BPCE - 2018 Risk report / Pillar III

5 CREDIT RISK

Detailed quantitative disclosures

TABLE 36 – CREDIT QUALITY OF EXPOSURES BY GEOGRAPHIC AREA ➡

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

France

12,770

499,450

7,982

504,238

European Institutions Europe(excl. France)

-

65,388 46,592

-

65,388 46,864

761

488

o/w Germany - o/w Italy - o/w Spain -

23

6,820 5,396 4,404 4,065 4,882

24 98

6,819 5,585 4,440 4,072 4,884

287 139

102

o/w Netherlands - o/w United Kingdom - North &SouthAmerica o/w United States -

35 28

28 26

1,084

40,328 32,073 15,303 12,063

850 120

40,563 32,085 15,377 12,298

133 117 374

Asia

44

Africa and theMiddle East

139

Oceania

-

1,558

1

1,557

Total IRB approach

15,107

680,683 338,129

9,504 4,148

686,286 342,512

France

8,531

European Institutions Europe(excl. France)

-

3,294

0

3,294

298

22,716

197

22,817

o/w Germany - o/w Italy - o/w Spain -

62

1,478 5,784 2,443 1,324 5,093 4,200 3,565 3,812 918

63

1,477 5,781 2,477 1,324 5,164 4,267 3,568 3,918 917

5

8

59

24

o/w Netherlands - o/w United Kingdom -

-

1 0 5 4

0

North America

76 71 20

o/w United States -

Asia

16

Africa and theMiddle East

657

551

Oceania

10

297

12

294

Total standardized approach

9,592

376,905

4,929

381,568

TOTAL

24,699

1,057,588

14,433

1,067,854

114

Risk Report Pillar III 2018