BPCE - 2018 Risk report / Pillar III

14 APPENDICES

Index to Pillar III Report tables

Index to Pillar III Report tables 14.1

Pillar III report Table No. CAPITAL Table 1

Pillar III report Page No.

Title

Differences between accounting and regulatory scopesof consolidation

30 32 33 33 34 34 35 36 36 37 38 40 54 58 59 59 60 61 62 83 83 95 96 97 98 98 98 99 99

Table 2 Table 3 Table 4 Table 5 Table 6 Table 7 Table 8 Table 9

Phased-inregulatory capital Changesin CET1 capital

Breakdownof non-controllinginterests (minority interests)

Changesin AT1 capital Changesin Tier 2 capital

Overview ofRWAs

RWAs by typeof risk and by businessline

Non-deducted participations in insurance undertakings

Table 10 Regulatory capital and phased-in Basel III capital ratios Table 11 Transition from thestatutory balance sheeto leverage exposure

Table 12 Explanationof differencesbetween statutory and prudential scopesof consolidationat December 31,2018

Table 13 Breakdownof regulatorycapital by category

Table 14 Additional Tier 1capital

Table 15 Issues ofdeeply subordinated notes at December 31, 2018

Table 16 Tier 2 capital

Table 17 Issues ofsubordinated notes atDecember 31,2018 Table 18 Value of exposures and/orRWA used todetermine theCCyB

Table 19 Leverage ratio

CREDIT RISK Table 20 Scopeof standardizedand IRBmethods usedby theGroup Table 21 Breakdownof EADby approach for themain customercategories

Table 22 Concentration by borrower Table 23 Coverage ofnon-performing loans Table 24 Aging ofpast due exposures Table 25 Adjustmentsdue tofinancial hardships Table 26 Breakdownof gross loan outstandings Table 27 Geographic region ofcounterparty Table 28 Non-performing anforborneexposures

Table 29 Changesin the stock of generaland specificcredit riskadjustment

Table 30 Total and averagenet exposure Table 31 Geographic breakdownof exposures

101 102 104 108 110 112 114 116 118 120 122 130 131 132 132 133

Table 32 Concentration ofexposures by sectoror counterparty type

Table 33 Maturityof exposures

Table 34 Credit quality ofexposures by exposureclass Table 35 Credit quality ofexposures by industry Table 36 Credit quality ofexposures by geography

Table 37 Credit riskmitigationtechniques

Table 38 Credit riskexposure and Credit RiskMitigation(CRM) effects Table 39 Exposures postconversion factor and post risk mitigationtechniques

Table 40 Credit riskexposures by exposureclass and PDrange Table 41 IRB (specializedlendingand equities) Table 42 Effect on RWAof credit derivatives Table 43 RWA flowstatementsof exposures underIRB Table 44 Average PDand LGD bygeographic area Table 45 Backtesting ofLGDsby exposureclass

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Risk Report Pillar III 2018