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