NATIXIS // 2021 Universal Registration Document

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

Quality of non-performing exposures by geographical area (EU CQ4)

Cumulative negative changes in fair value due to credit risk on non-performing exposures

Provisions for off-balance sheet commitments and financial guarantees given

Gross carrying amount/ nominal amount

Accumulated impairment

(in millions of euros)

o/w default

165,517 102,513

3,232

(1,408)

(1)

On-balance sheet exposures

France

933 303

(433)

0 0

United States Other countries

13,469 49,536

(97)

1,996

(878)

(1)

100,477

752 383 258 111

204 134

Off-balance sheet exposures

France

41,866 24,979 33,632

3

United States Other countries

25 45

TOTAL

265,995

3,984

(1,408)

204

(1)

EU CQ5 – Credit quality of loans and advances granted to non-financial companies by industry

Cumulative negative changes in fair value due to credit risk on non-performing exposures

Gross carrying amount

o/w: non-performing

Accumulated impairment

(in millions of euros)

A Agriculture, forestry and fishing

121

0

0

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

B Extractive industries C Manufacturing industry

4,784 4,824

265 281

(163) (174)

D Production and distribution of electricity, gas, steam and air conditioning

3,682

43

(15)

E Water supply

251

0

(1)

F Building and public works services

1,052 7,028 1,638

59

(34)

G Retail

357 281

(259)

H Transportation and storage I Accommodation and catering J Information and communication K Financial and insurance activity

(39)

413

60 18

(6)

1,686

(18)

12,537

313 257 787 138

(211)

L Real estate activities

7,140 3,958 2,548

(47)

M Professional, scientific and technical activity N Administrative and support service activity

(127)

(29)

O Public administration and defense, compulsory social security

0

0 1

0

P Education

52

(1) (8)

Q Human health and social action

226 805 546

10 20

R Arts, entertainment and recreational activities

(15)

5

(4)

S Other services

LOANS AND ADVANCES

53,290

2,895

(1,151)

191

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021