NATIXIS // 2021 Universal Registration Document

6 INDIVIDUAL FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Individual financial statements and notes

Counterparty risk exposure

Counterparty risk exposure (a)

10,312 29,724 15,367 55,403

Governments and central banks

Financial institutions

Other

TOTAL

(a)

Exposure calculated based on current Basel 3 standards.

Information on risk management is presented in Section 3.5 of Chapter 3 “Credit and counterparty risks”.

Fair value of forward financial instruments

(in millions of euros)

2020

2021

Interest rate instruments Positive fair value

30,277 26,709

38,612 33,684

Negative fair value

Exchange rate instruments Positive fair value

18,624 18,681

9,742

10,493

Negative fair value

Other instruments Positive fair value

6,176 7,015

5,561 6,326

Negative fair value

Off-balance sheet – Commitments Note 36

(in millions of euros)

2020

2021

Financing commitments

97,864 27,953 69,911 36,972 29,912 6,771 19,015 160,622 40,566 7,060

108,439 48,423 60,016 29,202 21,341 9,117 20,008 166,765 46,623 7,861 44,162 2,461 8,937 8,937 7,702 7,726 70,988

Banks

Customers

Guarantee commitments

Banks

Customers

Commitments on securities

Other commitments

TOTAL COMMITMENTS GIVEN

Financing commitments

Banks

36,073

Customers

4,493

Guarantee commitments

20,418 20,418

Banks

Commitments on securities

6,738

Other commitments

12,156 79,878

TOTAL COMMITMENTS RECEIVED

450

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021