NATIXIS_REGISTRATION_DOCUMENT_2017

5 FINANCIAL DATA

Consolidated financial statements and notes

12.31.2016

Book value of associated liabilities

Fair value of associated liabilities

Book value of transferred assets

Fair value of transferred assets

Net position

(in millions of euros)

Asset-backed securities

7,543

5,654

7,543

5,654

1,889

TOTAL

7,543

5,654

7,543

5,654

1,889

Fully derecognized transferred financial assets 6.7.2.2 for which continuing involvement is maintained The fully derecognized transferred financial assets for which Natixis maintains continuing involvement include transfers of assets to a deconsolidatedsecuritizationvehicle in which Natixis has an interest or an obligation, where these latter do not compromisethe transfer of virtually all the advantagesand risks attachedto the transferredassets. At December 31,2017 (as at December 31,2016), there is no material impact from continuing involvement in a securitization vehiclemaintainedby Natixis. and able to be sold or reused as security This heading covers financial assets received as security under financialguaranteeagreementswith the right to reuse the assets in the absence of any default on the part of the owner of the guarantee. The fair value of financial assets receivedas security that Natixis may sell or reuse as security was €215 billion at December 31, 2017, versus€205 billionat December 31,2016. Financial assets received as security 6.7.3

The fair value of financial assets received as security that were resold or reused as security was €143 billion at December 31, 2017, versus€128 billionat December 31,2016. Financial assets that are past due but not impaired The table below provides, by type of financial instrument, a breakdown of the age of financial assets which were past due but not impaired at the reporting date. It does not take into accountany portfolioimpairmentlosseswhichmay be assessed. Past due assets are assets in arrears (i.e., missed principal or interestpayments),but whichhave not yet been impaired. For overdrafts, arrears are counted as of the date when the customer is notified; the amount shown represents the total overdraft. “Technical” delinquencies, meaning those related to incidents occurring in the collection process and unrelated to the counterparty’sfinancialsituation,are not included. The age of each amountin arrears is determinedaccordingto the age of the first missed payment on the balance in question.The breakdown for the period is prepared on the basis of the first missedpayment. 6.7.4

Payment arrears at 12.31.2017

> 90 days ≤ 180 days

> 180 days and ≤ 1 year

Type of assets (in millions of euros)

≤ 90 days

> 1 year

Total

Loans and receivables due from banks

5

5

Customer loans and receivables

2,291

2,291

Other financial assets TOTAL

2,296 2,296 The data reported in 2017 includes late payments identified by the factoring entities amounting to €1,596 million. These data refer to all outstandings rather than the unpaid amount alone.

Payment arrears at 12.31.2016

> 90 days ≤ 180 days

> 180 days and ≤ 1 year

Type of assets (in millions of euros)

≤ 90 days

> 1 year

Total

Loans and receivables due from banks

12

12

Customer loans and receivables

2,147

2,147

Other financial assets TOTAL

2,159 2,159 The data reported in 2016 includes late payments identified by the factoring entities amounting to €1,514 million. These data refer to all outstandings rather than the unpaid amount alone.

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Natixis Registration Document 2017