NATIXIS // 2021 Universal Registration Document

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

Table of transition from shareholder’s equity to prudential capital after applying phase-in arrangements (EU CC2)

Balance sheet under regulatory scope of consolidation Reference

Balance sheet as in the

Transparent treatment of entities held for sale (a)

published financial statements

Reprocessing insurance companies

Other restatements

As at December 31, 2021

As at December 31, 2021

Assets - Breakdown by assets according to the balance sheet in the published financial statements 1 Cash, central banks 48,883 0

48,883 211,792

2 Financial assets at fair value through profit or loss

212,025

1

53

(287)

o/w holdings of CET 1 instruments Capital of Entities of the financial SEC in which the institution does not have a significant investment o/w holdings of CET 1 instruments of the financial sector in which the institution has a significant investment

82

5

3

26

6

3 Hedging derivatives

190

190

Financial assets at fair value through other comprehensive income

12,122

12

12,134

4

o/w holdings of CET 1 instruments Capital of Entities of the financial SEC in which the institution does not have a significant investment o/w holdings of CET 1 instruments of the financial sector in which the institution has a significant investment

30

5

968

6

1,277

(33)

1,244

5 Debt instruments at amortized cost

6 Loans and receivables due from banks and similar items at amortized cost 7 Customer loans and receivables at amortized cost

86,732 70,146

828

(294) 1,528

(38)

87,229 68,928

8

(2,755)

o/w Subordinated loans to customers – when the institution does not hold a significant investment o/w Subordinated loans to customers – when the institution holds a significant investment

99

5

1,132

3

122,691 (122,691)

0

8 Insurance business investments

9 Current tax assets 10 Deferred tax assets

202

3

(1)

205

1,226

32

(26)

(4)

1,229

Loss carryforwards

711 518

1

Other temporary differences

11 Accrual accounts and other assets 12 Non-current assets held for sale

4,637

601

(264)

26

4,999

125,880 (125,479)

0

401

13 Investments in associates

522

196

2,458

3,176

0

0

14 Investment property

15 Property, plant and equipment

964 348

560 316 231

(45)

1,479

16 Intangible assets

(148)

515

17 Goodwill

3,440

(93)

3,578

Total assets

568,594

0 (119,522)

(3,091)

445,981

Liabilities- Breakdown by liability according to the balance sheet in the published financial statements 1 Central banks 2 Financial liabilities at fair value through profit or loss 200,628 5,523 (2,489)

1

203,663

of which Tier 2 subordinated loans at fair value net of discount

8

4

3 Hedging derivatives

288

288

4 Deposits and loans due to banks and similar items

135,863 34,355

3,016

(3,023)

135,855 34,733

5 Deposits and loans due to customers

120

258

173

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021