BPCE - 2018 Risk report / Pillar III

14 APPENDICES

Cross-reference table for the Pillar III Report

Cross-reference table for the Pillar III 14.2  Report

CRR Article

Topic

Reference in Pillar III report

Page in Pillar III report

435 436 437 438 439 440 441 442 443 444 445 446 447

Risk management, objectives and policies

4 Risk governance and riskmanagement system 21-26; 63-74

Scopeof application

3 Capitalmanagement and capitaladequacy 3 Capitalmanagement and capitaladequacy 3 Capitalmanagement and capitaladequacy

30-31; 40-53 32-34; 54-60

Capital

Capital requirements

35-36

Exposure tocounterparty credit risks

6 Counterparty Risk

135-149 28-29; 61

Capital buffers

3 Capitalmanagement and capitaladequacy

BPCE website – Investors/Regulated information section Regulatory publications

Indicators of global systemic importance

Credit riskadjustments Encumbered assets

5 Creditrisk 9 Liquidity risk 5 Creditrisk 8 Marketrisks

100-134

188

Use of ECAIs

83-93

Exposure tomarket risk

164-176 207-211

Operational

11 Operational risk

Exposures to equitiesnot included in thetrading book Exposure to interestrate riskon positions not included in thetrading book

130

448 449

9 Liquidity, interestrateandexchangeraterisks

184

Exposure tosecuritization positions

7 Securitization transactions

152-162

BPCE website – Investors/Regulated information section Other information

450 451 452 453 454 455 458

Remuneration policy

Leverage

3 Capitalmanagement and capitaladequacy

38; 62 83-90 91-93

Use of IRBapproach to credit risk Use of credit risk mitigation techniques

5 Creditrisk 5 Creditrisk

Use of Advanced Measurement Approaches to operational risk Use of InternalMarket Risk Models Macroprudential supervision measures

11 Operational risk

N/A

8 Marketrisks

167; 172-176

3 Capitalmanagement and capitaladequacy

61

228

Risk Report Pillar III 2018