NATIXIS // 2021 Universal Registration Document

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

Carrying values of items:

Not subject to regulatory capital requirements or subject to deduction from capital

Carrying values as reported in

Carrying values under scope of regulatory consolidation

published financial statements

Subject to the credit risk framework

Subject to the CCR framework

Subject to the securitization framework

Subject to the market risk framework

Liabilities (in millions of euros)

Central banks

-

-

-

-

-

-

-

Financial liabilities at fair value through profit or loss

200,628

203,663

418

139,860

418

111,932

38,617

Hedging derivatives

288

288

-

-

-

-

288

Deposits and loans due to banks and similar items Deposits and loans due to customers

135,863 34,355 38,723

135,854 34,613 35,725

- - - - - - - - - - - - - - - - -

6,033

- - - - - - - - - - - - - - - - - -

3,945

129,821 33,816 35,725

797

38

Debt securities

-

-

Revaluation adjustments on portfolios hedged against interest rate risk

133 626 454

133 635 454

- - - - - - - - - - - - - - -

- - - - - - - - - - - - - - -

133 635 454

Current tax liabilities Deferred tax liabilities

Accrual accounts and other liabilities Liabilities on assets held for sale Liabilities related to insurance policies

6,435

6,461 1,438

6,461 1,438

124,366

-

-

-

Provisions

1,580 4,073

1,579 4,073

718

861

Subordinated debt

4,073

Shareholders’ equity (Group share)

20,868 11,036

20,868 11,036

20,868 11,036

Share capital & reserves Consolidated reserves

7,233 1,093

7,233 1,093

7,233 1,093

Gains and losses recorded directly in equity Non-recyclable gains and losses recorded directly in equity

103

103

103

Net income/(loss)

1,403

1,403

1,403

Non-controlling interests

202

202

202

TOTAL LIABILITIES 273,391 Note: Carrying values under scope of regulatory consolidation do not equal the sum of risk type breakdown. An exposure can be subject to several risk types. 568,594 445,985 1,136 146,690 418 115,915

166

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021