BPCE - 2018 Risk report / Pillar III

CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Detailed quantitative disclosures

December 31, 2018

Regulatory method of consolidation

3

Neither conso- lidated nor deducted

Statutory method of conso- lidation  (2)

Propor- tionate conso- lidation

Owner- ship interest

Control- ling interest

Full conso- lidation

Equity me- thod

Loca- tion  (1)

Dedu- cted

Business

Company

Caisse d’Epargne Côte d’Azur Monaco branch

MC 100% 100% FC

X

Bank

CAISSE D’EPARGNE D’AUVERGNE ET DU LIMOUSIN CAISSE D’EPARGNE DE BOURGOGNE FRANCHE-COMTÉ

FR 100% 100% FC

X

Bank

FR 100% 100% FC

X

Bank

CAISSE D’EPARGNE DE MIDI-PYRÉNÉES

FR 100% 100% FC

X

Bank

CAISSE D’EPARGNE HAUTS DE FRANCE Caisse d’Epargne Hautsde France Belgiumbranch

FR 100% 100% FC

X

Bank

BE 100% 100% FC

X

Bank

CAISSE D’EPARGNE ILE-DE-FRANCE

FR 100% 100% FC

X

Bank

CAISSE D’EPARGNE LANGUEDOC-ROUSSILLON CAISSE D’EPARGNE LOIRE -CENTRE

FR 100% 100% FC

X

Bank

FR 100% 100% FC

X

Bank

CAISSE D’EPARGNE LOIREDRÔME ARDÈCHE CAISSE D’EPARGNE GRAND EST EUROPE CAISSE D’EPARGNE PROVENCE-ALPES-CORSE CAISSE D’EPARGNE RHÔNE ALPES

FR 100% 100% FC

X

Bank

FR 100% 100% FC

X

Bank Bank

CAISSE D’EPARGNE NORMANDIE FR 100% 100% FC

X

FR 100% 100% FC

X

Bank

FR 100% 100% FC

X

Bank

I-3 BPCE SA

Holding company

BPCE SA

FR 100% 100% FC

X

I-4 MutualGuaranteeCompanies 40 MUTUAL GUARANTEE COMPANIES I-5 Affiliatedentities CAISSE RÉGIONALECRÉDIT MARITIMEDE MÉDITERRANÉE

Guarantee company

FR 100% 100% FC

X

FR 100% 100% FC

X

Bank

I-6 Fundjointlyheld by BP/CE/BPCE SA

Investment fund

NATIXIS LCRACTIONS EURO II) “ASSOCIATE” INSTITUTIONS

FR 100% 100% FC

X

Financial company Financial company Financial company

GEDEXDISTRIBUTION

FR 0% 0% IRB

X

SOCIÉTÉ FINANCIÈRE DE LA NEF

FR 0% 0% IRB

X

SOCOREC

FR 0% 0% IRB

X

41

Risk Report Pillar III 2018