BPCE - 2018 Risk report / Pillar III

COUNTERPARTY RISK Detailed quantitative disclosures

12/31/2017

Total at 12/31/2017

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

46

-

-

-

-

-

-

-

-

-

-

-

-

-

-

46

96

-

-

-

281 455

-

-

-

-

-

-

-

-

-

-

377

Public sector entities 38

-

-

-

-

1

-

-

27

7

-

-

-

-

528

Multilateral development banks

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

International organizations

137

-

-

-

-

-

-

-

-

-

-

-

-

-

-

137

Institutions

2 18,884 -

-

350

-

398

-

-

-

-

-

-

-

-

19,634

Coveredbonds

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Corporates

32

-

-

-

33

-

168

-

-

386

23

-

-

-

-

641

Retail

- -

- -

- -

- -

- -

- -

- -

- -

2

- -

- -

- -

- -

- -

- -

2

Equity exposures Collective investment undertakings

-

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

6

Other exposures

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

-

-

-

-

22

-

210

-

-

33

-

-

-

-

-

265

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

-

-

-

-

-

-

-

1

4

-

-

-

-

5

TOTAL

351 18,884 -

- 1,140

- 777

-

2 446

34

-

-

-

-

21,634

143

Risk Report Pillar III 2018