BPCE - 2018 Risk report / Pillar III

3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Regulatory capital requirements and risk-weighted assets

TABLE 8 – RWAS BY TYPE OF RISK AND BY BUSINESS LINE ➡ Groupe BPCE redefined its business lines in the TEC 2020 strategic plan announced on November business lines:Retail Banking &Insurance, Asset &Wealth Management,and Corporate & InvestmentBanking. The segment reporting informationof Groupe BPCEhas been restated accordingly for previous reporting periods.

29, 2017. The Group now has three core

Basel III phased-in

Operational risk

Credit risk  (1)

CVA Market risk

Total

in millions of euros

December 31, 2017 December 31,2018 December 31,2017 December 31,2018 December 31,2017 December 31,2018 December 31,2017 December 31,2018 December 31,2017

250,837 262,922

393

962

26,266

278,458

564

1,154

25,804

290,444

Retail Banking & Insurance

6,935 7,041

- -

- -

4,424 4,656

11,359 11,697

Asset & WealthManagement

42,930 1,162 43,755 1,660

7,577 7,292 2,161 2,158

6,866 7,053

58,535 59,760

Corporate & InvestmentBanking

35,026 27,724

293

499 544

37,979 30,519

93

Other

335,728 1,848

10,700

38,055

386,331

TOTALRISK-WEIGHTED ASSETS DECEMBER 31,2018

341,442 2,317

10,604

38,057

392,420

(1)

includingsettlement-deliveryrisk.

TABLE 9 – NON-DEDUCTED PARTICIPATIONS IN INSURANCE UNDERTAKINGS ➡ Insurance subsidiary in millions of euros

Siren

VaR 322 644

RWA amount

PREPAR VIE

323087379 552069791 343158036 350663860 324154863 341737062 349004341 352259717 401380472 484066980 200343668

1,192 1,866

COFACE

PREPAR IARD

33

122

BPCE ASSURANCES

449

1,661

MURACEF

55

204

CNP ASSURANCES

2,430 1,753

7,048 6,487

BPCEVIE

BPCEPRÉVOYANCE

57 87 80 10

213 321 295

BPCE IARD SURASSUR

NEXGEN

36

36

Risk Report Pillar III 2018