NATIXIS -2020 Universal Registration Document

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

LCR (EU LIQ1)

Currency and unit: (in millions of euros)

Total non-weighted value (average)

Total weighted value (average)

31/12/2020

31/12/2020

Quarter ending on (day/month/year)

31/03/2020 30/06/2020 30/09/2020

31/03/2020 30/06/2020 30/09/2020

12

12

12

12

12

12

12

12

Number of points used to calculate average

Liquid assets Total liquid assets

55,408

56,733

53,458

54,679

Cash outflows Retail deposits and deposits from small business customers, of which:

2,796

2,788

2,740

2,599

280

279

274

260

Stable deposits

0

0

0

0

0

0

0

0

Less stable deposits

2,796

2,788

2,740

2,599

280

279

274

260

Unsecured wholesale funding

56,200

58,582

55,260

55,410

43,840

44,713

40,765

40,303

Operational deposits (all counterparties)

5,688

6,485

6,259

5,953

1,422

1,621

1,565

1,488

Non-operational deposits (all counterparties)

40,318 10,194

41,866 10,232

39,161

40,198

32,224 10,194 20,726 17,379

32,860 10,232 21,280 17,760

29,359

29,555

Uncollateralized debt

9,840

9,259

9,840

9,259

22,339 18,344

22,363 18,800

Secured wholesale funding, of which:

Additional requirements

50,947

52,556

54,022

54,653

Outflows related to derivative exposures and other collateral requirements

10,808

11,967

12,745

12,493

7,600

7,763

8,051

8,101

0

0

0

0

0

0

0

0

Outflows on collateralized debt

Credit and liquidity facilities

40,139 21,553 32,926

40,588 23,055 33,303

41,277 22,453 32,349

42,160 23,200 31,927

9,779

9,997

10,294 20,601 17,565

10,699 21,607 24,695

Other contractual funding obligations Other contingent funding obligations

19,544

21,074 10,136

1,325

TOTAL CASH OUTFLOWS

103,095

115,241

119,888

128,029

Cash inflows Collateralized lending transactions (o/w reverse repos)

107,305 21,764 30,216

97,767 21,892 31,275

86,195 20,966 31,807

77,667 19,084 32,090

11,457 20,454 25,556

10,154 20,617 26,791

8,943

8,139

19,776 27,605

17,965 28,578

Inflows from fully performing exposures

Other cash inflows

(Difference between total weighted cash inflows and total weighted cash outflows resulting from transactions conducted in other countries applying restrictions on transfers or which are denominated in non-convertible currencies)

0 0

0 0

0 0

0 0

(Excess of cash inflows from a related lending institution)

138,968

128,841

57,466

57,562

56,324

54,682

TOTAL CASH INFLOWS

159,285

150,934

Cash inflows (exempt from cap)

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

Cash inflows (subject to 90% cap) Cash inflows (subject to 75% cap)

134,698

130,587

122,961

118,446

57,466 55,094 45,628 120.7%

58,932 56,505 47,837 118.1%

59,100 53,132 45,100 117.8%

59,049 54,450 46,228 117.8%

LIQUIDITY BUFFER

TOTAL NET CASH OUTFLOWS

LIQUIDITY REQUIREMENT COVERAGE RATIO (IN %)

220

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020