NATIXIS // 2021 Universal Registration Document

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management

Given the organization of Groupe BPCE and in view of the responsibility of its central body, this plan is unique, covers the whole of Groupe BPCE and its affiliates and is placed under the responsibilityof the BPCE ResolutionDepartment.The Group CFP is broken down into sub-CFP for each basin to facilitate its operational execution. That of Natixis, also under the responsibility of the resolution function within the Natixis Finance division, is thus broken down into sub-CFPs by geographical platforms. The Group’s Resolution Department conducts regular tests to ensure its operationality, identify any weaknesses and propose areas for improvement. Natixis takes part in these exercises in the same way as the other affiliates of the Group. Funding principles and structure (Data certified by the Statutory Auditors in accordancewith IFRS 7) Funding strategy As mentioned in the section “Objectives and policy” in the same chapter, the funding strategy is unique, defined and supervised by the Group Strategic ALM Committee. Natixis participates in the execution of this strategy through the BPCE/Natixis liquidity pool under the aegis of the BPCE Financial Management division.

Contingency funding plan under liquidity stress (Data certified by the Statutory Auditors in accordance with IFRS 7) The business continuity plan in the event of a liquidity crisis known as the “Contingency Funding Plan” (CFP) refers to the body of documents describing the governance, organization, strategies and action levers to be used in the event of a liquidity crisis to preserve the Group’s liquidity and ensure the continuity of its activities. It consists of: a permanent monitoring system based on the daily publication V of quantitative and qualitative indicators (the “Early Warning Indicators”) with associated alert thresholds to facilitate the decision-making and escalation process regarding the activation or deactivation of the CFP; a description of the organization and governance to be V implemented in the event of activation; a description of the strategies and action levers to be V implemented; a quantificationof the action levers to be implemented to free up V liquidity.

3

Funding structure for 2021

By main counterparty category

By currency

4 % 3 %

4 % 3 %

5 % 4 %

4 % 2 %

4 % 3 %

4 % 4 %

3 % 2 %

4 % 2 %

5 % 2 %

3 % 2 %

3 % 2 %

4 % 2 %

10 % 9 % 7 %

9 % 4 % 6 % 16 %

4 % 2 %

9 % 5 % 7 %

9 % 5 % 7 %

9 % 4 % 7 %

9 % 6 % 8 %

9 % 6 % 8 %

9 % 6 % 8 %

12 % 8 % 9 %

12 % 6 % 9 %

11 % 9 % 9 %

11 % 8 % 9 %

12 % 6 % 9 %

33 %

29 %

33 %

29 %

32 %

35 %

31 %

38 %

42 %

17 %

36 %

18 %

45 %

40 %

19 %

16 %

17 %

16 %

42 %

20 %

19 %

16 %

18 %

17 %

18 %

66 %

41 %

50 %

53 %

50 %

51 %

52 %

43 %

41 %

56 %

63 %

63 %

42 %

41 %

51 %

41 %

61 %

56 %

62 %

53 %

59 %

60 %

54 %

52 %

51 %

49 %

1 % 7 % 6 %

1 % 5 % 7 %

1 % 6 % 6 %

1 % 5 % 6 %

1 % 4 % 7 %

1 % 5 % 6 %

1 % 4 % 5 %

1 % 5 % 4 %

1 % 5 % 4 %

1 % 4 % 5 %

1 % 4 % 5 %

1 % 5 % 4 %

1 % 4 % 4 %

jul-21

jul-21

jun-21

jun-21

jan-21

jan-21

feb-21

feb-21

oct-21

oct-21

sep-21

sep-21

apr-21

apr-21

dec-21

dec-21

nov-21

nov-21

aug-21

aug-21

dec-20

dec-20

mar-21

mar-21

may-21

may-21

Other clients Central banks

Groupe BPCE Financial clients

Asset management Non-financial clients

EUR USD

GBP Other currencies

States and similar

Banks

By maturity

By platform

6 % 14 %

3 % 11 %

6 % 13 %

7 % 16 %

7 % 17 %

6 % 14 %

6 %

5 % 13 %

5 % 12 %

4 % 10 %

7 %

5 % 14 %

5 % 12 %

9 % 10 %

10 % 11 %

12 %

10 %

11 % 10 %

11 % 10 %

10 % 11 %

11 %

14 %

14 %

15 %

17 %

23 %

18 %

18 %

10 %

14 %

11 %

13 %

14 %

12 %

13 %

11 %

54 %

52 %

52 %

37 %

51 %

38 %

51 %

51 %

51 %

37 %

37 %

37 %

34 %

86 %

86 %

83 %

81 %

82 %

82 %

80 %

81 %

78 %

80 %

77 %

75 %

75 %

38 %

35 %

36 %

35 %

33 %

31 %

28 %

28 %

28 %

27 %

27 %

27 %

26 %

jul-21

jul-21

jun-21

jun-21

jan-21

jan-21

feb-21

feb-21

oct-21

oct-21

sep-21

sep-21

apr-21

apr-21

dec-21

dec-21

nov-21

nov-21

aug-21

aug-21

dec-20

dec-20

mar-21

mar-21

may-21

may-21

Beyond twelve months Between two and twelve months

Up to one month Without maturity

EMEA US

APAC

149

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021