BPCE - 2018 Risk report / Pillar III

CREDIT RISK Detailed quantitative disclosures

Generalquantitative disclosures on credit risk TABLE 30 – TOTAL AND AVERAGE NET AMOUNT OF EXPOSURES ➡

12/31/2018

2018

12/31/2017

Average net exposures over the period

Net value of exposures

Net value of exposures

in millions of euros

Central governmentsor centralbanks

115,362 12,760 177,198 23,485 28,347 368,436 231,997 43,444 188,554 126,485 34,291 92,194 12,530 686,286 75,310 51,584 21,795 9,955

126,084 13,296 174,670 21,950 27,471 357,495 224,469 41,482 182,887 123,271 34,265 89,006 12,776 684,322 75,944 52,295 21,688 9,755

131,992 13,032 180,985 21,877 27,532 349,772 219,721 40,667 179,054 120,221 33,736 86,485 13,498 689,279 74,586 53,352 21,810 9,829

Institutions Corporates

o/w Specialized lending -

o/w SMEs -

5

Retail

Secured by mortgages on immovable property

SMEs

Non-SMEs

Qualifying revolving

Other retail

SMEs

Non-SMEs

Equity exposures

Total IRB approach

Central governmentsor centralbanks Regionalgovernmentor local authorities

Public sectorentities

Multilateraldevelopment banks Internationalorganizations

207 884

195 788

192 733

Institutions Corporates o/w SMEs -

11,577 109,145 26,502 21,467

9,404

4,748

106,780 25,094 20,833

98,085 23,370 19,972

Retail

o/w SMEs -

2,320

2,162

2,047

Secured bymortgageson immovableproperty

74,065

72,034

69,892

o/w SMEs -

7,164 6,049

7,368 6,028

7,016 5,879

Exposures in default

Items associatedwith particularly highrisk

11

10

8

Covered bonds

280 639 849

420 452 913

514 381 931

Claimson institutionsand corporateswith ashort-termcredit assessment

Collectiveinvestment undertakings

Equity exposures Other exposures

4

7

11

7,704

8,028

8,059

Total standardized approach

381,568

375,819

359,152

TOTAL 1,048,431 Note: net exposures are presentedaccording tothe template recommended by the EBA in its finalreport datedDecember 14,2016, i.e.excluding CCR, CVA and risk exposure amount for contributions tothe default fund ofa CCP. 1,067,854 1,060,141

101

Risk Report Pillar III 2018