BPCE - 2019 RISK REPORT Pillar III
CREDIT RISKS
DETAILED QUANTITATIVE DISCLOSURES
Credit risk – General disclosures
TABLE 34 – TOTAL AND AVERAGE NET AMOUNT OF EXPOSURE
12/31/2019
2019
12/31/2018
Average net exposures over the period
Net value of exposures
Net value of exposures
in millions of euros
Central governments or central banks
116,627 12,020 187,631 24,480 34,280 401,598 250,280 47,109 203,171 16,740 134,579 35,561 99,017 14,851 732,727 80,663 50,797 21,139
133,411 12,897 188,540 24,165 33,481 385,510 242,638 45,733 196,905 11,656 131,216 35,004 96,212 14,344 734,703 79,627 51,050 22,214
115,362 12,760 177,198 23,485 28,347 368,436 231,997 43,444 188,554 126,485 34,291 92,194 12,530 686,286 75,310 51,584 21,795 9,954
Institutions Corporates
o/w: Specialized lending •
o/w: SMEs •
Retail
5
o/w Secured by mortgages on immovable property •
SMEs
Non-SMEs
o/w Qualifying revolving •
o/w Other retail •
SMEs
Non-SMEs
Equity exposures
Total IRB approach
Central governments or central banks Regional governments or local authorities
Public sector entities
Multilateral development banks International organizations
182 982
190 937
207 884
Institutions Corporates
13,638 104,934 28,944 24,867
12,924 105,140 27,652 22,807
11,577 109,145 26,502 21,467
o/w: SMEs •
Retail
o/w: SMEs •
3,087
2,765
2,320
Secured by mortgages on immovable property
67,399
69,940
74,065
o/w: SMEs •
8,438 4,886 9,785
8,197 5,210 4,710
7,164 6,049
Exposures in default
Items associated with particularly high risk
11
Covered bonds
232 496 737
365 462 792
280 639 849
Claims on institutions and corporates with a short-term credit assessment
Collective investment undertakings
Equity exposures Other exposures
22
8
4
7,133
7,554
7,704
Total standardized approach
387,894
383,932
381,568
TOTAL 1,067,854 Note: net exposures are presented according to the model recommended by the EBA in its final report dated December 14, 2016, i.e. excluding CCR, CVA and risk exposure amount for contributions to the default fund of a CCP. 1,120,621 1,118,635
101
RISK REPORT PILLAR III 2019 | GROUPE BPCE
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