BPCE - 2018 Risk report / Pillar III

5 CREDIT RISK

Detailed quantitative disclosures

TABLE 39 – EXPOSURES POST CONVERSION FACTOR AND POST RISK MITIGATION TECHNIQUES ➡

12/31/2018 0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1250% Other Total

in millions of euros

Central governments or centralbanks 84,913 - Regional governmentor local authorities 1,263 -

-

-

525

-

117

-

- 659 4 2,072 -

-

- 88,289

-

- 55,204

- 2,653

-

-

9 -

-

-

-

- 59,128

Public sector entities Multilateral development banks International organizations

10,185 -

-

- 4,498

- 1,605

-

- 1,952 127 -

-

-

12 18,379

249 -

-

-

-

-

-

-

-

-

-

-

-

-

-

249

884 -

-

-

-

-

-

-

-

-

-

-

-

-

-

884

Institutions

4,919 1,652 -

- 3,829 69 52

-

316

-

- 920 - - 158 -

-

-

-

- 11,635

Covered bonds

-

-

-

-

-

-

-

-

-

-

280

Corporates

23 23 -

- 4,891 333 16,821

197 -58,208 3,156 -

-

-

50 83,702

Retail

-

-

-

-

-

-

-

- 8,575 -

-

-

-

-

- 8,575

Equity exposures

-

-

-

-

-

-

-

-

-

4 -

-

-

-

-

4

Collective investment undertakings

-

-

-

-

328

-

-

-

-

12 -

-

-

- 509 849 - 1,823 7,706

Other exposures Claimson institutions and corporates with a short-term credit assessment

9 -

-

41 14

-

16

-

- 5,804 -

-

-

-

-

-

-

101

-

326

-

- 209 22 -

-

-

-

658

Secured by mortgageson immovable property

-

-

-

-

- 42,822 14,357

- 2,621 388 -

-

-

-

87 60,276

Items associated with particularly high risk

-

-

-

-

-

-

-

-

-

-

11 -

-

-

-

11

Exposures in default

-

-

-

-

-

-

-

-

- 3,129 1,558 -

-

-

- 4,688

TOTAL

102,444 1,675 - 110 69,442 43,155 36,211

19711,19571,453 4,878 2,072 -

- 2,481 345,313

120

Risk Report Pillar III 2018