NATIXIS -2020 Universal Registration Document

3 RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management

31/12/2019

Less than 1 month

1 to 3 months

3 to 6 months

6 months to 1 year

1 to 2 years

2 to 5 years

Over 5 years Undated

(in billions of euros)

Total Demand

Central banks

0

0

Other financial liabilities held for trading purposes – excluding trading derivatives

129.9

8.1 8.1

72

11.5 11.2

3.7 2.5

4.9 1.3

2.4 0.6

4

4.8 0.1

18.6

o/w repurchase agreements

96.1

71.9

0.4

- -

- -

- -

- -

- -

- -

- -

Secured debt Unsecured debt

- -

- -

Financial liabilities designated at fair value through profit or loss o/w repurchase agreements

30.7

- - - -

1.5

6.7

2.1

4

4.1

8.8

3.4

-

- -

-

-

-

-

-

-

Secured debt Unsecured debt

1

0.9 2.2

0.1

0 4

0

0

0 3

25.6 59.7

1.4

2

4.1

8.8

Trading derivatives Hedging derivatives Amounts due to credit institutions

59.7

0.7

0.7

72.9

8.8 0.6

10.1

15 4.2 4.2

5.6 0.6 1.2

7.6 0.8 1.9

8.7

16.1

1

0.1

o/w repurchase agreements Amounts due to customers o/w repurchase agreements

6.9

0.8 3.2 0.1 5.2

-

-

-

30.4

17

0.1

0.3

1

1.4

0.1

0

-

-

-

-

-

-

Debt securities

47.7

- -

14.3

12.9

11.7

0.5 0.2

2

1.2 0.3

o/w covered bonds

1.3

0

0

0

0

0.8

Revaluation adjustment on portfolios hedged against interest rate risk

0.2 4.2

0.2

Subordinated debt

-

0

0

0

0

1.4

2

0.7

0

TOTAL

376.3

33.9

92

51.7

25.5

30.1

17.3

33.1

12.1

80.7

The information contained in the above table excludes Insurance activities.

Non-compliance risk 3.2.8

For a definition of non-compliance risk, see 3.2.2.5 Governance and risk management system – Risk typology .

The scope of the compliance function covers non-financial risks and, in particular, the legislative and regulatory provisions specific to banking and financial activities, as well as professional standards aimed at preventing any risk of non-compliance. It includes the compliance of the products or services provided, the integrity of the markets, financial security and the prevention of fraud, the supervision of technological risks and the processing of personal data. In this context, the Compliance Department participates in the implementation of standards, policies and procedures and issues opinions, in particular for the management of new activities, new products or new organizationsby ensuring their compliancewith the applicable texts. The Compliance Department also monitors regulations and carries out training and awareness-raising actions on the numerous regulatory changes, particularly concerning the fight against money laundering and the financing of terrorism, tax evasion and information security.

Organization of the Compliance

3.2.8.1

Department The Compliance Department is responsible for managing the risk of non-compliance, coordinating the first-level permanent control system and is responsible for carrying out second-level controls. It also includes the supervision of technological risk and business continuity (ISS-BC), as well as the protection of personal data. Its scope of action encompasses Natixis and its subsidiaries and branches in France and abroad, thanks to its functionasltructure. Responsibilities The Compliance Department advises and assists all Natixis employees on how to prevent compliance risks when performing their duties. It plays a key role in implementing the principles set out in the Natixis Code of Conduct (see 6.2 The Natixis Code of Conduct) , which have been adapted for compliance in the CompliancMe anual.

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020