NATIXIS -2020 Universal Registration Document

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

Sovereign exposures (GOV)

Banking book

Trading portfolio

Financial assets to be at fair value through profit or loss

Transa- ction financial assets (excluding deriva- tives)

Financial assets at fair value through equity

Financial assets under the fair value option

Derivative financial instru- ments

Assets at amortized cost

Country (in millions of euros)

Total

Germany Austria Belgium

1,328.80

2,757.2

799.3 150.9 291.7

4,885.3

439.6

68.7

659.2

1,265.30

0.1 4.5

153.0 196.0

1,710.1 1,108.6

Spain

902.3 612.2

5.8

Finland France Ireland

1.2

298.9

912.2

3

1,695.30 4,023.80

38.7 13,907.4

1,226.2 20,891.5

457.2

1.2

458.5

Italy

16.5

3,238.5

121.6

3,376.5 (308.2)

Luxembourg Netherlands

1,331.10

82.6 (1,721.8)

355.7

223.1

(31.5)

547.4 289.6

Portugal

288

0.2

1.4

Other euro zone countries

106.5

18.4

(110.6)

14.2

Total euro zone

1,695.30 11,110.50

59.8 20,646.2 1,033.1 34,544.9

Other European Economic Area countries

38.9

(168.4)

(129.6)

Total EEE

1,695.30 11,149.40

59.8 20,646.2

864.6 34,415.4

Algeria Canada

385.8

385.8 265.0

265 17.7

China

6,328.8 7,992.5 3,324.9 1,688.8

(62.7)

6,283.8 8,374.3 6,160.0 1,760.1 6,909.8

United Arab Emirates

314.5

67.2

USA

980.6 2,362.30

3.9

(511.7)

United Kingdom

38.2

33.1

Japan

5,670.90 1,212.90

3.4

22.7

Singapore

749.7 450.6

749.7 452.3

Taiwan

1.8

Other

688.5 1,635.00 9,737.40 17,880.80

4.5

58.2

(175.6)

2,210.5

TOTAL

71.6 40,062.1

214.9 67,966.8

195

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020