BPCE - 2018 Risk report / Pillar III

9 LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS Detailed quantitative disclosures on liquidity risk

TABLE 86 – 2018 ENCUMBERED ASSETS ➡

Template A - Encumbered and unencumbered assets

Carrying amount of encumbered assets

Fair value of encumbered assets

Carrying amount of unencumbered assets

Fair value of unencumbered assets

010

040

060

090

010 Assets ofthe reportinginstitution

226,177 12,987 61,058

945,881 18,512 47,433

030 Equity instruments 040 Debt securities

60,353

40,533

050 of which:coveredbonds

755

758

1,245 1,397

1,271

060 of which:asset-backed securities 070 of which: issuedby general governments

10,945 38,452

10,703 38,532

0

16,518

20,253

of which: issuedby financial corporations of which: issuedby non-financial corporations

080

9,369

8,895

4,427

4,838

090

1,320

1,336

23,289 787,181

12,157

120 Other assets 121 of which:…

151,301

0

0

Template B – Collateral received

Unencumbered

Fair value of encumbered collateral received or own debt securities issued

Fair value of collateral received or own debt securities issued available for encumbrance

010

040

Collateral received by the reporting institution

130 140 150 160 170 190 190 200

133,798

118,220

Loans on demand Equity instruments

0

0

38,713 97,490

43,206 50,185

Debt securities

of which:coveredbonds

1,422

2,536

of which:asset-backed securities

12,687 78,176

0

of which: issuedby general governments of which: issuedby financial corporations

39,944

4,358

2,428

of which: issuedby non-financial corporations

210

667

5,677

Loans and advancesother than loans on demand

220 230 231

20,110

Other collateralreceived

0 0

of which:…

Own debt securities issuedother than own coveredbondsor asset-backed securities Own covered bondsand asset-backed securities issued and not yet pledged Total assets,collateralreceived andown debt securities issued

240

0

241

561

250

358,152

Template C - Sources of encumbrance

Assets, collateral received and own debt securities issued other than covered bonds and ABSs encumbered

Matching liabilities, contingent liabilities or securities lent

010 

030

Carryingamount ofselected financial liabilities

010

230,829

236,362

188

Risk Report Pillar III 2018