BPCE - 2018 Risk report / Pillar III

9 LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS

GOVERNANCE AND STRUCTURE 9.1

MANAGEMENT OF STRUCTURAL 9.5 FOREIGN EXCHANGE RISK

178

185

Foreign exchange risk oversight and management system

LIQUIDITY RISK MANAGEMENT POLICY 9.2

179

185 185

Objectives and policies Operational management

179 179

Quantitative disclosures

DETAILED QUANTITATIVE DISCLOSURES 9.6 ON LIQUIDITY RISK

186

QUANTITATIVE DISCLOSURES 9.3

181

Groupe BPCE cash balance sheet

186

Customer loan-to-deposit ratio

182 183

Funding strategy and conditions in 2018

MANAGEMENT OF STRUCTURAL 9.4 INTEREST RATE RISK

184

Objectives and policies 184 Interest rate risk oversight and management system 184 Quantitative disclosures 184

177

Risk Report Pillar III 2018