BPCE - 2018 Risk report / Pillar III

CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Detailed quantitative disclosures

TABLE 18 – VALUE OF EXPOSURES AND RWA USED TO DETERMINE THE COUNTERCYCLICAL CAPITAL BUFFER (CB) ➡

12/31/2018

3

CCyB requirement specific to Groupe BPCE

CCyB rate specific to Groupe BPCE

CCyB rate 1.00% 0.50% 1.875% 1.25% 2.00% 2.00% 1.25%

Exposure RWA amount

Breakdown by country

Czech Republic United Kingdom

13

5

8,114 2,627

3,512

HongKong

956

Iceland Norway Sweden Slovakia

-

-

625 306

273 165

73

22

Other countrieswith a0% riskweight

761,576 773,335

307,651 312,585

TOTAL

0.0199%

78

61

Risk Report Pillar III 2018