NATIXIS // 2021 Universal Registration Document

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

Separate assets

31/12/2021

31/12/2020

Post-employment defined-benefit plans

Post-employment defined-benefit plans

Supplementary pension benefits and other

Supplementary pension benefits and other

End-of-career awards

End-of-career awards

Total

(in millions of euros)

Total

TOTAL REVALUATION ADJUSTMENTS AT START OF PERIOD o/w effect of ceiling on assets Revaluation adjustments over the period o/w effect of ceiling on plan assets Changes associated with non-current assets held for sale TOTAL REVALUATION ADJUSTMENTS AT END OF PERIOD

8

7

15

7

6

13

4

1

5

1

1

2

12

8

20

8

7

15

o/w effect of ceiling on assets

f) Analysis of expenses for the period The annual payroll costs recognized in respect of defined-benefit plans consist of: the costs of services rendered, representing rights vested by V beneficiaries over the period; past service costs, arising from possible plan changes or V curtailments as well as the effects of possible plan settlements;

the net interest cost reflecting the impact of unwinding the V discount on the net obligation. Obligations in respect of other long-term employee benefits are accounted for using the same actuarial valuation method as that used for post-employment defined-benefit obligations, except for revaluation adjustments, which are immediately recognized in income.

31/12/2021

31/12/2020

Post-employment defined-benefit plans

Other long-term employee benefits

Supplementary pension benefits and other

End-of-career awards

Long-service

awards Other benefits

Total

(in millions of euros)

Service cost

2 0 9

13 (0)

4 1 0 0

57

77

40

Past service cost

0 0 0

1

(12)

Interest cost

1

11 (8) (2)

13

(10)

Interest income

(8) (0)

(0) (1)

Other

(1)

(0)

4

TOTAL EXPENSE FOR THE FISCAL YEAR

3

13

5

57

78

34

g) Main actuarial assumptions at December 31, 2021 The amount of the provision for post-employment defined-benefit plans is calculated on an actuarial basis using a number of demographic and financial assumptions.

United States (a)

United States (a)

France

Europe

France

Europe

Discount rate (excluding Time Savings Account)

0.62% 1.70% 2.68% 2.70%

1.67% 2.83% 2.72% 0.00%

2.71%

0.16% 1.60% 2.28% 2.40%

1.34% 2.61% 2.44% 0.00%

2.35%

Inflation rate

Rate of increase in salaries

Rate of increase in healthcare costs

5.50%

3.90%

Duration (in years)

12

20

14

13

23

15

The two parameters of inflation rate and wage growth rate are no longer taken into account for the valuation of liabilities in the United States. (a)

382

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021

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