NATIXIS // 2021 Universal Registration Document

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management

Exposure and EAD by Basel exposure class (NX03)

(Data certified by the Statutory Auditors in accordance with IFRS 7)

(in millions of euros)

Exposure

EAD

o/w off-balance sheet

o/w off-balance sheet

31/12/2021

31/12/2021

Exposure class

2021 average

Corporates

140,720 114,342

83,010 71,090 11,232 50,687 12,946 11,635 689

111,898

54,616 46,745

111,396

89,884 20,017

90,023 19,490

Other than SMEs and SF Specialized Financing (SF)

23,902

7,346

SME

2,476

1,998

524

1,884

Institutions

139,257 77,752

128,448 77,138

39,878 12,335 11,191

120,091 73,270

Governments and central banks Governments and central banks

75,646

75,202

71,282

Regional governments or local authorities

470

229

466

229 915

452

Public sector entities

1,637

1,082

1,470

1,536

3

Retail

821 568 253

141

450 258 192

35 19 16

454 315 139

Other than SMEs

91 50

SME

Securitization Other assets

14,530

10,527

13,997

10,527

13,079

6,235 5,890

6,235 5,890

6,335 5,699

Equity

167

167

Collective investments undertakings Exposures secured by mortgages on immovable property Exposures to institutions and corporates with a short-term credit assessment

295

2

294

1

284

206 146

150

205

150

205

Defaulted exposures TOTAL 31/12/2021 TOTAL 31/12/2020

15

47

8

66

385,853 308,560

157,646 139,358

344,602 277,724

117,716 109,485

330,879 272,240

EAD by geographic area and by basel exposure class (NX05)

(Data certified by the Statutory Auditors in accordance with IFRS 7)

(in millions of euros)

Exposure class

Total

France

Europe*

North America

Other

Corporates

32,184 27,434

34,743 27,790

21,432 16,984

23,539 17,675

111,898

89,884 20,017

Other than SMEs and SF Specialized Financing (SF)

3,529 1,220

6,580

4,385

5,521

SME

372

62

343

1,998

Institutions

97,878 42,349 41,368

16,181

9,348

5,040

128,448 77,138

Governments and central banks Governments and central banks

9,153 8,020

11,916 11,811

13,720 13,708

74,907

International organizations

295

295

Multilateral development banks Regional governments or local authorities

394 587

72

466

Public sector entities

765

105

12

1,470

Securitization Other assets

4,341 5,328 4,116

1,946

7,055

655

13,997

341 596

522

44

6,235 5,890

Share Retail

1,054

125

352 228 124

27 24

71

450 258 192

Other than SMEs

6

SME

2

65

Exposures secured by mortgages on immovable property Exposures to institutions and corporates with a short-term credit assessment

258

29

7

294

7

23

71

103

205

Defaulted exposures

31

6

8

2

47

Collective investments undertakings TOTAL AS OF 31/12/2021

186,845 130,639

63,043 57,028

51,407 46,664

43,308 43,393

344,602 277,724

TOTAL AS OF 31/12/2020

Europe = European Union + Europe (outside EU).

*

133

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021