BPCE - 2018 Risk report / Pillar III

5 CREDIT RISK

Detailed quantitative disclosures

TABLE 31 – GEOGRAPHIC BREAKDOWN OF EXPOSURES ➡

12/31/2018

Africa and the Middle

European Insti- tutions

Europe (excl. France)

o/w Nether- lands

o/w United Kingdom

North & South America

o/w United States

o/w Germany o/w Italy

o/w Spain

France

Asia

East Oceania Total

in millions of euros Central governments or central banks

29,013 65,388 6,823

875

775 1,369

425

195 11,121 10,464 1,737 1,276

3 115,362 131 12,760

Institutions Corporates

4,115

-

2,631

253

276

346

542

250 1,758 1,598 3,133

992

91,690 368,422

- 36,451 5,581 4,511 2,720 3,089 4,338 27,328 19,754 10,496 9,831 1,402 177,198

Retail

-

14

2

1

1

-

-

-

-

-

-

- 368,436

Equity exposures 20 12,530 Total IRB approach 504,238 65,388 46,864 6,819 5,585 4,440 4,072 4,884 40,563 32,085 15,377 12,298 1,557 686,286 Central governments or centralbanks 63,802 2,223 8,179 114 3,604 1,366 365 - 189 151 458 440 20 75,310 Regional government or localauthorities 45,299 - 2,588 113 1,304 365 - - 1,804 1,756 1,883 9 - 51,584 Public sector entities 21,409 - 225 143 0 3 - - 44 - 0 107 9 21,795 Multilateral development banks 19 187 - - - - - - - - - - - 207 10,998 - 945 108 22 4 15 100 356 269 11 199

International organizations Institutions Corporates

0

884

-

-

-

-

-

-

-

-

-

-

-

884

9,041

-

1,532 6,905

243 764

36

37

7

382

412

325

379

169

44 11,577

97,148 20,224

- -

464

480

538

712 2,274 1,601

482 2,203

134 109,145

Retail

421

1

4

2

0

11

8

5

123

610

81 21,467

Secured bymortgages on immovable property 71,976

-

2,080

9

19

130

7

5

-

-

1

7

- 74,065 6 6,049

Exposures in default Items associated with particularlyhighrisk

5,624

-

137

1

2

38

-

0

72

68

16

194

4

-

-

-

-

-

-

-

-

-

-

7

-

11

Coveredbonds

69

-

52

-

-

52

-

-

-

-

-

158

-

280

Claimson institutions and corporates with a short-termcredit assessment Collective investment undertakings Equity exposures

408

-

13

-

-

-

-

-

43

43

175

-

-

639

495

-

354

-

328

-

-

-

-

-

-

-

-

849

4

-

-

-

-

-

-

-

-

-

-

-

-

4

Other exposures

6,990

-

331

89

21

3

-

214

318

318

52

14

-

7,705

Total standardized approach

342,512 3,294 22,817 1,477 5,781 2,477

917 1,324 5,164 4,267 3,568 3,918

294 381,568

TOTAL

846,750 68,682 69,682 8,296 11,366 6,917 4,989 6,208 45,727 36,353 18,945 16,216 1,8511,067,854

102

Risk Report Pillar III 2018