BPCE - 2018 Risk report / Pillar III
1 SUMMARY OF RISKS Key figures
BREAKDOWN OF RISK-WEIGHTED ASSETS ➡ BY TYPE OF RISK
BREAKDOWN OF RISK-WEIGHTED ASSETS ➡ BY BUSINESS LINE
Other 8%
Market risk 3% Operational risk 10%
CVA n.s
Retail Banking & Insurance 74%
Credit risk (1) 87%
Corporate & Investment Banking 15%
€392bn 12/31/2018
€392bn 12/31/2018
Asset & Wealth Management 3%
(1) Includingsettlement/deliveryrisk
ADDITIONAL INDICATORS ➡
12/31/2018
12/31/2017
Cost ofrisk (in basis points)
19 (1) 2.8%
20
Non-performing/gross outstanding loans (2) Impairment recognized/non-performing loans (2) Groupe BPCE’sconsolidated VaR (in millions of euros)
3.3%
45.0%
51.4%
14.2
5.3
LCR
> 110%
> 110%
Liquidityreserves (in billions ofeuros)
204
214
(1) (2)
Excludingnon-recurringitems.
IFRS 9appliedas fromJanuary 1,2018.
8
Risk Report Pillar III 2018
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