NATIXIS -2020 Universal Registration Document

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

Credit quality of forborne exposures (NPL1)

Accumulated impairments, accumulated negative fair value variations due to credit risk and provisions

Collaterals received and financial guarantees received on forborne exposures

Gross carrying value/nominal amount for exposures subject to renegotiation calculations

Non-performing forborne

Of which collaterals and financial guarantees received

On non- performing forborne exposures

On performing forborne exposures

on non-performing exposures to which forbearance measures have been extended

Performing forborne

o/w depreciated

(in millions of euros)

o/w defaulted

1,481

1,481

1,475

(3)

(446)

799

592

Loans and receivables

275

Central banks

- - - -

4 2

4 2

4 2

- - - -

(4) (2)

- - -

- - -

Government institutions

Banks

-

-

-

-

Other financial companies Non-financial companies

65

65

65

(39)

16

16

275

1,409

1,409

1,403

(3)

(399)

783

576

Households

-

0

0

0

-

(0)

-

-

Debt securities

-

76 17

76 17

76 17

-

(55)

-

-

Loan commitments given

31

0

2

18

11

TOTAL

305

1,574

1,574

1,568

(3)

(499)

817

602

Credit quality of performing and non-performing exposures by days past due (NPL3)

Gross carrying value/nominal amount

Performing exposures

Non-performing exposures

Payment unlikely, but not past due or past due ≤ 90 days

Not past due or past due ≤ 30 days

Past due > 90 days ≤ 180 days

Past due > 30 days ≤ 90 days

Past due > 180 days ≤ 1 year

Past due > 1 year ≤ 2 years

Past due > 2 years ≤ 5 years

Past due > 5 years ≤ 7 years

Past due > 7 years

o/w defaulted

(in millions of euros)

265

3,631

2,899

85

141

229

144

44

89 13 26

3,631

Loans and receivables

106,022 105,757

Central banks

12

12

- - -

19 57 11

1 3

- - - -

- - -

4

0

- - - -

19 57 11

Government institutions

2,167

2,167

- -

29

Banks

40,026 12,550 50,386

40,026 12,549 50,132

10

-

0

Other government institutions

1

179

148

0

0

1

30 18 10

179

Non-financial companies

254 193

3,349

2,726

83

141

224

114

43

3,349

o/w SME

3,196

3,004

113

54 11

8 1

9 0

21

8 0

4 1

113

Households

881

871

10

16

1

1

16

16,129

16,129

-

193

193

-

-

-

-

-

-

193

Debt securities outstanding

Central banks

202

202

- - - - -

- - -

- - -

- - - - -

- - - - -

- - - - -

- - - - -

- - - - -

- - - - -

- - -

Government institutions

8,207 4,299 2,693

8,207 4,299 2,693

Banks

Other government institutions

83

83

83

Non-financial companies

730

730

110

110

110

Off-balance sheet amount

91,539

492

492

Central banks

180

- - -

- - -

1,658

Government institutions

Banks

14,337 20,541 54,701

Other government institutions

0

0

Non-financial companies

491

491

Households

123

1

1

TOTAL

213,690 121,886

265

4,316

3,093

85

141

229

144

44

89

4,316

196

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020