NATIXIS -2020 Universal Registration Document

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

Carrying values of items

Not subject to regulatory capital requirements or subject to deduction from capital

Carrying values as reported in published financial statements

Carrying values under scope of regulatory consolidation

Subject to the credit risk framework

Subject to the securitization framework

Subject to the market risk framework

Subject to the CCR framework

Liabilities (in millions of euros)

Central banks

-

-

-

-

-

-

-

Financial liabilities designated at fair value through profit or loss

208,467 207,837

497 145,687

497 157,143

40,904

Hedging derivatives

530

525

- - - - - - - - - - - - - - - - - -

-

- - - - - - - - - - - - - - - - - - -

-

525

Deposits and loans due to banks and similar items

84,408 29,798 35,652

80,242 30,054 32,867

5,093

2,711

75,149 30,037 32,867

Deposits and loans due to customers

17

- -

Debt securities

-

3

Revaluation adjustments on portfolios hedged against interest rate risk

183 391 438

183 390 424

- - - - - - - - - - - - - - -

- - - - - - - - - - - - - - -

183 390 424

Current tax liabilities Deferred tax liabilities

Accrual accounts and other liabilities Liabilities on assets held for sale Liabilities related to insurance policies

6,274

6,004

6,004

55

55

55

104,178

-

-

Provisions

1,615 3,934

1,580 3,683

892

688

Subordinated debt

3,683

Shareholders’ equity Group share

19,229 11,036

19,229 11,036

19,229 11,036

Share capital & reserves Consolidated reserves

7,393

7,393

7,393

Gains and losses recognized directly in equity Non-recyclable gains and losses recognized directly in equity

799

799

799

(100)

(100)

(100)

Income/(loss) for the year

101 167

101 167

101 167

Non-controlling interests

TOTAL LIABILITIES 497 159,854 210,306 Note: Carrying values under scope of regulatory consolidation do not equal the sum of risk type breakdown. An exposure can be subject to several risk types. 495,320 383,241 1,389 150,797

173

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020