BPCE - 2019 RISK REPORT Pillar III

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

TABLE 35 – GEOGRAPHIC BREAKDOWN OF EXPOSURES

12/31/2019

Africa and the Middle

o/w United King- dom

Euro- pean Insti- tutions

o/w United States

North & South America

o/w Nether- lands

Europe (excl. France)

o/w Germany

o/w Italy

o/w Spain

East Oceania Total

Asia

France

in millions of euros

Central governments or central banks

28,867 60,759 6,850

1,116

622 1,421

295 576

127 16,724 16,308 1,989 1,438 306 1,632 1,323 3,262 1,008

- 116,627

Institutions Corporates

2,911

- - -

3,064

262

164

338

143 12,020

100,253 401,582 12,726

36,594

2,523 4,698 4,003 3,633 5,044 28,055 20,538 12,255 9,175 1,299 187,631

Retail

17

2

1

1 6

-

-

-

-

-

-

- 401,598 30 14,851

Equity exposures

1

974

144

22

12

63

877

708

33

209

Total IRB approach 546,338 60,760 47,499

4,047 5,506 5,769 4,516 5,539 47,289 38,877 17,539 11,830 1,473 732,726

Central governments or central banks Regional governments or local authorities Public sector entities

64,140 2,728 8,940

48 3,579 1,608

285

-

144

144 4,626

58

28 80,663

45,132 20,649

- -

2,360

157 1,287

254

- -

- -

1,863 1,814 1,439

1

-

50,796

239

111

-

4

114

-

0

127

10 21,139

Multilateral development banks

-

182

-

-

-

-

-

-

-

-

-

-

-

182

International organizations Institutions

-

982

-

-

-

-

-

-

-

-

-

-

-

982

11,605 93,201 23,620

- - -

1,146 7,507

232

2

29

1

19

396

393

268

191

33 13,638 102 104,934 66 24,867

Corporates

1,127

548

352

449

747 2,150 1,561

743 1,230

Retail

655

108

8

3

-

20

4

1

109

413

Secured by mortgages on immovable property 65,072

- -

2,320

15

7 1

121

8

0 0

-

- -

2

6

-

67,399

Exposures in default Items associated with particularly high risk Claims on institutions and corporates with a short-term credit assessment Collective investment undertakings Covered bonds

4,638

91

2

23

-

1

10

141

6 4,886

9,631

- -

151

- -

- -

-

- -

- -

- -

- -

- -

4

- -

9,785

148

51

51

32

232

451

-

28

-

2

-

-

-

0

0

18

0

-

496

380

- - -

343

- - -

310

- -

- - -

32

15

- -

- -

- -

- - -

737

Equity exposures Other exposures

22

-

-

-

-

22

5,959

556

68

4

403

573

573

21

25

7,133

Total standardized approach

344,648 3,893 24,388 890,986 64,653 71,886

1,800 5,814 2,450

743 1,221 5,258 4,485 7,235 2,227

245 387,894

TOTAL

5,847 11,320 8,220 5,260 6,761 52,547 43,363 24,773 14,057 1,718 1,120,621

102

RISK REPORT PILLAR III 2019 | GROUPE BPCE

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