BPCE - 2018 Risk report / Pillar III

CREDIT RISK Detailed quantitative disclosures

No stated maturity

Total at 12/31/2017

On demand

< 1 year 19,627

< 5 years

> 5 years

in millionsof euros

Central governmentsor centralbanks

90,672

15,146

5,599

0 0

131,043

Institutions Corporates

4,697 5,617 6,289

3,072

1,482

557

9,808

36,518

32,712

34,711

(101)

109,458

Retail

3,274 4,274

38,503 269,132

6,541 323,739

Equity exposures

2,379

229

6,437

13,319

Total IRB approach

107,274 46,123

66,765

90,222 310,227

12,877 587,366

Central governmentsor centralbanks Regionalgovernmentor local authorities

2,828

9,254 3,842 3,457

10,531 44,271 14,191

5,788

74,524 49,376 19,545

20

882 931

362 231

Public sectorentities

735

Multilateraldevelopment banks Internationalorganizations

91

41

132 733

5

20

267

440

6

Institutions Corporates

1,569 5,066

640

164

775

1,031 5,753

4,180

4,419 2,061

15,136

36,895

67,269

Retail

82

1,326 1,981

4,602

116

8,187

Secured bymortgageson immovableproperty

1,247

437 383

14,869

46,220

64,754

Exposures in default

240

631

976

3,119

5,349

Items associatedwith particularly highrisk

8

8

Covered bonds

5

216

120

172

514

Claimson institutionsand corporateswith ashort-term credit assessment

364

17

381 931

Collectiveinvestment undertakings

528

345

57

Equity exposures Other exposures

5

5

1,028

6,640

52

179

160

8,059

Total standardized approach

56,474 163,748

19,265

36,944 128,235

63,027 303,945 75,904 891,311

TOTAL

86,030 127,167 438,462

Note: On-balancesheet exposures only.

109

Risk Report Pillar III 2018