BPCE - 2018 Risk report / Pillar III

9 LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS Quantitative disclosures

Customer loan-to-deposit ratio

The Group’s customer loan/depositratio (1) was 124%at December31, 2018 ( versus 120%at December31, 2017).

TABLE 83 – SOURCES AND USES OF FUNDS BY MATURITY ➡

Less than 1 month

1 to 3 months

3 months to 1 year

1 to 5 years

Over 5 years

No fixed maturity

Total at 12/31/2018

in millionsof euros

Cash andamounts due from centralbanks Financialassetsat fair value throughprofit or loss

76,456

2

76,458

200,516 200,516 Financialassetsat fair value throughother comprehensiveincome 1,486 1,034 3,115 20,676 10,452 3,325 40,088 Hedgingderivatives 8,160 8,160 Securitiesat amortizedcost 1,060 129 5,309 8,791 12,905 3,581 31,776 Loans and receivablesdue from creditinstitutionsand similar items at amortizedcost 74,830 7,786 5,090 1,127 1,303 1,005 91,142 Loans and receivablesdue from customersat amortizedcost 57,177 18,521 51,998 204,304 315,912 11,369 659,281 Revaluation differenceson interestrate risk-hedged portfolios 5,480 5,480 Financial assetsby maturity 211,009 27,473 65,513 234,898 340,572 233,4361,112,901 Amounts dueto centralbanks 9 9 Financialliabilities atfair value through profitor loss 1,954 373 1,685 6,113 14,419 170,323 194,867 Hedgingderivatives 13,589 13,589 Debt securities 17,594 30,236 44,520 63,401 56,590 4,537 216,878 Amounts dueto credit institutionsand similar items 21,503 10,112 8,444 31,998 9,060 4,545 85,662 Amounts dueto customers 416,023 17,786 27,314 51,911 16,799 489 530,323 Subordinated debt 368 615 8 2,431 12,313 1,863 17,598 Revaluation differenceson interestrate risk-hedged portfolios 221 221 Financial liabilitiesby maturity 457,451 59,122 81,972 155,854 109,181 195,5671,059,147 Loan commitmentsgiven to credit institutions 111 107 305 309 533 1,365 Loan commitmentsgiven to customers 27,752 5,413 19,029 49,424 16,369 355 118,343 TOTALLOANCOMMITMENTS GIVEN 27,863 5,520 19,335 49,734 16,369 888 119,708 Guaranteecommitments given to credit institutions 207 408 321 1 920 44 1,902 Guaranteecommitments given to customers 5,397 3,642 7,700 11,438 5,479 4,420 38,077 TOTALGUARANTEECOMMITMENTSGIVEN 5,603 4,051 8,021 11,440 6,399 4,464 39,978

Financialinstrumentsmarkedto market on the incomestatementand held in the trading book, variable-incomeavailable-for-salefinancial assets, non-performing loans, hedging derivatives and revaluation differences on interest rate risk-hedged portfolios are placed in the “No fixed maturity”column. Thesefinancial instruments are: either held for saleor redeemedprior to their contractual maturity; ● or held for sale or redeemedat an indeterminabledate (particularly ● where they have nocontractual maturity);

or measured on the balance sheet for an amount impacted by ● revaluation effects. Accrued interest not yet due is shown in the “Less than 1 month” column. The amounts shown are contractual amounts excluding projected interest. The technical provisionsof Insurancecompanies,which, for the most part are equivalent to demand deposits, are not shown in the Table above.

Excluding SCF (Compagnie de Financement Foncier, the Group’s “société de crédit foncier”, a French covered bond issuer). (1)

182

Risk Report Pillar III 2018