NATIXIS_REGISTRATION_DOCUMENT_2017

3 RISKS AND CAPITAL ADEQUACY

Overall interest rate, liquidity and structural foreign exchange risks

OTHER INFORMATION 3.9.5

Encumbered and unencumbered assets 3.9.5.1 As part of its refinancingactivities,and repurchaseagreementsin particular,Natixis is requiredto pledgepart of its assets as collateral. It also receivescollateral,some of which can be reusedas collateral. The purposeof this appendixis to show the portion of assets pledgedas a guaranteeor collateral,and the correspondingliabilities,in accordancewith the requirementsof the MinisterialOrder of December 19,2014.

Carrying amount of unencumbered assets

Fair value of unencumbered assets

Carrying amount of encumbered assets

Fair value of encumbered assets

Template A – Assets

Assets of the reporting institution

51,815 20,554 10,805 21,766

369,251 14,582 14,864 341,440

Equity instruments

20,554 10,805

14,582 14,864

Debt securities Other assets

Fair value of encumbered collateral received and own debt securities issued

Fair value of collateral received and own debt securities issued and available for encumbrance

Template B – Collateral received

Collateral received by the reporting institution

143,288 32,279 109,682

65,920 37,944 17,635 10,814

Equity instruments Debt securities Other guarantees

Debt securities issued besides own secured bonds or own asset-backed securities

2,447

Associated liabilities, contingent liabilities or securities lent

Assets, collateral received and debt securities issued besides secured bonds or securities backed by encumbered assets

Template C – Encumbered assets/collateral received and associated liabilities

Carrying amount of selected financial liabilities

190,373

194,162

Template D – Information on the extent of asset encumbrance At December 31,2017, Natixis’encumberedassetsamountedto €194,612 million,of which: €174,370 millionin encumberedsecuritiesfor corporateactionsand issuesof securities; a €4,936 millionin encumberedreceivablesin mechanismsother than securedbonds; a €1,005 millionin receivablessecuringsecuredbond issues; a €15,780 millionin encumberedassets in respectof margincalls on derivatives. a

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Natixis Registration Document 2017