NATIXIS // 2021 Universal Registration Document

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

The change in prudential capital under Basel 3/CRR over the period ishown below:

Changes in prudential capital after applying phase-in arrangements for the period

(in millions of euros)

2021

Common Equity Tier 1 (CET1) Amount at start of period

12,143

New instruments issued (including issue premiums)

3 0

Instruments redeemed

Retained earnings from previous periods

(378) 1,403 (789)

Net income/(loss) for the period

Gross dividend proposed

Dividend payout in new shares Changes in other comprehensive income Translation adjustments

347

Available-for-sale assets

(133)

Cash flow hedge reserves (CFH)

34

Other

249

Other

(173)

Non-controlling interests Filters and deductions not subject to the phase-in arrangements Goodwill and intangible assets

(56)

Own credit risk

57

Other comprehensive income CFH Prudent valuation adjustment

(34)

(157)

Other

(8)

Other, including the prudential adjustments and phase-in arrangements Deferred tax assets that rely on future earnings (excluding temporary differences)

(3)

Deductions in respect of breaches of capital thresholds

0

Other

(6)

Impact of phase-in arrangements o/w impact of changes in phase-in rate

0 0 0

o/w impact of change in base subject to phase-in arrangements

Amount of Common Equity Tier 1 (CET1) at end of period

12,499

Additional Tier 1 (AT1) capital Amount at start of period New eligible instruments issued Redemptions during the period

2,051

881

(682) (115) (183)

Other, including prudential adjustments and phase-in arrangements

o/w impact of changes in phase-in rate o/w other impact of changes in base

67

Amount of Additional Tier 1 (AT1) capital at end of period

2,135

Tier 1 capital

14,635

Tier 2 capital Amount at start of period

2,142 1,800 (900) (163)

New eligible instruments issued Redemptions during the period

Other, including prudential adjustments and phase-in arrangements

o/w impact of changes in phase-in rate o/w other impact of changes in base Amount of Tier 2 capital at end of period

0

(163) 2,879

TOTAL REGULATORY CAPITAL

17,514

178

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021