BPCE - 2019 RISK REPORT Pillar III

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

12/31/2018

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 govern45 ments or central banks

29,013 65,388 6,823

875 253

775 1,369

425 542

195 11,121 10,464 1,737 1,276

3 115,362

Institutions Corporates

4,115

- - - -

2,631

276

346

250 1,758 1,598 3,133

992

131 12,760

91,690 368,422 10,998

36,451

5,581 4,511 2,720 3,089 4,338 27,328 19,754 10,496 9,831 1,402 177,198

Retail

14

2

1

1 4

-

-

-

-

-

-

- 368,436 20 12,530

Equity exposures

945

108

22

15

100

356

269

11

199

Total IRB approach 504,238 65,388 46,864

6,819 5,585 4,440 4,072 4,884 40,563 32,085 15,377 12,298 1,557 686,286

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

5

63,802 2,223 8,179

114 3,604 1,366

365

-

189

151

458

440

20 75,310

45,299 21,409

- -

2,588

113 1,304

365

- -

- -

1,804 1,756 1,883

9

-

51,584

225

143

0

3

44

-

0

107

9 21,795

19

187

-

-

-

-

-

-

-

-

-

-

-

207

International organizations Institutions

0

884

-

-

-

-

-

-

-

-

-

-

-

884

9,041

- - -

1,532 6,905

243 764

36

37

7

382

412

325

379

169

44 11,577 134 109,145 81 21,467

Corporates

97,148 20,224

464

480

538

712 2,274 1,601

482 2,203

Retail

421

1

4

2

0

11

8

5

123

610

Secured by mortgages on immovable property Exposures in default Items associated with particularly high risk Claims on institutions and corporates with a short-term credit assessment Covered bonds

71,976

- -

2,080

9 1

19

130

7

5 0

-

-

1

7

-

74,065

5,624

137

2

38

-

72

68

16

194

6 6,049

4

- -

-

- -

- -

-

- -

- -

- -

- -

- -

7

- -

11

69

52

52

158

280

408

-

13

-

-

-

-

-

43

43

175

-

-

639

Collective investment undertakings

495

- - -

354

- -

328

- -

- - -

- -

- -

- -

- -

- -

- - -

849

Equity exposures Other exposures

4

-

-

4

6,990

331

89

21

3

214

318

318

52

14

7,705

Total standardized approach

342,512 3,294 22,817 846,750 68,682 69,682

1,477 5,781 2,477

917 1,324 5,164 4,267 3,568 3,918

294 381,568

TOTAL

8,296 11,366 6,917 4,989 6,208 45,727 36,353 18,945 16,216 1,851 1,067,854

103

RISK REPORT PILLAR III 2019 | GROUPE BPCE