NATIXIS // 2021 Universal Registration Document

7 ACCOUNTABILITY REPORT ENVIRONMENTAL AND SOCIAL RESPONSIBILITY 2021 Managing environmental, social and governance risks

Managing environmental, 7.3 social and governance risks

Scope

2020

2019

2021

Number of transactions analyzed by the ESR Risk team Percentage of assets most exposed to climate transition risk

365

224

189

Corporate & Investment Banking

6.4% (a)

14.4% (b) €394m (d)

17.9% (b) €118m (e)

Financing of the thermal coal sector Financing of the oil and gas sector (exploration-production activities)

€369m (c)

nc (f)

€5.8bn

nc

Proportion of exposures to the oil & gas sector rated “brown” by the Green Weighting Factor methodology (in% of sector outstandings)

nc (f)

76%

nc

0.2% of assets under management (€1.04bn) 4.44% of assets under management (€23.2bn)

Asset Management

Investment in the coal sector

nc (f)

nc

Investment in the fossil fuel sector

nc (f)

nc

0.03% of assets (€20m) 1.96% of assets (€1.13bn)

Insurance

0.07% of assets (€41m) 2.1% of assets (€1.25bn)

Investment in the coal sector

nc

Investment in the fossil fuel sector Number of sector policies published

nc

Natixis

4

4

4

Number of employees trained in ESR risks in business lines and support functions

12,582 (i) 3,481 (i)

1,240 1,501

nc

Number of training hours delivered nc Percentage of outstandings rated “Dark Brown” under the Green Weighting Factor methodology (excluding the financial sector, Global Markets and sovereign). (a) Percentage of the total amount of RWA rated "Dark brown" under the Green Weighting Factor methodology. (b) Amount of coal exposure taking into account non-dedicated corporate loans and project financing (project financing: €54 million for 2021). (c) Amount of coal exposure taking into account non-dedicated corporate assets and project financing (project financing: €71 million for 2020). (d) Amount of coal exposure taking into account project financing only. (e) Will be disclosed in the TCFD 2022 report. (f) Employees trained in ESR e-learning are taken into account. For general ESR training, the number of training hours delivered is calculated in proportion to the (i) time dedicated to “ESR risks”.

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021