NATIXIS // 2021 Universal Registration Document

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

Leverage ratio exposures under the CRR (in millions of euros)

31/12/2021

30/06/2021

Total exposure measurement (excluding the impact of any applicable temporary exemption from central bank reserves) including the average values of gross SFT assets in line 28 (after adjustment for transactions recognized as written and net of corresponding cash payables and receivables) Leverage ratio (including the impact of any applicable temporary exemption from central bank reserves) including the average values of gross SFT assets in line 28 (after adjustment for transactions recognized as written and net of corresponding cash payables and receivables) Leverage ratio (excluding the impact of any applicable temporary exemption from central bank reserves) including the average values of gross SFT assets in line 28 (after adjustment for transactions recognized as written and net of corresponding cash payables and receivables).

380,650

380,804

30a

31

4.2%

3.9%

3.8%

3.7%

31a

3

Breakdown of on-balance sheet exposures (excluding derivatives, SFT and exempt exposure) (LR3)

Leverage ratio exposures under the CRR

(in millions of euros)

TOTAL ON-BALANCE SHEET EXPOSURES (EXCLUDING DERIVATIVES, SFTS AND EXEMPT EXPOSURES), OF WHICH:

188,132 70,914 117,218

EU-1 EU-2 EU-3 EU-4 EU-5 EU-6 EU-7 EU-8 EU-9

Trading book exposures

Banking book exposures, o/w:

Covered bonds

491

Exposures considered as sovereign

29,245

Exposures to regional governments, multilateral development banks, international organizations and public sector entities not considered as sovereign borrowers

538

Institutions

13,014

Exposures secured by mortgages on immovable property

835 680

Retail exposures

EU-10 Corporates

53,762

EU-11 Defaulted exposures

3,276

15,377

EU-12 Other exposures (including equities, securitizations and other assets not corresponding to credit obligations)

Large exposures ratio 3.3.2.3 Large exposures ratio

The regulation on the control of major risks was reviewed in 2014 ensuring that risk-weighted assets (RWA) relating to each “Head of when it was incorporated into the CRR. The objective of this Group” are systematically lower than the Large Exposure Limit, regulation is to limit the exposure of a credit institution to the risks currently set at 10% of Natixis’ total capital. Natixis complied with associated with a set of counterparties, grouped under a “Group this regulation throughout fiscal year 2021. Head”. Compliance with these regulations is measured daily,

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021