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

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

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

31/12/2019

31/12/2020

GL:MBHG :IKnL :CNLM>F>GML >G <:L => MK:GL:Lf =>L O>GM>L (HGM:GML GLoL =>L EBJNB=BMoL k O>KL>K >M k K><>OHBK LNK :

f f

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QIHLBMBHG :N KBLJN> => I:KMB> LNK :

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f

oKH@:MBHG IHNK E>L .!/f -BLJN> => I:KMB> >G :<< E`:KMBf ; >M =NfKn@E>F>GM 0 GVf QIHLBMBHGL LNK MK:GL:LJN>EE>L E: ;:GJN> HInK> >G M:GM JN`:@>GM +:MM> + >Q>FIMo> => E`>QIHLBMBHG => .!/ GLo>L I:K E>L GML -(- % , 1)(,"-"( ' , ,.+ , - ,(&& , %" ' , YX IHF 9 G 9L DCG = H = C B G GIF f@fA9B HG 89 < CFG 6=@5B QIHLBMBHGL LNK oEoF>GML => AHKL ;BE:G k E>NK FHGM:GM GHMBHGG>E ;KNM

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CNLM>F>GML IHNK KLBHG >G oJNBO:E>GM

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\%\& ' -, !(+, "% ' ,(&& , %" ' , -X

QIHLBMBHGL >Q>FIMo>L >G :<< E`:KMB --f :G= N ;BE:G >M AHKL ;BE:G Q>FIMBHG =>L >QIHLBMBHGL =`BGMK:@KHNI>L >G ;:L> LHEH >G :<< E`:KMBf f =NfKn@E>F>GM 0 GVf :N ;BE:G >M AHKL ;BE:G QIHLBMBHGL >Q>FIMo>L >G :<< E`:KMBf =N Kn@E>F>GM 0 GVf :N ;BE:G >M AHKL ;BE:G

f

L DCG = H = C B G GIF : C B8 G DFCDF 9 G 9 H - CH 5@ 89 G 9L DCG = H = C B G !HG=L IKHIK>L => ;:L> /B>Kf /HM:E =>L >QIHLBMBHGL LHFF> =>L EB@G>L >Mf

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%9J9 F 5;9 F 5 H = C -:MBH => E>OB>K lE>f

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< C =L 89 8= GDCG = H = C B HF 5B G = HC = F 9 9 H A C B H 5B H 89 G f@fA9B HG :=8 I 7=5= F 9 G 8f7 C A DH 56=@= G f G AHBQ => =BLIHLBMBHGL MK:GLBMHBK>L IHNK E: =o?BGBMBHG =N <:EL ?HG=L IKHIK>L (HGM:GM =oL oEoF>GML ?B=NL >G :<< E`:KMBf

=N Kn@E>F>GM 0 GVf 1)(,"-"( ' ,.+ % , "%"\,

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+ -"( !(+, 1)(,"-"( ' ,.+ % , "%"\, X .;NCI >? F?PC?L F? =;F=OF M`?@@?=NO? M?FIH F?M LoAF?M >? F`;=N? >pFpAOp M;HM G?MOL?M NL;HMCNICL?M JLpM?HN;NCIH CH=FO;HN F?M LpMOFN;NM >? H?NM >? >CPC>?H>?M >p=F;LpM ?N ;P?= BSJINBoM? >? L?HIOP?FF?G?HN >?M pGCMMCIHM MOIHHp?M HIH pFCAC?M CHMNLOG?HNM pFCAC?h@CH;H=?G?HN MOL NCNL?M NL;CNp?M ;P?= >?M =B;G? =IGJ?HM;NCIH MIHN =IGJ?HMp?M ?H ;JJFC=;NCIH >?M JLCH=CJ?M JIMpM J;L % / M;HM JLCM? ?H =IGJN? >?M =LCNoL?M >? G;NOLCNp ?N >?PCM?M .;NCI JLpM?HNp ;JLoM ;HHOF;NCIH >?M IJpL;NCIHM ;P?= F?M ;@@CFCpM ?H ;NN?HN? >`;ONILCM;NCIH >? F; ! 7 8 IH@ILGpG?HN ;ORhL?=IGG;H>;NCIHM >? F; ! F? >CPC>?H>? ; pNp LpCHNpALp >;HM F? =;JCN;F >? *;NCRCM ?N ;O=OH JLIPCMCIHH?G?HN >? >CPC>?H>? H`; pNp ?@@?=NOp MOL F?M H?O@ JL?GC?LM GICM >? F`;HHp? PICL F? =IGGOHCKOp >? JL?MM? >;Np >O ,LIJIMCNCIH >? >CPC>?H>? ;O NCNL? >? F`;HHp? >p>OCN? >?M @IH>M JLIJL?M JLO>?HNC?FM l J;LNCL >O KO;NLCoG? NLCG?MNL? X

Ratio de contrôle des grands risques 3.3.2.3 Ratio de contrôle des grands risques ); LwAF?G?HN;NCIH L?F;NCP? ;O =IHNL~F? >?M $L;H>M /CMKO?M ; wNw L?PO? ?Hn ?H wN;HN >wMILG;CM CHNwALw? >;HM F? // )fI? =?NN? LwAF?G?HN;NCIH ?MN >? FCGCN?L Ff?RJIMCNCIH >? +;NCRCM ;OR LCMKO?M FCwM r OH ?HM?G? =IHNL?J;LNC?M L?ALIOJw?M MIOM OH? <;HHCvL? ;JJ?Fw? Yn1xN? >? $LIOJ?n^ ); G?MOL? >O L?MJ?=N

>? =?NN? LwAF?G?HN;NCIH ?MN ?@@?=NOw? KOINC>C?HH?G?HN ?H Mf;MMOL;HN KO? F?M LCMKO?M JIH>wLwM /4 )" L?F;NC@M r =B;KO? 1xN? >? $LIOJ? L?MN?HN MSMNwG;NCKO?G?HN CH@wLC?OLM r F; )CGCN? $L;H>M /CMKO?M );LA? "RJIMOL? )CGCN @CRw? ;=NO?FF?G?HN r n >?M #IH>M -LIJL?M 1IN;OR >? +;NCRCM ?NN? LwAF?G?HN;NCIH ; wNw L?MJ?=Nw?

J;Ln+;NCRCM NION ;O FIHA >? Ff?R?L=C=?

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NATIXIS DOCUMENT D’ENREGISTREMENT UNIVERSEL 2020