NATIXIS -2020 Universal Registration Document

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

Maturity of exposures (CRB-E)

Total balance sheet

> 1 year < = 5 years

Maturity unspecified

(in millions of euros)

On demand

< = 1 year

> 5 years

IRB Approach Governments and central banks

25,310

2,852 1,236

4,851

3,081

36,093

Institutions

2,081 2,571

891

323

4,530

Business

19,881

22,308

9,471

54,231

o/w SME

66

341

586

70

1,063

o/w Specialized Lending

367

1,255

4,402

6,849

12,873

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

5,404

172

5,576

29,373 29,683

28,050 30,290

13,046 15,018

100,431 97,143

29,961 22,152

Standardized approach Governments and central banks

6,626

225

423

7,274

Regional governments or local authorities

5

1

31

169 271

206 565

Public sector entities

26

267

Multilateral Development Banks International Organizations

75 91

539

364

977

Institutions

26,322

7,682

9,757

43,852

Business

248

490 130 368

537 323 614

264 111 132

1,540

o/w SME

6

569

Retail

47 18

1,161

o/w SME

25 33

50 89 42 14

19

113 276 136

Secured by mortgages on immovable property

155

o/w SME

4 3

89

Defaulted exposures

25

7

49

Exposures to institutions and corporates with a short-term credit assessment Collective investments undertakings Equity Other assets

77

12

89

5,078

1,253

6,330

Sub-total SA 31/12/2020 Sub-total SA 31/12/2019 TOTAL AT 31/12/2020 TOTAL AT 31/12/2019

38,428 29,073 68,390 51,226

1,325 7,185

10,195 12,654 38,246 42,944

12,372 13,149 25,418 28,167

62,320 62,060 162,751 159,204

30,698 36,868

194

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020