BPCE - 2018 Risk report / Pillar III

5 CREDIT RISK

Detailed quantitative disclosures

Credit quality TABLE 34 – CREDIT QUALITY OF EXPOSURES BY EXPOSURE CLASS ➡

12/31/2018

Gross carrying values of

Exposures in default

Non-defaulted exposures

Specific credit risk adjustment

Net value of exposures

in millions of euros

Central governmentsor centralbanks

94 29

115,318

50 50

115,362

Institutions Corporates

12,782

12,760

5,407 9,574

175,060 364,995

3,270 6,134

177,198 368,436

Retail

Equity exposures

2

12,527

-

12,530

Total IRB approach

15,107

680,683

9,504

686,286

Central governmentsor centralbanks Regionalgovernmentor local authorities

- - - - - - - - -

75,312 51,604 21,842

2

75,310 51,584 21,795

20 47

Public sectorentities

Multilateraldevelopment banks Internationalorganizations

207 884

0

207 884

-

Institutions Corporates

11,582 110,084 21,617 74,285

5

11,577

938 150 220

109,145

Retail

21,467 74,065

Secured bymortgageson immovableproperty

Exposures in default

9,592

-

3,543

6,049

Items associatedwith particularly highrisk

- -

11

-

11

Covered bonds

280

0

280

Claimson institutionsand corporateswith ashort-termcredit assessment

- - - -

639 852

0 3

639 849

Collectiveinvestment undertakings

Equity exposures Other exposures

4

-

4

7,704

0

7,704

Total standardized approach

9,592

376,905

4,929

381,568

TOTAL 1,067,854 Note: net exposures are presentedaccording tothe template recommended by the EBA in its finalreport datedDecember 14,2016, i.e.excluding CCR, CVA and risk exposure amount for contributions tothe default fund ofa CCP. 24,699 1,057,588 14,433

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Risk Report Pillar III 2018