NATIXIS -2020 Universal Registration Document

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

Credit quality of assets by geographic area (CR1-C)

Defaulted exposures

Non-defaulted exposures

Allowances/ impairments

Net values (a + b - c)

(in millions of euros) European Union

1,975 1,060

156,788 120,359

894 535 114

157,868 120,885

France

Luxembourg

502

6,959 6,459 5,023 4,567 4,386 2,919 2,280 1,583 2,252

7,347 6,501 5,015 4,639 4,402 2,976 2,259 1,588 2,256

United Kingdom*

65

24 15 82 40 10 59

Netherlands

8

Italy

154

Spain

56 67 38 11 13

Ireland

Germany Belgium

6 9

Other

North America

811 784

34,694 33,256

261 241

35,244 33,799

USA

Canada

27

1,438

20 89 20 48

1,445

Asia

266

19,335

19,512

Japan

68

7,579 4,492 4,027 1,227 2,009 7,515 4,159 3,357 5,854 2,046 3,808 4,479 1,508 1,021 1,950 3,730 3,730 1,531 1,276

7,628 4,608 4,032 1,227 2,018 7,597 4,157 3,440 6,012 2,073 3,939 4,568 1,600 1,021 1,947 3,824 3,824 1,531 1,277

Singapore Hong Kong

164

13

7

China Other

-

-

21

13 38 30

Europe

121

Switzerland

29 92

Other

9

Latin America Cayman Islands

896 393 503 181 171

738 366 371

Other

Middle East

92 80

United Arab Emirates

Saudi Arabia

-

-

Other Africa Other

9

12

221 221

127 127

Oceania Australia

18 18

19 18

Other

-

255

1

254

TOTAL

4,488

233,926

2,258

236,156

* Still considered in the EU as of 31/12/2020.

190

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020