NATIXIS // 2021 Universal Registration Document

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

Credit quality of forborne exposures (CQ1)

Accumulated impairments, accumulated negative fair value variations due to credit risk and provisions

o/w collateral and financial guarantees received on non-performing exposures to which forbearance measures have been extended

Gross carrying value/nominal amount for exposures to which forbearance measures have been extended

Collateral and financial guarantees received on forbone exposures

On performing forborne exposures

On non-performing forborne exposures

Non performing forborne

Performing forborne

o/w defaulted

o/w depreciated

(in millions of euros)

Cash balances at central banks and other demand deposits Loans and advances

542

1,912

1,912

1,907

(9)

(420)

1,135

775

Central banks

4 2

4 2

4 2

(4) (2)

Government institutions Banks Other financial companies Non-financial companies

3

90

90

90

(52)

31

31

542

1,810

1,810

1,805

(9)

(358)

1,103

743

Households

6

6

6

(4) (0)

1

1

Debt securities

18

18

18

Loan commitments given

140 682

211

211

211

2

0

114

11

TOTAL

2,141

2,141

2,136

(8)

(420)

1,250

785

The principles and methodology for calculating impairment losses are described in Note 5.3 of Chapter 5 “Consolidated financial statements at December 31, 2021”.

Credit quality of performing and non-performing exposures by days past due (CQ3)

Gross carrying value/nominal amount

Payment unlikely, but not past due or past due ≤ 90 days

Non perfor

Perfor

Not past due or past due ≤ 30 days

ming expo sures

ming expo sures

Past due > 30 days ≤ 90 days

Past due > 90 days ≤ 180 days

Past due > 180 days ≤ 1 year

Past due > 1 year ≤ 2 years

Past due > 2 years ≤ 5 years

Past due > 5 years ≤ 7 years

Past due > 7 years

o/w defaulted

(in millions of euros)

Cash balances at central banks and other demand deposits

55,812 55,812 148,214 147,918

Loans and advances

296 3,098 2,134

222

227

221

161

37

96 3,098

Central banks

11

11

19 48

1 3 5

4

0 0

13 27

19 48

Government institutions

2,041

2,041

18

Banks

80,025 80,025 14,788 14,787 50,394 50,107

5

0

5

Other financial companies Non-financial companies

1

110

52

27

1

30 24 13

110

287 101

2,895

2,062

222

222

192

137

36

2,895

3,465

3,364

74 21

22 11 75

7 0

6 5

21

6 1

74 21

o/w SME

Households

954

946

8

2

0

1 0

Debt securities Central banks

14,071 14,071

134

59

134

580

580

Government institutions

6,264 3,965 2,461

6,264 3,965 2,461

Banks

Other financial companies Non-financial companies Loan commitments given

84 50

25 50

59

84 50

801

801

0

99,725

752

752

Central banks

78

Government institutions

2,043 9,020

Banks

0 0

0 0

Other financial companies Non-financial companies

22,298 66,178

750

750

Households

108

1

1

The principles concerning overdue exposures are presentedNinote 7.7.4 of

Chapter 5 “Consolidated financial statements at December 3210,21”.

189

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021