NATIXIS // 2021 Universal Registration Document

3 RISK FACTORS, RISK MANAGEMENT AND PILLAR III

2021 Regulatory ratios

11.6 % CET1 ratio

13.5 % Tier 1 ratio

16.2 % Total capital ratio

4.4 % Leverage ratio

Change in risk-weighted assets

(in €M)

108,257

104,985

98,990

2021

2020 2019

Capital requirements by risk type

Capital requirement by business line

11 % Corporate Center and Coface

13 % Opertional risk

1 % Payments

12 % Market risk

9 % Insurance

2 % CVA risk

13 % Asset & Wealth Management

73 % Credit and counterparty risk

66 % Corporate Banking (*)

(*) : including Treasury and Collateral Management

Natixis regulatory VaR for the 2020-2021 period

(in €M)

12

10

8

6

4

2

0 31/12/20 31/01/21 28/02/21 31/03/21 30/04/21 31/05/21 30/06/21 31/07/21 31/08/21 30/09/21 31/10/21 30/11/21 31/12/21 Regulatory VaR

98

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021