NATIXIS - Universal registration document and financial report 2019

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

Subject

Title of table

Page

Market risk under the standardized approach (EU MR1)

200 200 200 201 204 170 170 144 144 202

VaR, stressed VaR and IRC within the regulatory scope (MR3)

Backtesting within the regulatory scope (MR4)

Market risk

Market risk under the IMA (EU MR2-A)

Liquidity ratio (LCR) at 31/12/2019

Comparison of accounting exposures and leverage exposures (LR1)

Liquidity risk

Leverage ratio (LR2)

Interest rate gap by maturity at December 31, 2019

Management of structural interest rate risk

NII sensitivity and economic value of equity (IRRBB – Table B) Encumbered and unencumbered assets at December 31, 2019.

Other information

Breakdown of financial liabilities by contractual maturity

145-146

3

209

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019