NATIXIS // 2021 Universal Registration Document

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

Source based on balance sheet reference numbers/letters within the regulatory scope of consolidation

Amount

0

22 Amount exceeding the 17.65% threshold (negative amount)

o/w direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities;

23

0

24 Empty set in the EU 25 o/w deferred tax assets arising from temporary differences EU-25a Losses for the current fiscal year (negative amount)

0

EU-25b Foreseeable tax expenses relating to CET1 items, unless the institution correctly adjusts the amount of CET1 items when these tax expenses proportionally reduce the amount against which such items can be used to cover risks or losses (negative amount)

0

26 Empty set in the EU

Qualifying AT1 deductions that exceed the AT1 capital of the institution (negative amount)

27

0

27a Other regulatory adjustments to CET1 capital (including IFRS 9 phase-in arrangements if applicable)

(279)

28 Total regulatory adjustments to Common Equity Tier 1 (CET1)

(5,360) 12,499

29 COMMON EQUITY TIER 1 (CET1)

Additional Tier 1 (AT1) capital: instruments 30 Capital instruments and the related share premium accounts 31 o/w classified as equity under applicable accounting standards 32 o/w classified as liabilities under applicable accounting standards

2,157 2,157

33 Amount of qualifying items referred to in Article 484 (4) and the related share premium accounts which will be progressively excluded from AT1, in accordance with Article 486 (3) of CRR. EU-33a Amount of qualifying items referred to in Article 494 a (1) subject to the exclusion of AT1 equity EU-33b Amount of qualifying items referred to in Article 494 b (1) subject to the exclusion of AT1 capital. 34 Qualifying Tier 1 capital included in consolidated AT1 capital (including non-controlling interests not included in row 5) issued by subsidiaries and held by third parties Direct, indirect or synthetic holdings by an institution of its own AT1 instruments (negative amount) 38 Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to artificially inflate the own funds of the institution (negative amount) Direct, indirect and synthetic holdings of AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above the 10% threshold and net of eligible short positions) (negative amount) 40 Direct, indirect and synthetic holdings of AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount) 39 35 o/w instruments issued by subsidiaries subject to phase out 36 Additional Tier 1 (AT1) capital before regulatory adjustments Additional Tier 1 (AT1) capital: regulatory adjustments 37

0

0

0

0

2,157

0

0

0

(22)

3

41 Empty set in the EU

Qualifying AT2 deductions that exceed the AT2 capital of the institution (negative amount)

42

0 0

42a Other regulatory adjustments to AT1 capital

43 Total regulatory adjustments to Additional Tier 1 (AT1) capital

(22)

44 Additional Tier 1 (AT1) capital

2,135

170

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021