BPCE - 2019 RISK REPORT Pillar III

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

12/31/2018

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

94 29

115,318 12,782 175,060 364,995 12,527 680,683 75,312 51,604 21,842

50 50

115,362 12,760 177,198 368,437 12,530 686,287 75,310 51,584 21,795

Institutions Corporates

5,407 9,574

3,270 6,133

Retail

Equity exposures

2

Total IRB approach

15,107

9,503

Central governments or central banks Regional governments or local authorities

2

20 47

5

Public sector entities

Multilateral development banks International organizations

207 884

0

207 884

Institutions Corporates

11,582 110,084 21,617 74,285

5

11,577 109,145 21,467 74,065

938 150 220

Retail

Secured by mortgages on immovable property

Exposures in default

9,592

3,543

6,049

Items associated with particularly high risk

11

11

Covered bonds

280 639 852

0 0 3

280 639 849

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

Collective investment undertakings

Equity exposures Other exposures

4

4

7,704

0

7,704

Total standardized approach

9,592

376,905

4,929

381,568

TOTAL

24,699

1,057,588

14,432

1,067,854

111

RISK REPORT PILLAR III 2019 | GROUPE BPCE