,446

EAD BY TYPE AND NATURE OF EXPOSURE (EXCLUDING IMPACT OF THRESHOLDS) (NX24) R

Type and nature of exposure (in millions of euros)

Mutual fund investments

Equities

Investments

Total 31/12/2018

Total 31/12/2017

Private Equity held in sufficiently diversified portfolios

769 312 191

769

888

Other equity exposures

19

2,201

2,532 1,268

2,459 1,286

Listed equities

430

647

Equity – standardized approach TOTAL

1,272

449

2,848

4,569

4,632

RWA BY WEIGHTING (EXCLUDING IMPACT OF THRESHOLDS) (NX25) R

Type and nature of exposure (in millions of euros)

Standardized Approach

IRB approach

Total 31/12/2018

Total 31/12/2017

Private Equity held in sufficiently diversified portfolios

1,461 9,368 3,678

1,461 9,368 3,678

1,687 9,097 3,729

Other equity exposures

Listed equities

Equity – standardized approach TOTAL

14,507

14,507

14,513

200

Natixis Registration Document 2018