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

Breakdown of consolidated SCR CNP assurances SCR by geography (%/Dec 2022) 11% 10% 79% France Latin America Europe excl. France SCR by risk (%/Dec 2022) 2% 5% 6% 6% 34% Market risk Life underwriting risk 47% Health underwriting risk Operational risk Counterparty default risk Non-life underwriting risk Investor Presentation March 23 | 41

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