BPCE - 2018 Risk report / Pillar III

SECURITIZATION TRANSACTIONS Quantitative disclosures

Quantitative disclosures 7.3

Breakdown of exposures and risk-weighted assets TABLE 56 – BREAKDOWN OF EXPOSURES BY TYPE OF SECURITIZATION ➡

12/31/2018

12/31/2017

Exposures

EAD

Exposures

EAD

in millions of euros Bankingbook

15,055 12,307

14,886 12,289

15,710 13,388

14,180 11,984

Traditionalsecuritization Syntheticsecuritization

2,748

2,597

2,322

2,195

Trading book

603

603

663

663

TOTAL

15,658

15,489

16,373

14,843

Note: Post-guaranteeexposures.

TABLE 57 – BREAKDOWN OF EAD AND RWA BY TYPE OF PORTFOLIO ➡

12/31/2018

12/31/2017

Change

7

EAD

RWAs

EAD

RWAs

EAD

RWAs

in millions of euros Bankingbook

14,886

5,135 2,545

14,180

5,310 3,485

706

(175) (940)

Investor

6,124 2,928 5,833

7,048 2,421 4,711

(924)

Originator Sponsor

620

324

507

296 469

1,970

1,501

1,122

Trading book

603 603

254 254

663 663

259 259

(60) (60)

(5) (5)

Investor Sponsor TOTAL

0

0

0

0

0

0

15,489

5,389

14,843

5,569

646

(180)

Note: Post-guaranteeexposures.

155

Risk Report Pillar III 2018