BPCE - 2018 Risk report / Pillar III

CREDIT RISK Quantitative disclosures

GEOGRAPHIC BREAKDOWN OF GROSS EXPOSURES 12/31/2018 ➡

Central governments/Central banks and other sovereign exposures  

Corporates  

Institutions  

4%

Africa and the Middle East 2%

Africa and the Middle East 1%

Africa and the Middle East

Asia/Oceania 1%

4%

Asia/Oceania 7%

Asia/Oceania

North & South America 7%

North & South America 8%

10%

North & South America

France 47%

Europe (excl. France) 16%

France 67%

15%

France 68%

Europe (excl. France) 43%

Europe (excl. France)

5

12/31/2017 ➡

Institutions  

Central governments/Central banks and other sovereign exposures  

Corporates 

Africa and the Middle East 1%

Asia/Oceania 1%

Africa and the Middle East 1%

Africa and the Middle East 4%

Asia/Oceania 6%

Asia/Oceania 4%

North & South America 7%

North & South America 9%

North & South America 9%

Europe (excl. France) 15%

France 68%

Europe (excl. France) 15%

Europe (excl. France) 46%

France 69%

France 45%

Gross exposures arevery predominantly located inEurope, especiallyin France, for all asset classes (66%of corporates).

CONCENTRATION TABLE 22 – CONCENTRATION BY BORROWER ➡

12/31/2018

12/31/2017

Breakdown Gross amount/Total large risk exposures (1)

Breakdown Gross amount/Total large risk exposures (1)

Percentage of capital Gross amount/ Capital (2)

Percentage of capital Gross amount/ Capital (2)

Concentration by borrower

No. 1 borrower Top 10 borrowers Top 50 borrowers Top 100borrowers

3.4%

7.1%

4.2%

8.6%

21.3% 54.8% 74.9%

44.2%

21.5% 55.7% 76.3%

43.9%

113.6% 155.5%

113.8% 155.9%

Total large risksexcludingGroupeBPCEsovereignexposures(€159.6 bnat 12/31/2018). (1) GroupeBPCEregulatorycapital (CorepCA4 row 11at 12/31/2018):€76.8 bn. (2) The percentage of the Top 100 borrowersheld relatively steady in2018 and did not showany particular concentration.

95

Risk Report Pillar III 2018