BPCE - 2018 Risk report / Pillar III

CREDIT RISK Detailed quantitative disclosures

12/31/2017

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

in millions of euros

Central governments or centralbanks 84,352 Regional governmentor local authorities 1,226

-

-

- 484

- 227

-

- 582

- 1,869

-

-

- 87,514

-

-

- 57,295

- 2,537

-

-

6

-

-

-

-

- 61,065

Public sector entities Multilateral development banks International organizations

11,076

-

-

- 4,125

- 1,492

-

- 1,813 190

-

-

-

16 18,713

183

-

-

-

10

-

-

-

-

-

-

-

-

-

- 193

5

733

-

-

-

-

-

-

-

-

-

-

-

-

-

- 733 - 4,697 - 514

Institutions

987 1,128

-

- 1,317 33 258

-

- 974 - 116

-

-

-

-

Covered bonds

-

-

- 288 53

-

56

-

-

-

-

-

Corporates

104 61

-

- 6,603 242 13,026 120

- 52,317 3,275

-

-

- 141 75,888

Retail

-

-

-

-

-

-

-

- 8,071

-

-

-

-

-

- 8,071

Equity exposures

-

-

-

-

-

-

-

-

-

11

-

-

-

-

-

11

Collective investment undertakings

-

-

-

- 343

-

-

-

-

12

2

-

-

- 573 931 - 3,254 8,058

Other exposures 23

-

-

13 12

-

10

-

- 4,746

-

-

-

Claimson institutions and corporates with a short-term credit assessment

-

-

-

-

10

- 351

-

-

16

5

-

-

-

- 382

Secured by mortgageson immovable property

-

-

-

-

- 39,851 12,792

- 2,954 314

-

-

-

-

84 55,995

Items associated with particularly high risk

-

-

-

-

-

-

-

-

-

-

8

-

-

-

-

8

Exposures in default

-

-

-

-

-

-

-

-

- 3155 1515

-

-

-

- 4671

TOTAL

98,685 1,189

- 302 70,254 40,126 30,749 120 11,025 64,064 4,995 1,869

-

- 4,068327,444

121

Risk Report Pillar III 2018