NATIXIS // 2021 Universal Registration Document

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

EAD by type and nature of exposure (excluding impact of thresholds) (NX24)

Total as at 31/12/2020

Total as at 31/12/2021

Type and nature of exposure (in millions of euros )

Share Mutual funds Investments

882 293 196

882

741

Private Equity held in sufficiently diversified portfolios

Other equity exposures

99

2,807

3,198

2,968 1,439

522

97

816

Listed equities

Equity – standardized approach TOTAL

1,370

621

2,905

4,896

5,148

RWA by weighting (excluding impact of thresholds) (NX25)

Total as at 31/12/2020

Standardized approach

Total as at 31/12/2021

Type and nature of exposure (in millions of euros)

IRB approach

1,676

1,676

1,407

Private Equity held in sufficiently diversified portfolios

Other equity exposures

11,834

11,834

10,981

2,365

2,365

4,174

Listed equities

Equity – standardized approach TOTAL

15,875

15,875

16,563

Information on loans and advances subject to legislative and non-legislative moratoria

Natixis has not granted moratoria as defined by the EBA(EBA/GL/2020/07 Guidelines).

Information on new loans and advances provided under government guaranteed schemes in response to the COVID-19 crisis

Maximum amount of guarantee that may be considered

Gross carrying amount Capital inflows on non-performing exposures

Gross carrying amount

o/w: subject to measures restructuring

Public guarantees received

(in millions of euros)

New loans and advances provided under public guarantee schemes

2,152

360

1,904

0 0 0 0 0 0

o/w: Households

0 0

0 0

0 0

o/w: Secured by a residential property

o/w: Non-financial companies

2,152

360

1,904

o/w: Small and medium-sized companies o/w: Secured by commercial property

42

0 0

0 0

0

212

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021