NATIXIS -2020 Universal Registration Document

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

Breakdown of equity exposures by main Natixis business line (NX23)

31/12/2020

31/12/2019

Fair value

EAD

Fair value

EAD

Division (in millions of euros)

235

235

237

237

Corporate & Investment Banking (a) Asset & Wealth Management

2,171 2,374

2,352 2,374

2,028 2,220

2,185 2,220

Insurance Payments

13

13

28

28

Corporate Center Coface activities

177 605

177 605

268 678

268 682

TOTAL

5,575

5,757

5,458

5,621

(a)

Including Treasury & Collateral Management.

3

EAD by type and nature of exposure (excluding impact of thresholds) (NX24)

Total at 31/12/2019

Total at 31/12/2020

Type and nature of exposure (in millions of euros)

Share Mutual funds

Investments

741 236 176

741

757

Private Equity held in sufficiently diversified portfolios

Other equity exposures

115 655

2,617

2,968 1,439

2,872 1,495

Listed equities

609

Equity – standardized approach TOTAL

1,152

770

3,226

5,148

5,125

RWA by weighting (excluding impact of thresholds) (NX25)

Standardized approach

Total at 31/12/2019

Total at 31/12/2020

Type and nature of exposure (in millions of euros)

IRB Approach

Private Equity held in sufficiently diversified portfolios

1,407

1,407

1,439

Other equity exposures

10,981

10,981

10,627

Listed equities

4,174

4,174

4,337

Equity – standardized approach TOTAL

16,563

16,563

16,402

207

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020