NATIXIS - Universal registration document and financial report 2019

3 RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk factors

Regulatory ratios

CET1 Ratio phased-in 11.3 %

Total capital ratio 15.7 %

Leverage ratio 3.5 %

LCR 124 %

Financial structure

organic capital creation ~120 bps

€2.5bn dividends

+137 bps

+223 bps

-21 bps

-21 bps

11.3

%

10.8 %

-153 bps

-99 bps

-22 bps

CET1 FL 31/12/2018

IFRS 16 & IPC

Disposal of retail banking activities

FY19 results

FY19 RWA & other

FY19 strategic operations

Special dividends paid in 2019 related to

FY19 ordinary dividends

CET1 FL 31/12/2019

the disposal of the retail banking activities

Risk-weighted assets

Capital requirements by risk type

Capital requirement by business line

13 % Corporate Center

14 % Operational risk

1 % Payments

8 % Insurance

11 % Market risk

1 % CVA risk

15 % Asset & Wealth Management

74 % Credit risk

63 % Corporate

& Investment Banking and Treasury

100

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019