BPCE - 2018 Registration document

6 RISK REPORT

SUMMARY OF RISKS 6.1

SECURITIZATION TRANSACTIONS 6.7

599 599 600 602 603 603

661

6.1.1 6.1.2 6.1.3 6.1.4 6.1.5

Types of risk Key figures

6.7.1

Regulatory framework and accounting

methods

661 662 663

6.7.2 6.7.3

Securitization management at Groupe BPCE

Regulatory changes

Quantitative disclosures

Main risks and emerging risks

Risk factors

MARKET RISKS 6.8

666 666 666 668 669

GENERAL STRUCTURE OF GROUPE 6.2 BPCE’S INTERNAL CONTROL SYSTEM 613 Participants in the control system 6.2.1 613 Permanent and Periodic Control departments 6.2.2 613 Structure of Groupe BPCE’s internal control 6.2.3 system 614

6.8.1 6.8.2 6.8.3 6.8.4

Market risk policy

Market risk management

Market risk measurement methods

Quantitative disclosures

LIQUIDITY, INTEREST RATE AND 6.9 FOREIGN EXCHANGE RISKS

672 672 672 674 677

CAPITAL MANAGEMENT AND CAPITAL 6.3 ADEQUACY

6.9.1 6.9.2 6.9.3 6.9.4 6.9.5

Governance and structure

616 616 618 620

Liquidity risk management policy

6.3.1 6.3.2 6.3.3 6.3.4

Regulatory framework Scope of application

Quantitative disclosures

Management of structural interest rate risk Management of structural foreign exchange

Composition of regulatory capital Regulatory capital requirements

risk

678

and risk-weighted assets

623 625

6.3.5

Management of capital adequacy

LEGAL RISKS 6.10

679 679 679 681

10.1

Legal and arbitration proceedings – BPCE

RISK GOVERNANCE AND MANAGEMENT 6.4 SYSTEM

Legal and arbitration proceedings – Natixis 6.10.2

628 628 633 636 637 637 643 649 652

Dependency 6.10.3

6.4.1 6.4.2 6.4.3

Governance of risk management

Groupe BPCE’s risk management system

NON-COMPLIANCE, SECURITY AND 6.11 OPERATIONAL RISKS

Recovery Plan

682 682 685 686 687 689

Compliance 6.11.1

CREDIT RISK 6.5

Financial security 6.11.2 Business continuity 6.11.3

6.5.1 6.5.2 6.5.3 6.5.4

Credit risk management

Risk measurement and internal ratings Credit risk mitigation techniques

Information System Security (ISS) 6.11.4

Operational risks 6.11.5

Quantitative disclosures

Compliance and Risks – Insurance & 6.11.6 Non-Banking Operations

692 694

Technical Insurance risks 6.11.7

COUNTERPARTY RISK 6.6

658 658 659

6.6.1 6.6.2

Counterparty risk management

CLIMATE RISKS 6.12

698 698 698

Quantitative disclosures

Organization 6.12.1

Activities in 2018 and strategic guidelines 6.12.2

597

Registration document 2018