BPCE - 2018 Risk report / Pillar III

8 MARKET RISKS

MARKET RISK POLICY 8.1

164

QUANTITATIVE DISCLOSURES 8.4

169

Groupe BPCE VaR Stress test results

169 170 171

MARKET RISK MANAGEMENT 8.2

165

Risk-weighted assets and capital requirements

Organization

165 165

Risk monitoring

DETAILED QUANTITATIVE DISCLOSURES 8.5 172 Breakdown of market risk-weighted assets by approach 172 Detailed disclosures on Natixis market risks 172

MARKET RISK MEASUREMENT METHODS 8.3 167 Sensitivities 167 VaR 167 Stress tests 167

163

Risk Report Pillar III 2018