BPCE - 2018 Risk report / Pillar III

6 COUNTERPARTY RISK

Detailed quantitative disclosures

TABLE 51 – STANDARDIZED APPROACH – CCR EXPOSURES BY REGULATORY PORTFOLIO AND RISK ➡

12/31/2018

Total at 12/31/2018

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

in millions of euros Central governments or central banks Regional government or localauthorities

116

-

-

-

-

-

-

-

-

-

-

-

-

-

-

116

133

-

-

-

283 218

-

-

-

-

-

-

-

-

-

-

415

Public sector entities 47

-

-

-

-

243

-

-

48

-

-

-

-

-

556

Multilateral development banks

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

International organizations

130

-

-

-

-

-

-

-

-

-

-

-

-

-

-

130

Institutions

173 17,653 -

-

524

-

377

-

-

109

-

-

-

-

-

18,837

Coveredbonds

-

- - - -

- - - -

- - - -

-

-

-

-

-

-

-

-

-

-

-

-

Corporates

1

29

-

847

-

-

448

22

-

-

-

-

1,346

Retail

- -

- -

- -

- -

- -

3

- -

- -

- -

- -

- -

- -

3

Equity exposures Collective investment undertakings

-

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

Other exposures

Claimson institutions and corporates with a short-termcredit assessment Exposures secured by mortgageson immovable property Items associated with particularlyhighrisk Exposures in default

-

-

-

-

25

-

41

-

-

59

-

-

-

-

-

124

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- -

- -

- -

- -

- -

- -

- -

- - -

- -

- -

-

-

-

-

-

-

3

-

-

-

-

3

TOTAL

599 17,653 -

- 1,078

- 1,508

3 664

24

-

-

-

-

21,530

142

Risk Report Pillar III 2018