NATIXIS -2020 Universal Registration Document

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

Subject

Title of table

Page

184 183 183 158 158 218

Liquidity ratio (LCR) at 31/12/2020

Comparison of accounting exposures and leverage exposures (LR1)

Leverage ratio (LR2)

Liquidity risk

Interest rate gap by maturity at December 31, 2020

Management of structural interest rate risk

NII sensitivity and economic value of equity (IRRBB – Table B) Encumbered and unencumbered assets at December 31, 2020.

Other disclosures

159-160

Breakdown of financial liabilities by contractual maturity

224

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020