BPCE - 2018 Risk report / Pillar III

CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Detailed quantitative disclosures

TABLE 15 – ISSUES OF DEEPLY SUBORDINATED NOTES AT DECEMBER 31, 2018 ➡

Net prudential outstandings (in millions of euros)

Outstandings (in original currency) (in millions)

Net outstandings (in millions of euros)

3

Issuer

Issue date

Currency

NATIXIS

01/25/2005 08/06/2009 08/06/2009

EUR EUR USD

156 374 444

152 374 388 914

61

BPCE BPCE

150 155 366

TOTAL

A detailedbreakdownof debtinstruments recognizedas AT1capital,as requiredby Commission Implementing RegulationNo.

1423/2013, is publishedat

thefollowing address: bpce.fr/en/Investors/Regulated-information/Regulatory-publication.

TABLE 16 – TIER 2 CAPITAL ➡

12/31/2018 Basel III phased-in

12/31/2017 Basel III phased-in

in millionsof euros

EligibleTier 2 capital instruments

15,088

15,132

Own Tier 2 instruments

(76)

(75)

25

42

Ineligible Tier 2 capital instrumentsubject tograndfathering clause *

Holdingsof T2 instruments offinancial sectorentitieswhere the Grouphas an investmentabove the 10% threshold

(1,244)

(1,245)

Phase-inmeasures applicable toTier 2 capital Provisions in excess ofexpected losses

-

160 542

567

TIER 2CAPITAL

14,360

14,557

Amountafter the applicationof phase-inmeasures,i.e. 40%of perpetualsubordinatednotesoutstandingat 12/31/2018and 50%at 12/31/2017. *

59

Risk Report Pillar III 2018