BPCE - 2019 RISK REPORT Pillar III

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

TABLE 38 – CREDIT QUALITY OF EXPOSURES BY EXPOSURE CLASS

12/31/2019

Gross carrying values of

Exposures in default

Non-defaulted exposures

Specific credit risk adjustment

Net value of exposures

in millions of euros

Central governments or central banks

85 41

116,593 12,028 184,716 398,313 14,846 726,496 80,666 50,819 21,169

51 50

116,627 12,020 187,631 401,598 14,851 732,726 80,663 50,797 21,139

Institutions Corporates

6,701 9,423

3,786 6,138

Retail

Equity exposures

5

Total IRB approach

16,255

10,025

Central governments or central banks Regional governments or local authorities

3

22 30

Public sector entities

Multilateral development banks International organizations

182 982

182 982

Institutions Corporates

13,643 105,632 25,032 67,592

5

13,638 104,934 24,867 67,399

698 165 193

Retail

Secured by mortgages on immovable property

Exposures in default

7,804

2,917

4,886 9,785

Items associated with particularly high risk

384

9,693

292

Covered bonds

232 497 740

232 496 737

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

0 3

Collective investment undertakings

Equity exposures Other exposures

22

22

7,133

7,133

Total standardized approach

8,188

384,036

4,329

387,894

TOTAL 1,120,621 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. 24,443 1,110,532 14,354

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RISK REPORT PILLAR III 2019 | GROUPE BPCE

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