NATIXIS -2020 Universal Registration Document

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

Geographic breakdown of exposures (CRB-C)

Latin Ame- rica Europe Africa

North America

Middle East

Oce- ania

Total

European Union

Asia

United King- dom* Italy

Swit- zer- land Other Other Other Other

Luxem- bourg

Nether- lands USA Other Other

Singa-

Hong Kong Other

(in millions of euros)

France Other Spain

pore Japan

IRB Approach Central government or central banks

17,509 2,173 453

38

10 38

328 229

178 12,530 441 1,173

90 288 77 1,107

675 608

63 287

85 1,022 693

27 37,058

Institutions

952 688 253

330

76 239

378

23

77 232 278 247

164 7,001

Business

39,706 4,543 3,657 4,829 4,539 4,950 4,381 18,738 1,075 1,316 3,846 991 2,997 5,648 3,939 3,122 1,839 3,598 1,281 114,995

o/w SME

821

36

76

86

57

28

51

5

53

3

13 263

47 1,541

o/w specialized loans

4,232 1,797 781 1,251 2,122 1,046

670 4,126 213 382

39 707

64 1,440

95 855

64 1,053

685 21,624

Retail

Secured by real estate property

o/w SME Non-SME o/w Qualifying Revolving Other Retail o/w SME o/w Non-SME Equity

4,170

95

3

59

22

346

12 758

74

4

9

4

54

23

1

86

12

24 5,757

Other assets Sub-total IRB 31/12/2020 62,337 7,499 4,366 5,257 4,609 5,852 5,012 33,199 1,316 2,716 4,606 1,842 3,438 6,012 4,040 3,440 3,224 4,551 1,496 164,811 Sub-total IRB 31/12/2020 by geographic area 94,932 34,515 12,602 6,012 7,480 3,224 4,551 1,496 164,811 Sub-total IRB 31/12/2019 by geographic area 85,999 33,676 15,847 8,068 7,456 7,456 3,717 6,016 1,607 162,385 Standardized approach Central government or central banks 486 427 227 5,671 463 7,274 Regional governments or local authorities 175 30 206 Public sector entities 416 148 125 46 40 11 787 Multilateral Development Banks International Organizations 977 977 Institutions 48,945 130 34 284 28 55 3 358 15 1 86 128 60 49 15 50,190 Business 1,880 35 24 277 1 9 402 2,628 o/w SME 600 30 8 9 647 Retail 1,213 10 2 3 2 1 2 2 1 2 77 1 9 1,324 o/w SME 88 2 1 74 164

Secured by mortgages on immovable property

277 140

3

1

1

282 140

o/w SME

Defaulted exposures

54

5

7

66

Items associated with particularly high risk Covered Bonds Exposures to institutions and corporates with a short-term credit assessment Collective investments undertakings Equity Other assets Sub-total SA 31/12/2020 by geographic area Sub-total SA 31/12/2019 by geographic area TOTAL AT 31/12/2020 BY GEOGRAPHIC AREA TOTAL AT 31/12/2019 BY GEOGRAPHIC AREA Total at 31/12/2020

9

39

9

10

1

9

6

10

93

5,093

954

2

232

22

27

6,330

Sub-total SA 31/12/2020 58,548 394

36 1,244 30 1,495

3 601 128 528

1 5,786 594

1 118

600

17

35 70,158

61,750

729

6,909

1 6,909

118

600

17

35 70,158

63,513

1,100

5,089

2 5,089

89

1,222

1

34 71,051

120,885 7,893 4,402 6,501 4,639 7,347 5,015 33,799 1,445 3,244 4,608 7,628 4,032 6,012 4,157 3,440 3,824 4,568 1,531 234,969

156,682

35,244

19,512

6,012 7,597

3,824

4,568

1,531 234,969

149,514

34,776

20,936

8,069 7,545

4,939

6,017

1,641 233,437

Included in category A: Other countries for which the sum (Exposure + Provision) is less than €4 billion.

*

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

192

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020