BPCE - 2018 Risk report / Pillar III

5 CREDIT RISK

Detailed quantitative disclosures

Credit risk mitigation TABLE 37 – CREDIT RISK MITIGATION TECHNIQUES ➡

31/12/2018

Exposures unsecured - Carrying amount

Exposures secured by financial guarantees

Exposures secured by credit derivatives

Exposures secured by collateral

o/w hedged amount

o/w hedged amount

o/w hedged amount

in millions of euros

Central governmentsor centralbanks

114,813 12,230

529 522

529 522

19

19

- -

- -

Institutions Corporates

8

8

133,572 38,278 38,278 110,798 254,162 241,735

4,147 3,476

4,147 2,251

1,202

1,202

Retail

- -

- -

Equity exposures

12,529

-

-

-

-

Total IRB approach

383,943 293,492 281,064

7,649

6,425

1,202

1,202

Central governmentsor centralbanks Regionalgovernmentor local authorities

75,310 49,511 19,220

-

-

- -

- -

- - - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - - - -

2,073 2,530

2,073 2,530

Public sectorentities

44

44

Multilateraldevelopment banks Internationalorganizations

207 884

- -

- -

- -

- -

Institutions Corporates

11,039

533

533

5

5

96,137 10,876 10,876

2,131

2,131

Retail

20,457

870

666

140

39

Secured bymortgageson immovableproperty

4,266 69,797 67,161

1

1

Exposures in default

2,721

3,295

2,984

33

31

Items associatedwith particularly highrisk

11

- -

- -

- -

- -

Covered bonds

280

Claimson institutionsand corporateswith a short-term credit assessment

619 849

- - -

- - -

20

20

Collectiveinvestment undertakings

- - -

- - -

Equity exposures Other exposures

4

7,704

1

1

Total standardized approach

289,219 89,974 86,823

2,375

2,272 8,697

TOTAL

673,162 383,466 367,887 10,024

1,202

1,202

116

Risk Report Pillar III 2018