NATIXIS // 2021 Universal Registration Document

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

Currency and unit: (in millions of euros)

Total non-weighted value (average)

Total weighted value (average)

EU 1a Quarter ended (Month DD YYY)

03/31/2021 06/30/2021 09/30/2021 12/31/2021 03/31/2021 06/30/2021 09/30/2021 12/31/2021

Number of data points used to calculate averages

EU 1b

12

12

12

12

12

12

12

12

High quality liquid assets (HQLA) 1

Total High Quality Liquid Assets (HQLA)

58,285 60,431 64,128 66,962

Cash outflows

Retail customer deposits and deposits from small business customers, of which:

2 3 4 5 6 7 8 9

2,475

2,395

2,358

2,367

247

239

236

237

Stable deposits

0

0

0

0

0

0

0

0

Less stable deposits

2,475

2,395

2,358

2,367

247

239

236

237

Unsecured wholesale financing

57,261 57,023 58,624 60,311 41,660 42,345 44,321 45,940

3

Operational deposits (all counterparties) and deposits in cooperative banking networks Non-operational deposits (all counterparties)

5,788

4,788

4,691

4,906

1,447

1,197

1,173

1,227

43,199

45,337

47,732

49,353

31,940

34,250

36,947

38,662

Unsecured receivables

8,274

6,899

6,201

6,052

8,274

6,899

6,201

6,052

Guaranteed wholesale financing

23,214 24,912 25,995 26,350

10 Additional requirements

55,503 56,256 56,435 57,586 19,559 20,247 20,416 20,845

Outflows related to derivative exposures and other collateral requirements Outflows related to financing losses on debt products

11

12,175

11,845

11,394

11,466

8,088

7,942

7,585

7,444

12

0

0

0

0

0

0

0

0

13 Credit and liquidity facilities

43,328

44,412

45,041

46,120

11,472

12,305

12,830

13,401

14 Other contractual financing obligations 15 Other contingent funding obligations

21,925 20,738 22,280 23,589 20,389 19,282 20,994 22,514

32,288 30,984 34,400 37,603

2,040

2,115

2,366

2,573

16 TOTAL CASH OUTFLOWS

107,111 109,141 114,328 118,459

Cash inflows

Guaranteed loan transactions (e.g. reverse repurchase agreements)

17

73,349 74,382 74,831 76,329

7,070

6,951

6,812

6,262

18 Entries from fully performing exhibitions

16,552 15,764 16,247 17,314 15,447 14,569 14,937 15,913 31,555 32,745 34,455 35,230 28,267 29,329 30,674 31,306

19 Other cash inflows

(Difference between total weighted cash inflows and total weighted cash outflows resulting from transactions conducted in other countries applying restrictions on transfers or which are denominated in non-convertible currencies) (Excess of cash inflows from a related lending institution)

EU-19a

0

0

0

0

EU-19b

0

0

0

0

20 TOTAL CASH INFLOWS EU-20 a Fully exempt cash inflows

121,456 122,891 125,533 128,873 50,784 50,848 52,424 53,480

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

EU-20b Cash inflows (subject to 90% cap) EU-20c Cash inflows (subject to 75% cap)

116,842 118,028 120,823 125,010 56,563 56,639 58,031 58,724

Total adjusted value EU-21 Liquidity buffer

57,914 59,711 62,901 65,731 50,548 52,502 56,297 59,735 114.6% 113.7% 111.7% 110.0%

22 Total net cash outflows 23 Liquidity coverage ratios

229

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021