NATIXIS - Document d'enregistrement universel et rapport financier annuel 2020

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FACTEURS DE RISQUES, GESTION DES RISQUES ET PILIER III Informations au titre du Pilier III de Bâle 3

Comparaison entre les expositions comptables et les expositions levier (LR1)

Libellé ?H GCFFCIHM >`?OLIM

31/12/2019

31/12/2020

- CH 5@ 89 G 57 H =: G 7 C B GC @=8f G :=; IF 5B H 85B G @9 G f H 5 HG :=B5B7=9 FG DI 6@=f G

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CNLM>F>GML IHNK I:KMBL ;:GJN>L =>L L =`:LLNK:G<>L HN =>L >GMBMoL ?BG:GL HN KL JNB LHGM L k =>L ?BGL L F:BLfJNBfLHKM>GM =NfIoKBFnMK> => E: F>GM:BK> CNLM>F>GML IHNK :L BGLGM :NQ GHKF>L L :IIEB<:;E>L F:BL >Q E: F>LNK> => E`>QIHLBMBHG :NQ ?BGL =N K:MBH => E>OB>K >Gf:<f => E: -o@NE:MBHG 0 )H Uf --fZ CNLM>F>GML IHNK BGLMKNF>GML ?BG:GKL =oKBOoL

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CNLM>F>GML IHNK <>LLBHGL M>FIHK:BK>L => MBMK>L HIoK:MBHGL => I>GLBHG >M :NMK> MRI>L =>fIKpMLf@:K:GMBL CNLM>F>GML IHNK oEoF>GML => AHKL ;BE:G KLBHG >G oJNBO:E>GM L >QIHLBMBHGL AHKLf;BE:G

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NMK>L :CNLM>F>GML

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1)(,"-"( ' , .1 " ' , . + -"( % /" +

HGM >QIHLBMBHGL LNK E>L :??BEBoL 9<= /B:9=3>398= =?< 6/= +00363P=

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Pilotage du ratio de levier 3.3.2.2 )f;LLxNw >O nHIP?G?M ?HNL?JLCM?M >O M?=N?OL >? F; <;HKO? >?M M?LPC=?M >? J;C?G?HN ?N >?M M?LPC=?M >fCHP?MNCMM?G?HN MIOGCM ;O =IHNL~F? >? Ff ONILCNw >? IHNL~F? -LO>?HNC?F ?N >? /wMIFONCIH CGJIM? HIN;GG?HN KO? F?M ?HNL?JLCM?M ;MMOD?NNC?M @CR?HN >?M FCGCN?M AFI<;F?M ?N >CMJIM?HN >?M JIFCNCKO?M ?N >?M JLI=?MMOM JIOL >wN?=N?L AwL?L ?N MOCPL? F? LCMKO? >? F?PC?L ?R=?MMC@ !?JOCM +;NCRCM JCFIN? MIH L;NCI >? F?PC?L >CN Yn IGGOHC=;NCIH @CH;H=CvL?n^ ?R=FO;HN >? Ff;MMC?NN? F?M IJwL;NCIHM ;P?= - " ?N F?M ;ONL?M ;@@CFCwM >O $LIOJ? - " ;O >?MMOM >? n MOL =B;KO? @CH >? NLCG?MNL? ? M?OCF @CRw J;L F? =IGCNw $ - ; JIOL If;MMOL?L OH L?MJ?=N >? Ff?RCA?H=? GCHCG;F? LwAF?G?HN;CL? >? n ;JJFCKOw? ;O

L;NCI >CN YnMNLC=Nn^ CH=FO;HN F?M IJwL;NCIHM ;P?= - " ?N F?M ;ONL?M ;@@CFCwM >O $LIOJ? - " ? >CMJIMCNC@ ; wNw =IGJFwNw r J;LNCL >? FfwNw J;L >?M G?MOL?M G?HMO?FF?M YnMNLC=N?Mn^ >;HM F? =;>L? >? F; GCM? ?H JF;=? >O L;JJILN ,3&! >?G;H>w J;L F?M ;ONILCNwM >? NON?FF?M +;NCRCM Mf?MN =IH@ILGw r M?M LvAF?M CHN?LH?M >f?H=;>L?G?HN >O LCMKO? >? F?PC?L NION ;O FIHA >? Ff;HHw? )?OL JCFIN;A? ; ?H J;LNC=OFC?L wNw @;=CFCNw =?NN? ;HHw? >fOH? J;LN J;L F; =IHM?LP;NCIH >O >CPC>?H>? r J;LNCL >? G;LM ?N >f;ONL? J;LN J;L Ff?R=FOMCIH MIOM =?LN;CH?M =IH>CNCIHM >? Ff;MMC?NN? >f?RJIMCNCIH >?M FCKOC>CNwM JF;=w?M r F; @;=CFCNw >? >wJ~N >? F; ;HKO? >? #L;H=?

Ratio de levier (LR2)

Dispositions régissant le ratio de levier ?H GCFFCIHM >`?OLIM

31/12/2019

31/12/2020

L DCG = H = C B G GIF f@fA9B HG 89 6=@5B iEoF>GML => ;BE:G AHKL =oKBOoL >M .!/ F:BL LxK>MoL BGL L ?HG=L IKHIK>L => ;:L> lE>f L DCG = H = C B G GIF 8f F =Jf G HxM => K>FIE:<>F>GM :LLHL E>L MK:GL:MM>L => E: ?K: >MfoEB@B;E> => E: F:K@> => O:KB:MBHG (:CHK:MBHGL IHNK +! :LLHL k MHNM>L E>L MK:GL:

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-(- % , 1)(,"-"( ' , "% ' !(+, \+"/\, - , - ,(&& , %" ' , -X

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L DCG = H = C B G 8f H 9 F A=Bf9 G G 9@ C B @5 Af H < C 89 ( & & C B H 5B H 6 FIH =B7@ I 5B H @9 G G j F 9 H f G : CIF B=9 G GIF 8f F =Jf G @ CFGEIU 9@@9 G GC B H 8f8 I = H 9 G 89 G 57 H =: G 89X6=@5B 9B J9 FHI 8 I F f:f F 9B H =9@ 7 C A DH 56@9 o=NL :<>OHBK :N MBMK> => E: ?K: => E: F:K@> => O:KB:MBHG ?HNKGB> =:GLfE>L MK:GL:E >??>L =oKBOoL => G=NL HFI>GL:MBHG =>L GHMBHGG>EL >??>M =o=NL F:CHK:MBHGL LNK =oKBOoL => G=NL

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-(- % , 1)(,"-"( ' , ,.+ \+"/\, ,(&& , %" ' , YX

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L DCG = H = C B G GIF 79 GG = C B G H 9A DCF 5= F 9 G 89 H = HF 9 G , -

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