NATIXIS // 2021 Universal Registration Document

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

EU CQ7- Collateral obtained by taking possession and execution processes

As at December 31, 2021, Natixis did not have any assets obtainebdy taking possession of guarantees on its balance sheet.

C – Credit risk: standardized approach Credit risk exposures: standardized approach

Standardized approach – Credit risk exposure and CRM effects (EU CR4)

Exposures before CCF and before ARC

Exposures after CCF and after ARC

RWA and RWA density

On-balance sheet exposures

Off-balance sheet exposures

On-balance sheet exposures

Off-balance sheet exposures

RWA density (%)

RWA

5,866

6,017

31

1,223

20% 33% 28%

Exposure classes (in millions of euros)

231 592

237 555

79

2 Regional governments or local authorities

3 Public sector entities

225

58

174

4 Multilateral development banks 5 International organizations

285

285

6 Institutions 7 Corporates

80,920

4,609 1,182

82,692

4,964

685

1%

2,953 1,084

2,855

407

2,240

69% 70%

8 Retail

196

415

35

316

Exposures secured by mortgages on immovable property

9

293

2

293

1 6

124

42%

10 Defaulted exposures

81

13

39

67

148%

11 Particularly high risk exposures 12 Covered bonds

Institutions and corporates with a short-term credit assessment

74

1

55

0

102

183%

13

14 Collective investments undertakings 15 Equity 16 Other items

6,235

6,235

5,562

89% 10%

17 TOTAL

98,614

6,229

99,679

5,503

10,571

192

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021