BPCE - 2018 Risk report / Pillar III

3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Detailed quantitative disclosures

12/31/2018

12/31/2017

Phased-in amount

Phase-in measures

Phased-in amount

Phase-in measures

in millions of euros

Cap on inclusion ofcredit riskadjustments in T2under standardized approach Credit riskadjustments included in T2 in respectof exposures subjectto internal ratings-based approach (prior to the applicationof the cap) Cap for inclusion ofcredit riskadjustments in T2under internal ratings-based approach

77

1,818

1,712

78

567

542

79

853

869

Capital instruments subjecto phase-outarrangements (onlyapplicablebetween Jan. 1, 2013and Jan. 1, 2022) 80 Currentcap on CET1 instruments subjecto phase-out arrangements Amount excluded from CET1 due to cap (excess overcap afterredemptions and maturities) Currentcap on AT1 instruments ubject tophase-out arrangements Amount excluded from AT1 due to cap (excess overcap afterredemptions and maturities) Currentcap on T2instrumentssubject tophase-out arrangements Amount excluded from T2due tocap (excessover capafter redemptions and maturities) 83 84 85 81 82

-

0

-

0

366

600

548

600

25

42

586

643

Note: the amountsrecordedin respectof phase-inmeasuresare amountssubject to pre-regulation treatment or residualamountsby virtueof Regulation (EU) No. 575/2013.

TABLE 14 – ADDITIONAL TIER 1 CAPITAL ➡

12/31/2018 Basel III phased-in

12/31/2017 Basel III phased-in

in millionsof euros

Ineligible AT1 capital instrumentsubject tograndfatheringclause*

366

600

Holdingsof AT1 instrumentsof financialsector entities where the Grouphas an investment above the 10% threshold

(22)

(22)

Phase-inmeasures applicable toAT1 capital ADDITIONALTIER 1(AT1) CAPITAL

-

(131)

344

448

* Amount afterthe applicationof phase-inmeasures, i.e.40% of perpetualsubordinatednotes outstandingat 12/31/2018 and 50%at 12/31/2017.

58

Risk Report Pillar III 2018