NATIXIS_PILLAR_III_2017_EN

OVERALL INTEREST RATE, LIQUIDITY AND STRUCTURAL FOREIGN EXCHANGE RISKS Management of liquidity and funding risk

BREAKDOWN OF GROSS FUNDING STRUCTURE BY ■ CURRENCY, AT CURRENT USD EXCHANGE RATES - 12.31.2017

2017 NET MLT FUNDING PROGRAM ■

13% Other long-term loans (incl. Natixis Deposit fund financing)

8% Other currencies

2% Pfandbrief Bank funding

59% EUR

34% USD

32% Natixis EMTNs

53% Loans from BPCE

BREAKDOWN OF GROSS FUNDING STRUCTURE BY ■ CURRENCY, AT CONSTANT USD EXCHANGE RATES - 12.31.2017

2016 NET MLT FUNDING PROGRAM ■

12% Other long-term loans (incl. consumer finance)

7% Other currencies

56% EUR

37% USD

2% Pfandbrief Bank funding

25% Natixis EMTNs

62% Loans from BPCE

BREAKDOWN OF GROSS FUNDING STRUCTURE BY ■ CURRENCY, AT CURRENT USD EXCHANGE RATES - 12.31.2016

9

7% Other currencies

46% USD

47% EUR

Under its annual medium-term funding program, in 2017 Natixis raised €12.2 billion net in resources with a term of more than one year (versus €17.3 billion in 2016). 32% of this program was achieved via structured private placements, with the remainder predominantly provided by BPCE as part of the Group’s medium-term funding policy approved by the Group ALM Committee.

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NATIXIS Risk report Pillar III 2017