BPCE - 2018 Risk report / Pillar III

5 CREDIT RISK

Detailed quantitative disclosures

12/31/2017

  Tourism – Hotels – Catering

Food & Beverage Construction Real estate

Pharma – Healthcare

Commu- nication Services

Distribution – Trade

Consumer goods

in millions of euros

Central governments or centralbanks Institutions

1

0

229

Corporates

5,936 4,935

8,763 14,460

3,507 4,399

4,638 9,964

5,623

4,207 13,325

4,150 3,181

Retail

5,155

2,133

388

7,735

2,446

Equity exposures

0

6

227

3

20

40

17

10

7

Total IRB approach

10,871 13,925 16,820

7,910 14,623

6,051 11,959 16,010

7,338

Central governments or centralbanks Regional government or localauthorities

1 3

5

127

2

183

39

1,229

Public sector entities

87

1,162

404

443

8,231

10

777

0

Multilateraldevelopment banks Internationalorganizations Institutions

0

4

47

Corporates

4,016

2,590 21,594

1,636

3,939

1,729

3,183

7,445

2,303

Retail

29

44

344

28

47

41

120

94

35

Secured bymortgageson immovableproperty

164 114

130 105

8,709

436 112

397

31

186

616

14

Exposures in default

715

77

79

84

238

30

Items associated with particularlyhighrisk Coveredbonds Claimson institutionsand corporates witha short-termcreditassessment Collective investmentundertakings

Equity exposures Other exposures Total standardized approach

4,414

4,157 31,767

2,838 12,695

1,929

5,583

8,441

2,382

TOTAL

15,285 18,082 48,586 10,748 27,317

7,980 17,541 24,451

9,719

106

Risk Report Pillar III 2018