NATIXIS_PILLAR_III_2017_EN

KEY FIGURES Introduction

2017 EXECUTIVE SUMMARY

1

CET1

Changes in regulatory CET1 Capital (Phased-in)

(€Bn)

14

+0.51

-0.54

13

12.47

-0.48

+0.10

11.97

7.75%

12

Capital Conservation Buffer Pillar IIRequirement

1.25%

Net income after dividends

11

Currency effect

2.0%

CET1

10.8%

10

Acquisitions

Transitional measures and other

9

4.5%

Pillar I Minimum

8

12.31.2016

12.31.2017

Regulatory Ratio

Regulatory requirement*

*ECB Minimum prudential requirements based on the supervisory review and evaluation process (SREP). Excluding P2G

CAPITAL REQUIREMENTS BY RISKTYPE

CAPITAL REQUIREMENTS BY BUSINESS LINE

13% Operational risk

14% Corporate Center

9% Market risk

77% Credit and counterparty risk

15% Specialized Financial Services

1% CVA risk

53% Corporate & Investment Banking

7% Insurance

11% Asset & Wealth Management

5

NATIXIS Rapport sur les risques Pilier III 2016

5

NATIXIS Risk report Pillar III 2017