NATIXIS // 2021 Universal Registration Document

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

Performing and non-performing exposures and corresponding provisions (EU CR1)

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

Received collaterals and financial guarantees

Gross carrying amount/nominal amount

Non performing exposures – accu mulated impairments, accumulated negative

Partial disposal from ated balance sheet

Performing exposures – accumula ted impair ments and provisions

fair value variations due to credit risk and provisions

Non perfor

On

On non perfor

Perfor

consolid

perfor

ming expo sures

ming expo sures

o/w step 1 (1)

o/w step 2 (1)

o/w step 3 (2)

o/w step 2 (2)

o/w step 3 (2)

ming expo sures

ming expo sures

o/w step 2

o/w step 1

o/w step 2

(in millions of euros)

Cash balances at central banks and other demand deposits

55,812 55,804

8

-

-

-

(1)

(1)

(0)

-

-

-

-

20

-

148,214 134,091 12,685 3,098

- 2,546

(201)

(77) (123)

(1,113)

- (980)

(214)

36,349 1,025

Loans and advances

Central banks

11

-

11

19 48

- - - - - - - - - - - - - - - - - -

19 48

(0) (6) (3)

-

(0) (5) (1) (2)

(19) (32)

- - - - - - - - - - - - - - - - - -

(19) (32)

- - - -

-

-

Government institutions

2,041 1,557 458 80,025 79,513 136

(0) (1) (8)

393

15

Banks

5

1

(5)

(1)

54

-

Other financial companies Non-financial companies

14,788 13,782 854 110 50,394 38,307 11,204 2,895

92

(10)

(70)

(52)

5,016

31

2,366

(178)

(66)

(110)

(974)

(864)

(214)

29,959

972

o/w SME

3,465 2,509 957

74 21

74 21 81

(19)

(4) (2) (4) (3) (0) (0) (0) -

(15)

(50) (13) (89)

(50) (13) (81)

- -

2,379

16

Households

954 932

23

(5) (6)

(3) (2)

927 192

8

Debt securities Central banks

14,071 12,213 93 134

-

-

-

-

580 580 6,264 6,221 3,965 3,935 2,461 790 801 687

-

- - -

- - -

-

- - -

- - -

- - -

- - - - - - - - - - -

- - -

- - - - - - - - -

Government institutions

43

(3) (0) (3) (0)

Banks

-

Other financial companies Non-financial companies Off-balance sheet exposures

50

84 50

77

(2)

(84)

(77)

192

-

4

-

(5) 41

(4) 35

-

99,726 89,916 9,788 752

-

470

163 42 121

-

- 35,689

283

Central banks

78

78

-

- -

- -

-

-

-

- - - -

- - - -

-

Government institutions

2,043 1,825 218 9,021 8,905 116 22,298 20,643 1,656

0 1

0 1 2

0 0

705 133

Banks

0 0

0 0

Other financial companies Non-financial companies

69 92

67 54

11,516 23,264

66,178 58,359 7,798 750

469

38

41

35

282

Households

108 106

2

1

1

0

0

-

0

0

72

1

TOTAL

262,011 236,219 22,566 3,984

- 3,098

(44)

(39)

(4)

(1,160)

- (1,026)

(214)

72,231 1,308

(1) (2)

Exposures recognised at amortized cost

Excluding impaired assets upon origination or acquisition

Change in the stock of non-performing loans and advances (EU CR2)

(in millions of euros)

Gross carrying amount

3,631

Initial stock of non-performing loans and advances Inflows of non-performing loans and advances Outflows of non-performing loans and advances

764

(1,379)

Outflows due to write-offs

(326)

(1,053)

Outflows due to other situations

Final stock of non-performing loans and advances

3,098

190

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021