BPCE - 2018 Registration document

6 RISK REPORT Counterparty risk

COUNTERPARTY RISK RELATED TO DERIVATIVE AND REPURCHASE AGREEMENT EXPOSURES ➡

12/31/2018

12/31/2017

Standardized

IRB

Total

Standardized

IRB

Total

in millions of euros

Derivatives Central banks and other sovereign exposures

-

692 462 135

692 524

-

342

342

Central governments

61

8

1,335

1,343

Public sector and similar entities

921

1,055

827

146

973

Institutions Corporates

16,568

6,631 7,312

23,199

17,518

6,141 7,524

23,659

547

7,858

401

7,926

Retail

3

3

7

4 0

3

7

Securitization

47

1,613

1,660

1,489

1,489

TOTAL

18,147

16,849

34,996

18,759

16,980

35,739

Repurchase agreements Central banks and other sovereign exposures

-

3,246 2,147

3,246 2,216

-

3,743

3,743

Central governments

69 47

130

810

940

Public sector and similar entities

-

47

77

-

77

Institutions Corporates

3,770

7,561 8,651

11,331

3,875 3,051

14,024

17,900 10,072

964

9,615

7,021

Retail

- -

- -

- -

Securitization

TOTAL

4,850

21,606

26,456

7,133

25,599

32,732

660

Registration document 2018