BPCE - 2018 Registration document

RISK REPORT Summary of risks

BREAKDOWN OF RISK-WEIGHTED ASSETS ➡ BY TYPE OF RISK

BREAKDOWN OF RISK-WEIGHTED ASSETS ➡ BY BUSINESS LINE

Other 8%

Market risk 3% Operational risk 10%

CVA n.s

Retail Banking & Insurance 74%

Credit risk (1) 87%

Corporate & Investment Banking 15%

€392bn 12/31/2018

€392bn 12/31/2018

Asset & Wealth Management 3%

(1) Including settlement/delivery risk

ADDITIONAL INDICATORS ➡

12/31/2018

12/31/2017

Cost of risk (in basis points)

19 (1) 2.8%

20

Non-performing/gross outstanding loans (2) Impairment recognized/non-performing loans (2) Groupe BPCE’s consolidated VaR (in millions of euros)

3.3%

45.0%

51.4%

14.2

5.3

LCR

> 110%

> 110%

Liquidity reserves (in billions of euros)

204

214

(1) (2)

Excluding non-recurring items.

IFRS 9 applied as from January 1, 2018.

6

601

Registration document 2018

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