BPCE - 2019 RISK REPORT Pillar III
5
CREDIT RISKS
DETAILED QUANTITATIVE DISCLOSURES
TABLE 37 – MATURITY OF EXPOSURES
No stated maturity
Total at 12/31/2019
On demand
<1 year
<5 years
>5 years
in millions of euros
Central governments or central banks
85,573
3,896 2,628
20,990
5,410
- - -
115,869
Institutions Corporates
3,208 4,924 7,076
1,591
997
8,423
24,982
41,120 42,692
38,761 307,801
109,787 368,646 14,691 617,417 80,634 46,043 18,662
Retail
3,908 5,179
7,169 7,302
Equity exposures
-
1,932
278
Total IRB approach
100,781 57,254
40,593
108,326
353,247
14,470
Central governments or central banks Regional governments or local authorities
2,381
6,557 4,119 4,336
9,486
4,956
38
973 957
40,235 12,606
678 226
Public sector entities
536
Multilateral development banks International organizations
- -
49
115 655 218
18
- -
182 982
-
328
Institutions Corporates
2,492 4,520
53
90
6,885 4,964
9,739
12,797
16,807
38,398
77,487 10,344 65,046
Retail
71
2,451
2,083 4,020
5,656
84
Secured by mortgages on immovable property
825 172
346 511 544
56,975
2,880
Exposures in default
458
2,981 1,977
511
4,633 6,782
Items associated with particularly high risk
2,623
1,628
10 32
Covered bonds
-
55
102
43
232
Claims on institutions and corporates with a short-term credit assessment
68
412
-
-
-
481 734
Collective investment undertakings
- -
- -
326
215
193
Equity exposures Other exposures
16 80
-
6
22
2,734
3,139
1,179
-
7,132
Total standardized approach
71,333 172,113
24,669 65,262
41,520 149,846
170,186 523,434
21,426 35,896
329,134 946,551
TOTAL
Note: On-balance sheet exposures only.
108
RISK REPORT PILLAR III 2019 | GROUPE BPCE
www.groupebpce.com
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