NATIXIS // 2021 Universal Registration Document

5 CONSOLIDATED FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Consolidated financial statements and notes

Note 7

Notes to the balance sheet

321

Note 9

Risk Management

373 373 373 375

7.1

Financial assets and liabilities at fair value through profit and loss

321

9.1

Capital adequacy

Credit risk and counterparty risk 9.2 Market risk, overall interest rate risk, 9.3 liquidity risk and structural foreign exchange risk

7.2 7.3

Hedging derivatives

324 326

Offsetting off financial assets

and liabilities

7.4

Financial assets at fair value through other comprehensive income Fair value of financial assets and liabilities carried at fair value in the balance sheet Financial assets at amortized cost Other information relating to financial

327

Headcount, compensation and employee Note 10 benefits

376

7.5

329

Headcount 10.1

376 376 384 384 384 384 385 385 387

Compensation and employee benefits 10.2

7.6 7.7

341 346

Capital management Note 11

Share capital 11.1

assets

Capital management 11.2 Equity instruments issued 11.3

7.8 7.9

Deferred tax assets and liabilities Accrual accounts, other assets and

348 349

liabilities

Commitments Note 12

Non-current assets and liabilities held for 7.10 sale 350 Property, plant and equipment 7.11 and intangible assets 359 Assets obtained by taking possession 7.12 of guarantees 360 Goodwill 7.13 361 Due to banks and customer deposits 7.14 362 Debt securities 7.15 362 Subordinated debt 7.16 363 Provisions and impairment 7.17 364 Breakdown of financial assets and 7.18 liabilities by contractual maturity 365 Financial instruments subject to the 7.19 index reform 366 Segment reporting 367

Guarantee commitments 12.1 Financing commitments 12.2

Other Information Note 13

389

Lease contracts where Natixis 13.1 is the lessee Lease contracts where Natixis 13.2 is the lessor

389

390

Related parties 13.3

391

Statutory Auditors’ fees Note 14

394

Operations by country Note 15

395

Entity operations by country 15.1 at December 31, 2021

395

Net Banking Income, pre-tax profit, taxes 15.2 and headcount by country at December 31, 2021 398

Note 8

8.1

Asset & Wealth Management

367 367 368 368 368 368 372

Comparative consolidation scopes Note 16

399

Corporate & Investment Banking 8.2

Non-consolidated entities 16.1 at December 31, 2021 Non-consolidated investments 16.2 at December 31, 2021

407

Insurance (*) 8.3 Payments (*) 8.4

407

Corporate center 8.5 Segment reporting 8.6

8.7

Other disclosures

272

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021