NATIXIS // 2021 Universal Registration Document

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

Universal Registration Document page

Subject

Title of table

EU-SEC4 – Securitization exposures in the non-trading book and associated regulatory capital requirements – institution acting as an investor

Breakdown and changes in risk-weighted assets

222

135 to 138 135 to 138

EU MRA: Requirements to publish qualitative information on market risk

EU MRB: qualitative disclosure requirements for institutions using internal market risk models

EU MR1 – Market risk under the standardized approach

223 223 140 224 224 225 225 225 226 226 227 228 229 230 230 230 230 230

EU MR3 – IMA values for trading books

EU MR4 – Comparison of VaR estimates with gains/losses EU MR2-A – Market risk under the Internal Models Approach (IMA)

EU MR2-B – RWA flow statements of CCR exposures under Internal Model Method (IMM)

142 to 146

EU ORA – General qualitative data on the operational risk

EU OR1 – Capital requirements for operational risk and weighted exposure amounts

Encumbered and unencumbered assets

EU AE4 – Additional information

EU AE1 – Encumbered and non-encumbered assets EU AE2 – Collateral and own debt securities issued

3

EU AE3 – Sources of expenses on assets

Liquidity coverage ratio EU LIQA – Management of liquidity risk

147 to 149

EU LIQIB on the qualitative information on the LCR ratio complementing the EU LIQ1 model

EU LIQ1 – Quantitative information on the liquidity coverage ratio (LCR)

EU LIQ2 – Net Stable Funding Ratio

Compensation policies EU REMA – Compensation policy

EU REM1 – Compensation granted for the fiscal year

EU REM2 – Special payments to staff whose professional activities have a significant impact on the institution’s risk profile (identified staff)

EU REM3 – Deferred compensation

EU REM4 – Compensation of EUR 1 million or more per fiscal year

EU REM5 – Special payments to staff whose professional activities have a significant impact on the institution’s risk profile (identified staff)

230

Certification concerning the publication of the information 3.3.9 required under Pillar III disclosures I hereby certify that, to the best of my knowledge, the information provided in this document under Pillar III complies with Part 8 of CRR Regulation (EU) no. 575/2013 (and subsequent amendments) and that it was established in compliance with the internal control system agreed at the level of the management body.

Paris, March 11, 2022

Nicolas Namias Chief Executive Officer

Nathalie Bricker Chief Financial Officer

235

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021