NATIXIS_PILLAR_III_2017_EN

1 KEY FIGURES Introduction

LEVERAGE RATIO

Requirement (Phased-in) (in billions of euros)

12.31.2017

Capital CET 1

14.3

Total assets on the prudential balance sheet Adjustments for derivative financial instruments Adjustments for securities financing transactions "SFTs"

425.0 -29.3 -19.9 36.1 -15.7 396.3 3.6%

Adjustment for off-balance sheet items

Other adjustments

TOTAL LEVERAGE RATIO EXPOSURE

Regulatory Ratio

o/w deals with BPCE affiliates

47.3

Ratio without affiliates* 4.1% In accordance with Article 429(7) of the delegated act allowing Institutions to exclude exposure with affiliates (BPCE and subsidiaries, * Banques Populaires, Caisses d’Epargne), (pending approval from the ECB).

COUNTERPARTY RISK

LIQUIDITY COVERAGE RATIO

Notional and EAD by underlying

10% Other

16% Interest rate

€55Bn Liquid assets

12% Currency Notional EAD

LCR = 109%

43% Repos

-€50Bn Net cash outflows

3% Commodity

16% Equity

8

NATIXIS Risk report Pillar III 2017