NATIXIS // 2021 Universal Registration Document

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

Financing commitments reconciliation table

Financing commitments

Unimpaired commitments for which expected credit losses are measured over

Unimpaired commitments for which expected credit losses are measured on a lifetime basis (S2 bucket)

Commitments impaired after their origination/

Commitments impaired on origination/ acquisition

12 months (S1 bucket) Provisions for losses

acquisition (S3 bucket)

Total

Gross exposure

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

Gross exposure

Provisions for losses

(in millions of euros)

BALANCE AS AT 01/01/2020

46,527

(15)

5,590

(48)

76

(12)

9

0 52,201

(76)

New OBS commitments originated or purchased Variations linked to changes in credit risk parameters (excluding transfers) Transfers of financing commitments

10,595

(10)

1,258

(8)

0

0

3

0 11,855

(18)

4,173

(10)

(1,804)

(28)

(82)

10

7

(0)

2,293

(29)

(1,721)

(1) (4)

1,647 (976) 2,684

1 4

74 (2) (1) 77

(0)

(0) (0) (0)

(0) (0) (0)

Transfers to S1 Transfers to S2 Transfers to S3

978

0 0

(2,683)

3 0

(4)

(16)

(61)

0

(0)

0

0

Fully sold, called or matured commitments

(5,864)

1

(316)

2

(4)

0

(4)

0 (6,188)

3

Variations linked to changes in exchange rates (1,637)

1

(276)

3

(2)

0

(0)

0 (1,916)

4 0 2

Changes in the model used

729

2

64

0

(11)

0

0

0

782

Other movements (a) BALANCE AS AT 31/12/2020

52,801

(32)

6,162

(79)

51

(2)

14

0 59,029

(114)

New OBS commitments originated or purchased Variations linked to changes in credit risk parameters (excluding transfers) Transfers of financing commitments

29,015

(16)

1,175

(7)

0

0

19

0 30,209

(23)

(2,383)

5 (1,670)

(30)

13

(3)

209

0 (3,831)

(28)

(1,137)

0

1,118 (473) 1,620

(6)

19

(1)

0 0 0 0

(6)

Transfers to S1 Transfers to S2 Transfers to S3

473

(2)

3

0

0 0

2

(1,609)

2 0

(10)

(11)

(8)

(1)

(29)

1

30

(1)

0

Fully sold, called or matured commitments (23,307)

7 (1,292)

12

(18)

4

(17)

0 (24,634)

24

Variations linked to changes in exchange rates Changes in the model used

1,402

(1)

251

(2)

3

0

0

0

1,656

(3)

0 0

Other changes

362

0

0

0

0

0

0

0

362

BALANCE AS AT 31/12/2021

56,754

(37)

5,746

(111)

66

(2)

224

0 62,790

(150)

(a)

Including the exit of Coface.

388

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021