TCFD REPORT 2021 TACKLING CLIMATE CHANGE 54 METRICS AND TARGETS USED BY NATIXIS TO MONITOR CLIMATE RISKS AND OPPORTUNITIES Renewable energy financing (as a % of amounts financed for electricity generation projects, in GW of financed installed capacity during the year, €bn arranged)   Each year, Natixis publishes various renewable energy financing metrics in its annual report. These include: arranged amount (exclusive financing of renewable energy sector infrastructure and corporate projects), number of transactions, installed capacity financed by energy type and the share of renewable energy in projects financed over the year (flows before distribution) and within a portfolio (stock after distribution). Three indicators are used in this TCFD report. Green and sustainable bonds arranged (€bn and as a %) Natixis publishes various metrics on an annual basis for arranged green and sustainable bonds in its annual report. These include: number of arranged green/ sustainable bond issues, total arranged and Natixis’ total share in issues. This last indicator is used, in addition to the share of green and/or sustainable issues in the total issues arranged by Natixis. Share of banking assets exposed to climate transition risk (as a % risk-weighted assets)   Natixis uses the Green Weighting Factor (GWF) tool to measure and steer its share of balance sheet assets that are most exposed to transition risk. These are the worst rated assets (“dark brown rated”) on the GWF’s 7-level color scale. The indicator is calculated from the total number of risk-weighted assets (Credit Risk- Weighted Assets) within the GWF’s scope of analysis, excluding the finance sector, i.e., €37 bn in Credit Risk-Weighted Assets. This climate transition risk measurement indicator has been integrated into Natixis’ Risk Appetite Framework which has been monitored since 2019. Fossil fuel sector financing (in billions of euros of outstandings)  Total aggregated gross portfolio financing in the fossil fuel sector, including dedicated-purpose financing (projects and assets) and general- purpose financing for corporate clients actively operating in the sector. The scope for this indicator is global on the entire banking balance sheet, i.e., €234 bn in outstandings as of 12/31/2020. Bank balance sheet climate risk transition indicator using the GWF analysis Carbon intensity per €m of financing (tCO 2 e/€m) Physical carbon intensity of the asset (e.g., tCO 2 e/kWh) Annual activity of typical asset (e.g., kWh) Annual carbon intensity of asset per €m of capex (tCO 2 e/€m) Annual carbon footprint of asset per unit of capacity (e.g., tCO 2 e/ MW) Average economic value of each unit of capacity (e.g., €m/MW)