NATIXIS -2020 Universal Registration Document

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

Total and average net amount of exposures (CRB-B)

Average net exposure over the period*

Net exposure at the end of the period

(in millions of euros)

IRB Approach Governments and central banks

37,058

31,251

Institutions

7,001

8,607

Business

114,995

117,891

o/w SME

1,541

1,734

o/w Specialized Lending

21,624

22,160

Retail Secured by real estate property

3

o/w SME Non-SME o/w Qualifying revolving Other Retail o/w SME o/w Non-SME Equity Other assets Sub-total IRB 31/12/2020 Sub-total IRB 31/12/2019

5,757

5,566

164,811 162,385

163,316 168,299

Standardized approach Governments and central banks

7,274

6,516

Regional governments or local authorities

206 787

230 834

Public sector entities

Multilateral Development Banks International Organizations

977

809

Institutions

50,190

50,986

Business

2,628

3,438

o/w SME

647

434

Retail

1,324

1,674

o/w SME

164 282 140

515 242 135

Secured by mortgages on immovable property

o/w SME

Defaulted exposures

66 93

64

106

Exposures to institutions and corporates with a short-term credit assessment

Collective investments undertakings Equity Other assets

6,330

6,317

Sub-total SA 31/12/2020 Sub-total SA 31/12/2019 TOTAL AT 31/12/2020 TOTAL AT 31/12/2019

70,158 71,051 234,969 233,437

71,216 70,696 234,532 238,995

Quarterly average realized over 1 year.

*

191

www.natixis.com

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020