NATIXIS -2020 Universal Registration Document

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

Detailed exposures under roll-out plan (EU CRE-E)

31/12/2020

% of RWA

% of exposure class involved in roll-out plan

SA

FI

IA

Total

Exposure class

67.6%

20.5%

11.9%

100% 100% 100% 100% 100%

0.0% 0.0% 0.3% 0.1% 0.0%

Governments and central banks

Retail

100.0%

0%

0,0%

Business

3.1%

1.5% 2.6%

95.4% 73.7%

Institutions

23.7% 100%

Defaulted exposures

0%

0%

3

Exposures secured by mortgages on immovable property

100.0%

0%

0.0%

100%

0.0%

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

100% 47.5%

0%

0%

100% 100% 100% 100%

10.6%

Securitization

27.3% 100% 31.4%

25.2%

0.0% 0.0% 0.2%

Share

0%

0%

TOTAL

7.6%

61.0%

201

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020