BPCE - 2018 Risk report / Pillar III

CREDIT RISK Detailed quantitative disclosures

TABLE 42 – EFFECT ON RWA OF CREDIT DERIVATIVES ➡

12/31/2018 RWAs

Pre-credit derivatives

Actual RWAs

in millions of euros

Exposures underF-IRB

38,860

38,860

Central governments and central banks

594 967

594 967

Banks

Corporates – SMEs Specialized lending Corporates - Other

16,010

16,010

12

12

21,277 104,638

21,277 97,055

Exposures underA-IRB

Central governments and central banks

340

340

5

Banks

1,315 2,348 4,815

1,315 2,348 4,815

Corporates – SMEs Specialized lending Corporates - Other

34,510 15,787 18,965 12,181 12,856 42,496 1,521

26,927 15,787 18,965 12,181 12,856 42,496 1,521

Retail – Secured by real estate SMEs Retail – Secured by real estate non-SMEs

Retail – Qualifying revolving

Retail – Other SMEs

Retail – Other non-SMEs

Equity IRB

Other non credit obligation assets

9,275

9,275

TOTAL

195,270

187,687

12/31/2017

RWAs

Pre-credit derivatives

Actual RWAs

in millions of euros

Exposures underF-IRB

43,182

43,182

Central governments and central banks

551

551

Banks

1,571

1,571

Corporates – SMEs Specialized lending Corporates - Other

16,111

16,111

12

12

24,936 111,373

24,936 94,978

Exposures underA-IRB

Central governments and central banks

398

398

Banks

1,964 2,143 4,423

1,964 2,143 4,423

Corporates – SMEs Specialized lending Corporates - Other

42,675 15,669 18,307 11,943 12,313 44,052 1,538

26,279 15,669 18,307 11,943 12,313 44,052 1,538

Retail – Secured by real estate SMEs Retail – Secured by real estate non-SMEs

Retail – Qualifying revolving

Retail – Other SMEs

Retail – Other non-SMEs

Equity IRB

Other non credit obligation assets

8,175

8,175

TOTAL

206,782

190,387

131

Risk Report Pillar III 2018