NATIXIS_REGISTRATION_DOCUMENT_2017

ADDITIONAL INFORMATION Glossary

Acronym/Term

Definition

A portion of a loan issued in the form of an exchangeable security. For a given issue, a bond grants the same debt claims on the issuer for the same nominal value, the issuer being a company, a public sector entity or a government. Main runner or lead manager in the issuance of new equity, debt or securities instruments A means of asset financing whereby the lender is routinely informed of the value of the borrower’s assets pledged as collateral.

Bond

Bookrunner

Borrowing base lending

Basis points

Bp

Banking Recovery and Resolution Directive

BRRD CAGR

Compound annual growth rate. Mean annual growth rate over a specified period

Ratio of total capital (Tier 1 and 2) to risk-weighted assets (RWA).

Capital adequacy ratio

Natixis Shareholders’ Consultative Committee (Comité Consultatif des Actionnaires de Natixis).

CCAN

Credit Conversion Factor

CCF CDO

Collateralized debt obligations, i.e. debt securities backed by a pool of assets which can be either bank loans (mortgages) or corporate bonds. Interest and principal payments may be subject to subordination (i.e. through the creation of tranches). Credit Derivatives Products Company, i.e. a business specializing in the sale of coverage against credit default through credit derivatives. Credit default swap, i.e. insurance against credit risk in the form of a bilateral financial contract whereby the protection buyer periodically pays a premium to the protection seller, who in turn promises to compensate for any losses on a reference asset (a bond issued by a government, financial institution or company) upon the occurrence of a credit event (bankruptcy, default, deferred payment or restructuring). The former French Credit Institutions and Investment Firms Committee (Comité des Établissements de Crédit et des Entreprises d’Investissement), which has since been incorporated into the Autorité de Contrôle Prudentiel et de Résolution (French Prudential Supervisory Authority).

CDPC

CDS

CECEl

Chief Executive Officer

CEO

Chèque Emploi Service Universel (universal service employment voucher).

CESU CET1 CFCC CFH CFO CGM

Common Equity Tier 1

Comité de coordination des fonctions de contrôles (Control Functions Coordination Committee)

Cash flow hedge

Chief Financial Officer

8

Combined General Shareholders’ Meeting

Comité d’Hygiène, de Sécurité et des Conditions de Travail (Committee for Hygiene, Safety and Working Conditions)

CHSCT

Corporate & Investment Banking Cooperative Investment Certificates Chief Information Security Officer

CIB CIC

CISO CLOs

Collateralized loan obligation, i.e. a credit derivative product backed by a homogeneous pool of corporate loans.

Commercial Mortgage-Backed Securities

CMBS

Constant maturity swap, i.e. a swap that allows the buyer to exchange a short-term interest rate for a longer-term interest rate.

CMS

Caisse Nationale des Caisses d’Epargne

CNCE CNlL

Commission Nationale de l’Informatique et des Libertés (an independent administrative authority protecting privacy and personal data) The Natixis Code of Conduct (Ethical Principles) reflects Natixis' DNA; it gathers in a single overarching document all Natixis rules and guidelines in four main fields: be client-centric, behave ethically individually and collectively, act responsibly towards society, protect Natixis and Groupe BPCE assets and reputation. The Code of Conduct applies to all Natixis employees, entities and affiliates over the world, across all business lines. It also applies to our suppliers and all our business partners in their dealings with Natixis. A transferable asset or guarantee pledged to secure reimbursement on a loan in the event that the borrower fails to meet its payment obligations. Measure of an insurance company’s profitability expressed in terms of the ratio of total costs (incurred losses + expenses) divided by total revenue, Ratio of Common Equity Tier 1 (CET1) capital to risk-weighted assets. The CET1 ratio is a solvency indicator used in the Basel 3 prudential accords. A company’s ownership share of its own equity, held via its direct or indirect control of one or more other companies. Company-controlled stock does not bestow voting rights and is not included in the calculation of earnings per share. A measure calculated by dividing the net expense of commercial risk by loans outstanding at the beginning of the period. Executive Committee

Code of Conduct

Collateral

Combined ratio

COMEX

Common Equity Tier 1 ratio

Company-controlled stock

Cost of risk in basis points

491

Natixis Registration Document 2017