BPCE - 2018 Risk report / Pillar III

3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY

REGULATORY FRAMEWORK 3.1

REGULATORY CAPITAL REQUIREMENTS 3.4 AND RISK-WEIGHTED ASSETS

28

35

Pillar I Pillar II Pillar III

29 29 29

MANAGEMENT OF CAPITAL ADEQUACY 3.5

37

Regulatory capital and capital ratios

37 38 39

SCOPE OF APPLICATION 3.2

Supervisory Review and Evaluation Process

30

Outlook

Regulatory scope

30

DETAILED QUANTITATIVE DISCLOSURES 3.6

40

COMPOSITION OF REGULATORY CAPITAL 3.3 32 Regulatory capital 32 Common Equity Tier 1 (CET1) 33 Additional Tier 1 (AT1) capital 34 Tier 2 Capital 34

27

Risk Report Pillar III 2018