BPCE - 2018 Registration document

6 RISK REPORT

Capital management and capital adequacy

RWAS BY TYPE OF RISK AND BY BUSINESS LINE ➡ Groupe BPCE redefined its business lines in the TEC 2020 strategic plan announced on November 29, 2017. The Group now has three core

business lines: Retail Banking & Insurance, Asset & Wealth Management, and Corporate & Investment Banking. The segment reporting information of Groupe BPCE has been restated accordingly for previous reporting periods.

Basel III phased-in

Operational risk

Credit risk (1)

CVA Market risk

Total

in millions of euros

December 31, 2017 December 31, 2018 December 31, 2017 December 31, 2018 December 31, 2017 December 31, 2018 December 31, 2017 December 31, 2018 December 31, 2017

250,837 262,922

393 564

962

26,266 25,804

278,458 290,444 11,359 11,697 58,535 59,760 37,979 30,519 386,331 392,420

1,154

Retail Banking & Insurance

6,935 7,041

- -

- -

4,424 4,656 6,866 7,053

Asset & Wealth Management

42,930 1,162 43,755 1,660

7,577 7,292 2,161 2,158

Corporate & Investment Banking

35,026 27,724

293

499 544

93

Other

335,728 1,848 341,442 2,317

10,700 10,604

38,055 38,057

TOTAL RISK-WEIGHTED ASSETS DECEMBER 31, 2018

(1)

including settlement-delivery risk.

NON-DEDUCTED PARTICIPATIONS IN INSURANCE UNDERTAKINGS ➡ Insurance subsidiary in millions of euros

Siren

VaR 322 644

RWA amount

PREPAR VIE

323087379 552069791 343158036 350663860 324154863 341737062 349004341 352259717 401380472 484066980 200343668

1,192 1,866

COFACE

PREPAR IARD

33

122

BPCE ASSURANCES

449

1,661

MURACEF

55

204

CNP ASSURANCES

2,430 1,753

7,048 6,487

BPCE VIE

BPCE PRÉVOYANCE

57 87 80 10

213 321 295

BPCE IARD SURASSUR

NEXGEN

36

624

Registration document 2018