BPCE - 2018 Risk report / Pillar III

5 CREDIT RISK

Quantitative disclosures

Quantitative disclosures 5.4

Exposure to creditand counterparty risks

PORTFOLIO BREAKDOWN BY EXPOSURE CLASS (EXCLUDING OTHER ASSETS) 12/31/2018 ➡ 12/31/2017 ➡

Securitization 1%

Securitization 1%

Central banks and other sovereign exposures 13% Central government 5% Public sector and similar entities 8%

Central banks and other sovereign exposures 14%

Equities 1%

Equities 1%

Central government 5% Public sector and similar entities 8%

Retail 39%

Retail 38%

€1,151bn 12/31/2018

€1,136bn 12/31/2017

Institutions 5% Corporates 28%

Institutions 5% Corporates 28%

Groupe BPCE’stotal gross exposures amounted to more than € 1,151

billion at 12/31/2018, up € 15 billion.

BREAKDOWN OF GROSS EXPOSURES TO CORPORATE CUSTOMERS BY ECONOMIC SECTOR 12/31/2018 ➡

16%

Real estate

15%

Energy Finance/Insurance

10%

7%

Distribution-Trade

6%

Real estate leasing International commodities trade Other Holding companies and diversified Food & Beverage Construction

4% 4% 4% 4% 4%

3% 3% 3% 3% 3% 3% 3%

Transportation

Electrical and mechanical construction

Basic industry

Pharma - Healthcare Services

Communication Technology Consumer goods Tourism - Hotels Catering Utilities Administration

2% 2% 2%

1%

The top threesectorsare real estate,finance/Insuranceand energy.Concentration of exposures in the threetop sectors remains moderate.

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Risk Report Pillar III 2018