NATIXIS // 2021 Universal Registration Document

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

Collateral and own debt securities issued (EU AE2)

Unencumbered

Fair value of collateral received or own debt securities issued available for encumbrance

Fair value of encumbered collateral and own encumbered debt securities issued

o/w theore tically eligible EHQLA and HQLA

o/w EHQLA and HQLA

130 Collateral received by the institution publishing the information

142,510

122,460

62,246

24,589

140 Call loans

0

0

0

0

150 Equity instruments 160 Debt securities 170 o/w: covered bonds 180 o/w securitization

32,701 109,809

18,524 103,936

32,001 25,841

1,997

20,696

1,069 1,764

948 436

655

654

3

1,373 9,395

0

190 o/w: issued by general governments 200 o/w: issued by financial corporations 210 o/w: issued by non-financial corporations 220 Loans and receivables other than call loans

97,608

97,295

9,151

7,778 2,758

4,115 1,591

11,362

10,909

3,103 3,403 2,066

171

0 0

0 0

0 0

230 Other collateral received

Own debt securities issued other than own covered bonds or securitizations

240

0

0

1,062

0 0

241 Own covered bonds and securitizations issued and not yet pledged 250 TOTAL SECURITIES RECEIVED AND OWN DEBT SECURITIES ISSUED

0

218,217

170,397

Sources of space costs (EU AE3)

Assets, collateral received and own debt securities issued, other than covered bonds and securitizations, encumbered

Associated liabilities, contingent liabilities or securities lent

134,395

131,411

010 Carrying amount of selected financial liabilities

227

www.natixis.com

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021