Investor Presentation - CNP Assurances Corporate Bond Portfolio and SCR Coverage Ratio

Consolidated SCR coverage ratio Eligible own funds/SCR (€bn) SCR coverage ratio CNP assurances 39,6 17,5 36,4 15,8 31/12/2021 31/12/2022 Eligible own funds SCR Decrease in eligible own funds of €2.7bn Increase in the reconciliation reserve, for €1.8bn Decrease in the fair value of subordinated debt securities, for €1.6bn Decrease in surplus own funds due to higher interest rates, for €2.9bn 217% 230% 31/12/2021 31/12/2022 Investor Presentation March 23| 40

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