BPCE - 2018 Risk report / Pillar III

5 CREDIT RISK

Detailed quantitative disclosures

TABLE 33 – MATURITY OF EXPOSURES ➡

No stated maturity

Total at 12/31/2018

On demand

< 1 year

< 5 years

> 5 years

in millionsof euros

Central governmentsor centralbanks

78,870

5,769 3,218

25,505

4,366 1,293

- - -

114,510 10,256 104,059 343,152 12,357

Institutions Corporates

3,293 5,197 6,548

2,452

25,430

37,739

35,693

Retail

1,515 4,872

32,190 302,871

27

Equity exposures

-

1,193

186

6,107

Total IRB approach

93,908 48,266

40,804

99,079 344,409

6,134 584,335

Central governmentsor centralbanks Regionalgovernmentor local authorities

4,057 1,289 1,390

8,182 3,675 4,089

9,293

5,505

75,303 47,750 19,182

20

42,284 13,011

481 223

Public sectorentities

469

Multilateraldevelopment banks Internationalorganizations

- -

5

86

96

-

187 884

15

403

465

0

Institutions Corporates

2,593 5,468

449

250

751

7,097 6,782

11,141 78,795

10,493

17,507

38,545

Retail

70

2,039

1,799 4,371

5,055

66

9,029

Secured bymortgageson immovableproperty

1,587

283 565

59,198

3,670

69,109

Exposures in default

226

650

3,627

675

5,744

Items associatedwith particularly highrisk

- -

-

-

- -

11

11

Covered bonds

12

110

158

280

Claimson institutionsand corporateswith ashort-term credit assessment

252

429

-

-

(55)

626 849

Collectiveinvestment undertakings

- -

- -

431

352

66

Equity exposures Other exposures

-

-

1

1

2,679

35

66

203

4,721

7,705

Total standardized approach

61,631 155,539

21,062

41,618 172,881

29,402 326,594 35,536 910,929

TOTAL

61,866 140,697 517,290

Note: On-balancesheet exposures only.

108

Risk Report Pillar III 2018