NATIXIS // 2021 Universal Registration Document

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

Sovereign exposures (1) (GOV)

Banking book

Trading portfolio

Financial assets to be at fair value through profit or loss

Financial assets at fair value through equity

Financial assets under the fair value option

Transaction financial assets (excluding derivatives)

Assets at amortized cost

Derivative financial instruments

Total

Country (in millions of euros)

Germany Austria Belgium

1,115.5

5.4

2,007.9

194.1

3,322.8

431.3 871.3 235.1

45.7

66.2

543.2

0.3

570.1 831.3

145.1

1,586.8 1,061.4 14,818.2

Spain

(4.9)

France Greece Ireland

1,680.0

2,961.7

33.9

10,532.5

(389.9)

(0.4) 12.4

(0.4)

350.9 102.3 349.6

0.4

363.7

Italy

10.7

3,039.4

(16.6)

3,135.8 1,124.6

Netherlands

761.7

13.3 (0.6)

Portugal

0.4

(0.2)

35.6

1,887.9 8,305.3

177.6

(558.8) (540.2)

1,542.3

Other euro zone countries

Total euro zone

1,715,6

50.3 17,966.9

27,498.0

Other European Economic Area countries

249.6

0.2

141.8

391.6

Total EEA

1,715,6

8,554.9

50.5 17,966.9

(398.4)

27,889.6

United Kingdom

168.6

76.5

245.2

United States

2,055.1

3.5

2,299.2 6,345.5

102.1

4,459.8 6,772.1 5,097.7

United Arab Emirates

397.5

29.2

Japan (2) Russia (3)

4,201.6

680.8

215.3 629.5

629.5

China

18.4

5,216.9

5,235.3

Ukraine Taiwan

0.2

0.2

1.9

634.8

636.7

Other

1,010.7

1,852.7

2.2

289.5

(49.2)

3,105.9

TOTAL

7,327.3 13,796.7

56.4 32,962.8

(316.3)

53,826.8

Unless otherwise stated, exposures to central banks are not considered to be sovereign exposures. (1) Including exposure to the Bank of Japan (2) Repurchase agreements due on January 3, 2022. (3)

B – Exposure to credit risks Maturity of exposures (CR1-A)

> 1 year < = 5 years

No due date declared

(in thousands of euros)

Sight

<= 1 year

> 5 years

Total

2,114

91,070

34,280

20,430

94,805 20,266

242,699 32,780 275,479

Loans and advances

Debt securities

75

1,959

1,354

9,126

TOTAL

2,189

93,029

35,634

29,556

115,071

188

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021