NATIXIS // 2021 Universal Registration Document

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

Financial assets at amortized cost 7.6 These are SPPI financial assets held under a “hold to collect” model. The vast majority of loans granted by the Group are classified in this category.

7.6.1

Loans and receivables due from banks at amortized cost

31/12/2021

31/12/2020

Unimpaired financial assets (a)

Impaired financial assets (b)

Impaired financial assets (b)

Unimpaired financial assets (a)

Total

(in millions of euros)

Total (c)

Current accounts overdrawn

6,972

0

6,972

5,182

5

5,187

Loans and receivables

79,764

24

79,789

39,515

24

39,538

Security deposits paid Value adjustments for credit losses

(5)

(24)

(29)

(5)

(29)

(34)

TOTAL 44,691 Comprises unimpaired financial assets for which value adjustments are calculated based on 12-month expected credit losses (Stage 1) or lifetime expected credit losses (Stage 2). (a) Impaired financial assets (Stage 3) are assets for which a default event has been identified as defined in Article 178 of the EU Regulation of June 26, 2013 on regulatory requirements (b) for credit institutions. Including €426.2 million in the Payments business line, €257.1 million in the Insurance business line and €15.1 million in Natixis Immo Exploitation classified as “Non-current assets held (c) for sale” at December 31, 2021 (see Notes 1.2 and 7.10). 86,732 0 86,732 44,691 0

The increase in interbank transactions includes the setting up of term loans and borrowings with BPCE in the amount of €54.2 billion concluded in order to meet the constraints of the long-term liquidity ratio (NSFR: Net Stable Funding Ratio) mandatory as of June 30, 2021. These Money Market transactions were entered into with separate exercise notice periods between lending transactions and borrowing transactions in order to enable Natixis to comply with a minimum ratio of 100%.

5

341

www.natixis.com

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021