NATIXIS // 2021 Universal Registration Document

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

Guarantees received for instruments impaired under IFRS 9 9.2.2 The following table presents the exposure of all of Natixis’s financial assets to credit and counterparty risk. This exposure to credit risk (determined without taking into account the effect of unrecognized netting and collateral) and counterparty risk is equal to the net carrying amount of the financial assets.

31/12/2021

31/12/2020

Maximum exposure net of impair ment (c)

Guarantees

Maximum exposure net of impair ment (c)

Guarantees

Maximum risk exposure (b)

Maximum risk exposure (b) Impairment

Impaired financial instrument class (a) (in millions of euros) Debt securities – FVOCI R Loans and receivables due from banks – FVOCI R Loans and receivables due from customers – FVOCI R Debt securities at amortized cost Loans and receivables due from banks at amortized cost Customer loans and receivables at amortized cost Financing commitments given Guarantee commitments given

Personal guarantees

Real collateral

Impair

Personal guarantees

Real collateral

ment

133

(88)

45

193

(142)

51

24

(24)

-

29

(29)

-

3,069

(1,089)

1,981

245

775

3,596

(1,172)

2,424

600

552

271 481

(2)

269 442

41

6

59

(3)

56

19

13 18

(39)

207 493

29

433

(34)

399

311 930

TOTAL

3,978

(1,242)

2,736

810

4,310

(1,379)

2,931

582

Assets impaired after their origination/acquisition (Stage 3) or on their origination/acquisition (POCI). (a) Gross carrying amount. (b) Carrying amount in the balance sheet. (c)

5

Market risk, overall interest rate risk, liquidity risk and structural foreign 9.3 exchange risk The information on the management of market risks, overall interest rate risks, liquidity risks and structural foreign exchange risks required by IFRS 7 is presented in Section 3.2.8 of Chapter 3 “Risk factors, risk management and Pillar III”.

375

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021