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

Capital structure under Solvency II Eligible own funds (Єbn CNP Assurances and subsidiaries) 36.4 1.1 3.8 2.6 28.9 31 Dec. 2022 Contribution to SCR (in pts) 230% Unrestricted Tier 1 Restricted Tier 1 Tier 2 Tier 3 CNP assurances Financial headroom based on high quality eligible own funds (87% of Tier 1 capital) Increased leverage due to the decrease in gains on the bond portfolio included in equity 183% 16% 24% 7% 31 Dec. 2022 Investor Presentation March 23 | 39

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