NATIXIS - Universal registration document and financial report 2019

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures

Breakdown of equity exposures by main Natixis business line (NX23)

31/12/2019

31/12/2018

Fair value

EAD

Fair value

EAD

Division (in millions of euros)

Corporate & Investment Banking Asset & Wealth Management

237

237

207

224

2,028 2,220

2,185 2,220

1,423 1,960

1,594 1,960

Insurance

Treasury and Collateral Management

- -

- -

-

-

Specialized Financial Services

592

592

Payments

28

28

23

23

Corporate Center

946

950

876

876

TOTAL

5,458

5,621

5,081

5,269

3

EAD by type and nature of exposure (excluding impact of thresholds) (NX24)

Mutual fund investments

Total at 31/12/2018

Total at 31/12/2019

Type and nature of exposure (in millions of euros)

Equities

Investments

Private Equity held in sufficiently diversified portfolios

757 264 266

757

769

Other equity exposures

92

2,516

2,872 1,495

2,532 1,268

Listed equities

543

687

Equity – standardized approach TOTAL

1,287

635

3,203

5,125

4,569

RWA by weighting (excluding impact of thresholds) (NX25)

Standardized approach

Total at 31/12/2018

Total at 31/12/2019

Type and nature of exposure (in millions of euros)

IRB Approach

Private Equity held in sufficiently diversified portfolios

1,439

1,439

1,461 9,368 3,678

Other equity exposures

10,627

10,627

Listed equities

4,337

4,337

Equity – standardized approach TOTAL

16,402

16,402

14,507

191

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019