NATIXIS -2020 Universal Registration Document

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

Concentration of exposures by industry or counterparty types (CRB-D)

Other (Exposures net of provisions

Int. commod. trading Electricity Finance Real estate

Admini- strations

Base industries Oil & Gas

Transpor- tation

Consumer goods

(in millions of euros)

< €4bn) Automobile

Total

IRB Approach Governments and central banks

34,856

1,822 6,286

380 161

37,058

Institutions

18 64

536

7,001

Business

11,651

9,136

11,919

11,670

4,520

14,759

7,386

4,877

35,268

3,745

114,995

o/w SME

5

4

45

248

26

25

7

15

1,158 3,117

8

1,541

o/w Specialized Lending

211

3,533

204

7,785

406

3,009

3,358

21,624

Retail Secured by real estate property o/w SME Non-SME o/w Qualifying revolving Other Retail o/w SME o/w Non-SME Equity Other assets Sub-total IRB 31/12/2020 Sub-total IRB 31/12/2019

3

2

4,789

52

2

2

6

903

1

5,757

34,938 25,568

11,651 13,336

9,138 7,668

24,816 31,519

11,722 11,843

4,522 4,768

14,759 18,770

7,388 7,639

4,883 4,267

36,712 37,006

4,282

164,811 162,385

Standardized approach Governments and central banks

7,274

7,274

Regional governments or local authorities

206 448

206 787

Public sector entities

93

180

40

26

Multilateral Development Banks International Organizations

977

977

Institutions

50,190

50,190

Business

1

328

956

322 164

42

53

927 416

2,628

o/w SME

62

5

647

Retail

1

7

85 17

4

3

1,224

1,324

o/w SME

1

3

4

3

136

164

Secured by mortgages on immovable property

12

110

3

157

282 140

o/w SME

84

3

52 48

Defaulted exposures

14

4

66

Exposures to institutions and corporates with a short-term credit assessment Collective investments undertakings Equity Other assets Sub-total SA 31/12/2020 Sub-total SA 31/12/2019

85

8

93

11

4

2,834

3,481

6,330

8,917 7,380

4

328 258

54,190 56,526 79,006 88,045

521 553

4

229 285

93

5,871 5,858

70,158 71,051 234,969 233,437

61

126

3

TOTAL AT 31/12/2020 TOTAL AT 31/12/2019

43,856 32,948

11,655 13,336

9,466 7,926

12,243 12,396

4,526 4,829

14,989 19,055

7,481 7,766

4,883 4,270

42,583 42,864

4,283

193

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020