NATIXIS - Universal registration document and financial report 2019

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Risk management

Natixis regulatory stressed VaR

Natixis’ regulatory stressed VaR averaged €15.1 million. It peaked at €20.1 million on October 1, 2019 and bottomed out at €11.7 million on May 13, 2019, and stood at €17.6 million at December 31, 2019. Change in regulatory stressed VaR (1-day 99% VaR) and stressed VaR (1-day 99% SVaR).

(in €M)

25

20

15

10

3

5

0 31/12/18 31/01/19 28/02/19 31/03/19 30/04/19 31/05/19 30/06/19 31/07/19 31/08/19 30/09/19 31/10/19 30/11/19 31/12/19 Regulatoty VaR Regulatory sVaR

IRC indicator

This indicator covers the regulatory scope. Natixis’ IRC averaged €15.6 million. It peaked at €35.6 million on January 18, 2019, and bottomed out at €9 million on December 19, 2019, and stood at €10.1 million at December 31, 2019.

(in €M)

40 35 30 25 20

15 10 5 0 31/12/18 31/01/19 28/02/19 31/03/19 30/04/19 31/05/19 30/06/19 31/07/19 31/08/19 30/09/19 31/10/19 30/11/19 31/12/19 IRC

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019