BPCE - 2018 Risk report / Pillar III

CREDIT RISK Risk measurement and internal ratings

Risk measurement and internal ratings 5.2

Current situation TABLE 20 – SCOPE OF STANDARDIZED AND IRB METHODS USED BY THE GROUP ➡

Crédit Foncier/ Banque  Palatine/ BPCE International

Banque Populaire network

Caisse d’Epargne network

BPCE SA group

Customer segment

Natixis

Central banks and othersovereignexposures

F-IRB Standardized Standardized F-IRB Standardized Standardized

A-IRB A-IRB

F-IRB F-IRB

5

Central governments

Public sectorand similar entities

Standardized Standardized Standardized Standardized Standardized

A-IRB/ Standardized

Financialinstitutions

F-IRB Standardized Standardized

F-IRB

F-IRB/ Standardized Standardized

F-IRB/ Standardized

A-IRB/ Standardized Standardized

Corporates(Rev. > €3 million)

Retail customers

A-IRB

A-IRB Standardized Standardized

*

Rev.: revenue.

TABLE 21 – BREAKDOWN OF EAD BY APPROACH FOR THE MAIN CUSTOMER SEGMENTS

12/31/2018

12/31/2017

EAD

EAD

Standardized

F-IRB

A-IRB

Standardized

F-IRB

A-IRB

% breakdown

Central banks and othersovereignexposures

35% 46% 20% 30% 45% 25% 48% 31% 21% 53% 27% 20%

Central governments

Public sectorand similar entities

99% 56%

0%

1% 99%

0%

1%

Financialinstitutions

9% 35% 37% 24% 39%

Corporates

40% 19% 41% 37% 24% 39%

Retail customers

14%

0% 86% 15%

0% 85%

83

Risk Report Pillar III 2018