NATIXIS - Universal registration document and financial report 2019

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

CRR Article

Basel Committee/EBA tables and statements

Page

Art. 445

(EBA) EU MR1 – Market risk own funds requirements

200

Article 105 and article 455 (c)

(EBA) EU MRB A – Qualitative disclosures for banks using the Internal Models Approach (IMA) (EBA) EU MRB B – Qualitative disclosures for banks using the Internal Models Approach (IMA)

128 to 130 128 to 130

Article 455 (a) and (b)

Article 455 (e) Article 455 (d) Article 455 (g)

(EBA) EU MR2 – A – Market risk under internal models approach

201 200 200 144 144 167 205 167 180 181 181 182

(EBA) EU MR3 – IMA values for trading books

(EBA) EU MR4 – Comparison of VaR estimates with gains/losses

Article 446

(BCBS) ORA – General qualitative data on operational risk management

134-135

(BCBS) Table A – IRRBB management policies and objectives

Article 448

(BCBS) Table B – NII sensitivity

Article 49 (1) and 4

(EBA) EU INS1 – Non-deducted holdings in insurance undertakings

Article 4

(BCBS) REMA – Remuneration policy

Article 377 (6) and article 105 Article 99(5) and article 413(3)

(BCBS) PV1 – Prudential valuation adjustments

(EBA) GOV – Sovereign exposures

(EBA) NPL 1 – Credit quality of forborne exposures

Article 16(3)

(EBA) NPL 3: Credit quality of performing and non-performing exposures by days past due

3

(EBA) NPL 4: Performing and non-performing exposures and corresponding provisions

207

www.natixis.com

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019