BPCE - 2018 Risk report / Pillar III

CREDIT RISK Detailed quantitative disclosures

12/31/2017

Africa and the Middle

European Insti- tutions

Europe (excl. France)

o/w United Kingdom

North & South America

o/w United States

o/w Germany o/w Italy o/w Spain

o/w Netherlands

France

Asia

East Oceania Total

in millions of euros Central governments or centralbanks

30,704 79,161 6,861 1,011

894 1,446

442

151 12,211 11,576 1,565 1,467 476 2,089 1,745 3,103 1,009

23 131,992

Institutions Corporates

3,931

2,812

525

63

310

283

87 13,032

100,989 349,759

36,544 7,348 5,092 2,820 2,992 4,115 23,841 18,035 9,409 8,600 1,602 180,985

Retail

13

1

1

1

349,772

Equity exposures 9 13,498 Total IRB approach 497,263 79,161 47,034 8,928 6,062 4,577 3,724 4,830 38,656 31,831 14,081 11,362 1,721 689,279 Central governments or centralbanks 64,322 1,088 7,568 49 3,816 1,163 297 174 130 820 595 20 74,586 Regional government or localauthorities 47,088 2,724 157 1,373 443 1,777 1,739 1,755 8 53,352 Public sector entities 21,497 144 45 6 43 0 126 21,810 Multilateral development banks 60 132 192 11,880 804 44 12 1 7 88 516 475 3 286

5

International organizations Institutions Corporates

6

727

733

2,101

1,746 4,208

578 358

41

24

8

200

425

349

228

210

37 4,748 99 98,085

89,087 18,683

248

178

409

392 1,788 1,149

350 2,551

Retail

432

2

6

2

1

13

7

4

109

650

91 19,972

Secured bymortgages on immovable property 67,920

1,962

9

17

141

2

0

9

69,892

Exposures in default Items associated with particularlyhighrisk

5,418

150

1

1

38

1

2

-

11

298

1 5,879

1

8

8

Coveredbonds

288

53

53

172

514

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

2

19

7

5

353

381

561

370

343

931

11

11

Other exposures

7,103

622

90

24

18

400

297

294

18

18

2 8,059

Total standardized approach

324,148 1,947 19,999 1,288 5,870 2,067

717 1,006 4,519 3,671 3,644 4,645

250 359,152

TOTAL

821,411 81,109 67,032 10,216 11,932 6,644 4,441 5,836 43,175 35,502 17,725 16,007 1,9711,048,431

103

Risk Report Pillar III 2018