BPCE - 2018 Risk report / Pillar III

CREDIT RISK Detailed quantitative disclosures

31/12/2017

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

40 97

132,006

53 71

131,992

Institutions Corporates

13,005

13,032

7,048 9,791

177,375 345,392

3,438 5,411

180,985 349,772

Retail

Equity exposures

-

13,498

-

13,498

5

Total IRB approach

16,975

681,276

8,972

689,279

Central governmentsor centralbanks Regionalgovernmentor local authorities

- - - - - - - - -

74,586 53,354 21,810

-

74,586 53,352 21,810

3

Public sectorentities

- - -

Multilateraldevelopment banks Internationalorganizations

192 733

192 733

Institutions Corporates

4,752

4

4,748

98,423 20,037 69,977

338

98,085 19,972 69,892

Retail

65 86

Secured by mortgageson immovableproperty

Exposures in default

9,383

-

3,504

5,879

Items associatedwith particularly highrisk

- -

8

- -

8

Covered bonds

514

514

Claimson institutionsand corporateswith ashort-termcredit assessment

- - - -

381 931

- - - -

381 931

Collectiveinvestment undertakings

Equity exposures Other exposures

11

11

8,059

8,059

Total standardized approach

9,383

353,769

4,000

359,152

TOTAL 1,048,431 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. 26,359 1,035,045 12,972

111

Risk Report Pillar III 2018