NATIXIS // 2021 Universal Registration Document

3

RISK FACTORS, RISK MANAGEMENT AND PILLAR III

3.1

Risk factors

99

3.3

Basel 3 Pillar III disclosures Capital management and capital

164

99

Credit and counterparty risks

3.3.1

adequacy

164 180

Financial risks

101 102

Other regulatory ratios 3.3.2 Breakdown and changes 3.3.3 in risk-weighted assets

Non-financial risks

Strategic and business risks 104 Risks related to Insurance activities 108 Risk related to holding Natixis securities 109

184

Encumbered and unencumbered 3.3.4 assets

226 228 231 232 234

Liquidity coverage ratio 3.3.5 Compensation policy 3.3.6

Risk management

3.2 3.2.1

111

3.3.7

Cross-reference table

Organization of Natixis’ internal

Table index 3.3.8

control system

111

Certification concerning 3.3.9

Internal control procedures relating 3.2.2 to accounting and financial information

the publication of the information required under Pillar III disclosures

235

114

Risk governance 3.2.3

and management system

116 122 135 136 143 147 154 158 162

Credit and counterparty risks 3.2.4 Securitization transactions 3.2.5

Market risks 3.2.6

3.2.7

Operational risks

Balance sheet management 3.2.8

Compliance risk 3.2.9

Legal risk 3.2.10 Other risks 3.2.11

97

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021