BPCE - 2018 Risk report / Pillar III

CREDIT RISK Detailed quantitative disclosures

12/31/2017

Gross carrying values of

Exposures in default

Non-defaulted exposures

Specific credit risk adjustment

Net value of exposures

in millions of euros

France

13,407

491,085 79,161 46,006

7,229

497,263

European Institutions Europe(excl. France)

-

-

79,161 47,034

1,719

691

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

216 330 167 150

8,805 5,848 4,537 3,610 4,851

93

8,928 6,062 4,577 3,724 4,830

116 127

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

36 28

5

7

1,170

38,232 31,655 13,929 11,142

746 127

38,656 31,831 14,081 11,363

303 201 444

Asia

49

Africa and theMiddle East

223

Oceania

35

1,720

33

1,721

Total IRB approach

16,975

681,276 319,184

8,972 3,356

689,279 324,148

France

8,319

European Institutions Europe(excl. France)

-

1,947

-

1,947

347

19,853

201

19,999

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

56

1,287 5,869 2,028 1,005 4,517 3,671 3,634 4,383 717

55

1,288 5,870 2,067 1,006 4,519 3,671 3,644 4,645 717

5

4

58

20

o/w Netherlands - o/w United Kingdom -

-

-

1 5 2

0 3 2 3

North America

o/w United States -

Asia

13

Africa and theMiddle East

695

433

Oceania

5

250

5

250

Total standardized approach

9,383

353,769

4,000

359,153

TOTAL

26,359

1,035,045

12,972

1,048,431

115

Risk Report Pillar III 2018