BPCE - 2019 RISK REPORT Pillar III

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

No stated maturity

Total at 12/31/2018

On demand

<1 year

<5 years

>5 years

in millions of euros

Central governments or central banks

78,870

5,769 3,218

25,505

4,366 1,293

- - -

114,510 10,256 104,059 343,152 12,357 584,335 75,303 47,750 19,182

Institutions Corporates

3,293 5,197 6,548

2,452

25,430

37,739 32,190

35,693 302,871

Retail

1,515 4,872

27

Equity exposures

-

1,193

186

6,107 6,134 5,505

Total IRB approach

93,908 48,266

40,804

99,079

344,409

Central governments or central banks Regional governments or local authorities

4,057 1,289 1,390

8,182 3,675 4,089

9,293

20

42,284 13,011

481 223

Public sector entities

469

Multilateral development banks International organizations

- -

5

86

96

- -

187 884

15

403 250

465 751

5

Institutions Corporates

2,593 5,468

449

7,097 6,782

11,141 78,795

10,493

17,507

38,545

Retail

70

2,039

1,799 4,371

5,055

66

9,029

Secured by mortgages on immovable property

1,587

283 565

59,198

3,670

69,109

Exposures in default

226

650

3,627

675

5,744

Items associated with particularly high risk

- -

-

-

- -

11

11

Covered bonds

12

110

158

280

Claims on institutions and corporates with a short-term credit assessment

252

429

-

-

(55)

626 849

Collective investment undertakings

- -

- -

431

352

66

Equity exposures Other exposures

-

-

1

1

2,679

35

66

203

4,721

7,705

Total standardized approach

61,631 155,539

21,062 61,866

41,618 140,697

172,881 517,290

29,402 35,536

326,594 910,929

TOTAL

109

RISK REPORT PILLAR III 2019 | GROUPE BPCE