NATIXIS -2020 Universal Registration Document

3 RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk factors

Regulatory ratios

11.6 %

15.6 % Total capital ratio

CET1 Ratio phased-in

3.9 % Leverage ratio

105 %

LCR

Financial structure

+18 bps

11.6 %

+12 bps

+10 bps

+3 bps

11.3 %

+6 bps

-18 bps

CET1 FL 31/12/2019

Deduction for IPC

FY20 results

RWA & other

Strategic operations

FY20 ordinary dividends

CET1 FL 31/12/2020

Software impact

Risk-weighted assets

Capital requirements by risk type

Capital requirement by business line

9 % Corporate Center

2 % Coface

12 % Operational risk

1 % Payments

13 % Market risk

8 % Insurance

2 % CVA risk

14 % Asset & Wealth Management

73 % Credit and counterparty risk

66 % Corporate & Investment Banking (*)

(*) : including Treasury and Collateral Management

110

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020