NATIXIS // 2021 Universal Registration Document

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

NI approach – Information on the degree of use of ARC technique (EU CR7-A)

Mitigating credit risk technique

Unfunded credit protection

Financed credit protection

Portion of exposures covered by Portion of exposures secured by recei vables to be collected (%)

Portion of exposures covered by Portion of exposures secured by life insurance policies (%)

Portion of exposures covered by other forms of financed credit protection (%)

Portion of exposures covered by instru ments held by a third party (%)

RWEA

Portion of exposures covered by financial collateral (%)

Portion of exposures covered by other eligible collateral (%)

Portion of exposures covered by other security interests (%)

with subs

Portion of exposures covered by real estate securities

Portion of exposures covered by cash deposits (%)

Portion of exposures covered by gua rantees (%)

Portion of exposures hedged by credit deriva tives (%)

titution effect (reduction and subs

titution effects)

Total exposures

A-IRB

Governments and central banks

1

58,797

0.15% 3.93%

0.04% 0.11% 0.10% 0.10% 0.17% 3.76% 9.06% 9.06%

237

2 Institutions 3 Corporates

7,414

1,555

91,107 3.06% 28.99% 9.84% 11.73% 7.42% 1.98% 1.98%

35,796

1,218

11.50% 3.96% 0.00% 7.54% 0.01% 0.01%

821

3,1 o/w Corporates – SMEs

o/w Corporates – Specialized lending

18,160 0.00% 112.85% 42.71% 54.19% 15.94% 0.74% 0.74% 71,729 3.89% 8.05% 1.62% 1.17% 5.25% 2.33% 2.33%

4,886

3,2

3,3 o/w Corporates – Other

30,090

4 Retail

Including customers of retail – SMEs Real Estate o/w Retail – Non-SMEs Real Estate o/w Retail – Qualifying revolving exposures

4,1

4,2

4,3

o/w Retail – Other SMEs

4,4

o/w Retail customers – Other non-SMEs

4,5

5 TOTAL

157,318 1.77% 17.03% 5.70% 6.81% 4.51% 1.61% 1.61%

37,589

Mitigating credit risk technique

Unfunded credit protection

Financed credit protection

Portion of exposures covered by Portion of exposures secured by recei vables to be collected (%)

Portion of exposures covered by instru ments held by a third party (%)

RWEA

Portion of exposures covered by other eligible collateral (%)

Portion of exposures covered by other security interests (%)

Portion of exposures covered by life insurance policies (%)

Exposures hedged by credit deriva tives, o/w: secred amount

with subs

Portion of exposures covered by financial collateral

Portion of exposures covered by real estate securities

Portion of exposures covered by financial collateral

Portion of exposures covered by cash deposits (%)

Portion of exposures covered by gua rantees (%)

titution effect (reduction and subs

IRB-F (in millions of euros)

Total exposures

titution effects)

Governments and central banks

726 151

470

1

2 Institutions 3 Corporates

30

631 4.55% 2.27% 274 6.48% 2.65%

2.27% 2.65%

662 253

3,1 o/w Corporates – SMEs o/w Corporates – Specialized lending 3,3 o/w Corporates – Other 3,2

357 3.08% 1.98% 1,509 1.90% 0.95%

1.98% 0.95%

408

4 TOTAL

1,161

218

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021