BPCE - 2018 Risk report / Pillar III

1 SUMMARY OF RISKS Key figures

Key figures 1.2 

PHASED-IN CAPITAL RATIOS (AS A %) ➡

FULLY-LOADED CAPITAL RATIOS (1) (AS A %) ➡

0.1 3.7 0.4 3.9 18.5% 19.2% 19.2% 0.1 3.6

0.1 3.8 0.4 4.0 18.5% 19.2% 19.6% 0.1 3.7

15.8

15.5

15.4

15.3

14.2

14.1

12/31/2016 12/31/2017 12/31/2018 Proforma (2)

12/31/2016 12/31/2017 12/31/2018

T2 Contribution

CET1 ratio

AT1 Contribution

PHASED-IN REGULATORY CAPITAL ➡ (IN BILLIONS OF EUROS)

FULLY-LOADED (1) REGULATORY CAPITAL (2) ➡ (IN BILLIONS OF EUROS)

75.4

76.9

74.3

74.0

72.5

72.3

0.3 14.5

0.3 14.4

0.6 14.4

0.4 14.6

15.4 1.6

15.7 1.3

24.1

24.1

22.5

22.5

21.0

21.0

CET1 60.6

CET1 59.3

CET1 62.2

CET1 59.0

CET1 55.5

CET1 55.3

38.1

36.5

36.8

36.5

34.4

34.5

12/31/2016

12/31/2017

12/31/2018

12/31/2016

12/31/2017

12/31/2018 Proforma (2)

Tier 2 Capital

Cooperative shares

Reserves

Additional Tier 1 capital

CRR/CRD IV without transitional measures; additional Tier-1 capital takes account of subordinated debt issues that have become ineligible at the phase-out rate in force. (1) Proforma: impact of -38 bp on CET1 ratio and -€1.6 billion on own funds. (2)

7

Risk Report Pillar III 2018