BPCE - 2018 Risk report / Pillar III

CREDIT RISK Quantitative disclosures

Non-performing and forborne exposures TABLE 28 – NON-PERFORMING AND FORBORNE EXPOSURES ➡

Gross carrying values of performing and non-performing exposures

Accumulated impairment and provisions and negative fairvalue adjustments due to credit risk Collaterals received and financial guarantees received o/w Performing o/w Non-Performing

o/w Performing

o/w Non-Performing

o/w perfor- ming past due

Accumulated impairment and provisions on performing exposures

Accumulated impairment and provisions on non- performing exposures

Total gross carrying value of non- performing exposures

Total gross carrying value of exposures

> 30 days ≤ 90 days

o/w perfor- ming forborne

On non- performing exposures

o/w defaulted

o/w impaired

o/w forborne

o/w forborne

o/w forborne

o/w forborne

in millions of euros

5

Debtsecurities

76,305

-

47

346

337

327 116

(26)

(6)

(207)

(42)

57

57

Loans and advances

842,565 2,058 2,307 23,999 21,767 21,571 6,459

(2,841)

(116)

(9,932)

(1,721)

12,927 5,815

Off-balancesheet exposures

173,205

-

-

1,697 1,402

-

16

354

0

323

4

22

18

TABLE 29 – CHANGES IN THE STOCK OF GENERAL AND SPECIFIC CREDIT RISK ADJUSTMENTS ➡

Accumulated specific credit risk adjustment

Accumulated general credit risk adjustment (2)

in millionsof euros

Opening balance

13,735 2,112 (1,860) (1,234)

Increases due toamounts setaside for estimated loan losses during theperiod Decreasesdue to amountsreversedfor estimatedloan losses duringthe period Decreasesdue to amountstaken against accumulated credit risk adjustments

Transfersbetweencredit riskadjustments

705

Other adjustments (incl. IFRS 5)

(456)

Closing balance (1)

13,003

Recoveries on credit riskadjustments recordeddirectlyto the statementof profit or loss Specificcredit riskadjustments directly recordedto the statement ofprofit or loss 226 Differencesin the total amountof provisionsbetweenthe aboveTable 34(Creditqualityof exposuresby exposureclass)and Table35 (Creditqualityof exposuresby industry)can be predominantly (1) attributedto differencesin scope.The above tabledoesnot show impairmentson equity interestsor provisionson guaranteecommitmentsgiven. The heading“Accumulatedgeneralcreditrisk adjustment”cannotbe usedundercurrent IFRS. (2) (68)

99

Risk Report Pillar III 2018