NATIXIS - Universal registration document and financial report 2019

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

Currency and unit: (in millions of euros)

Total non-weighted value (average)

Total non-weighted value (average)

Quarter ending on (day month year)

31/03/2019 30/06/2019 30/09/2019 31/12/2019 31/03/2019 30/06/2019 30/09/2019 31/12/2019

Number of points used to calculate average

12

12

12

12

12

12

12

12

Liquid assets Total liquid assets

66,457

63,107

61,696

58,127

Cash outflows Retail deposits and deposits from small business customers, of which:

2,205

2,437

2,581

2,741

220

244

258

274

Stable deposits

0

0

0

0

0

0

0

0

Less stable deposits

2,205

2,437

2,581

2,741

220

244

258

274

Unsecured wholesale funding

63,456

59,678

58,550

56,822

49,458

46,499

45,759

44,465

Operational deposits (all counterparties)

5,259

5,327

5,528

5,615

1,315

1,332

1,382

1,404

Non-operational deposits (all counterparties)

48,689

44,483

43,207

41,734

38,635

35,298

34,562

33,588

Uncollateralized debt

9,508

9,869

9,815

9,474

9,508

9,869

9,815

9,474

Secured wholesale funding, of which:

24,483 15,454

21,870 15,929

19,531 16,395

19,807 17,077

Additional requirements, of which:

56,830

54,645

52,843

51,585

Outflows related to derivative exposures and other collateral requirements

6,541

7,035

7,862

9,474

5,885

6,361

6,683

7,237

Outflows on collateralized debt

0

0

0

0

0

0

0

0

Credit and liquidity facilities

50,288 18,611 37,749

47,610 18,620 38,045

44,980 20,777 37,202

42,110 20,271 34,840

9,569

9,568

9,712

9,840

Other contractual funding obligations Other contingent funding obligations

16,513

16,552

18,727

18,191

809

797

877

1,082

TOTAL CASH OUTFLOWS

106,937

101,890

101,546

100,897

Cash inflows Collateralized lending transactions (o/w reverse repos)

106,198 22,100 20,259

105,186 20,204 21,259

106,793 19,421 23,942

108,159 20,122 27,554

12,007 19,599 15,433

11,930 18,061 16,576

11,957 17,581 19,485

11,358 18,616 22,856

Inflows from fully performing exposures

Other cash inflows

(Difference between total weighted cash inflows and total weighted cash outflows resulting from transactions conducted in other countries applying restrictions on transfers or which are denominated in non-convertible currencies)

0 0

0 0

0 0

0 0

(Excess of cash inflows from a related lending institution)

TOTAL CASH INFLOWS

148,557

146,649

150,155

155,834

47,039

46,567

49,023

52,829

Cash inflows (exempt from cap)

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

Cash inflows (subject to 90% cap) Cash inflows (subject to 75% cap)

127,192

125,348

128,473

132,501

47,039 65,884 59,901

46,567 62,843 55,326

49,023 61,533 52,528

52,829 57,783 48,070

LIQUIDITY BUFFER

TOTAL NET CASH OUTFLOWS LIQUIDITY COVERAGE RATIO (IN %)

110.9%

117.9%

121.2%

123.7%

204

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019