BPCE - 2018 Risk report / Pillar III

7 SECURITIZATION TRANSACTIONS Detailed quantitative disclosures

Detailed quantitative disclosures 7.4

Banking book TABLE 60 – SECURITIZATION EXPOSURES (EAD) ➡

12/31/2018

Originator

Sponsor

Investor

Conventional

Synthetic Sub-total

Conventional

Synthetic Sub-total

Conventional

Synthetic Sub-total

in millions of euros

Retail (total)…ofwhich

55 32 23

- - -

55 32 23

636 411 225

- - -

636 411 225

5,614 3,262 2,353

- - -

5,614 3,262 2,353

RMBS

ConsumerABS

Other ABS

- -

- -

- -

- -

- -

- -

- -

- -

- -

Re-securitization

Wholesale(total)… of which Corporate loans

277 2,597 2,873 4 2,376 2,380

5,197

-

5,197

510

-

510

- -

- -

- -

-

-

-

CMBS

215

-

215 278

30

- - -

30

CDO/CLO

57

220

3,342 1,855

-

3,342 1,855

373 107

373 107

Other wholesale Re-securitization

- -

- -

- -

-

-

-

-

0

-

0

12/31/2017

Originator

Sponsor

Investor

Conventional

Synthetic Sub-total

Conventional

Synthetic Sub-total

Conventional

Synthetic Sub-total

in millions of euros

Retail (total)…ofwhich

44 40

- -

44 40

1,134

-

1,134

6,033

-

6,033

RMBS

1

-

1

3,850

-

3,850

Consumer ABS

4

- - -

4

1,133

-

1,133

2,183

-

2,183

Other ABS

- -

- -

- -

- -

- -

- -

Re-securitization Wholesale(total)… of which Corporate loans

181 2,195 2,377

3,577

-

3,577

1,015

-

1,015

-

1,202 1,202

- -

- -

2

- - - - -

2

CMBS

140

-

140 995

34

34

CDO/CLO

1

993

1,734 1,843

-

1,734 1,843

920

920

Other wholesale Re-securitization

40

-

40

-

56

56

-

-

-

-

-

2

2

158

Risk Report Pillar III 2018