BPCE - 2019 RISK REPORT Pillar III

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

TABLE 40 – CREDIT QUALITY OF EXPOSURES BY GEOGRAPHIC AREA

12/31/2019

Gross carrying values of

Non-defaulted exposures

Specific credit risk adjustment

Net value of exposures

Exposures in default

in millions of euros

France

13,471

541,276 60,760 47,255

8,409

546,338 60,760 47,499

European Institutions Europe (excl. France)

-

-

712

468

o/w Germany

75

4,036 5,353 5,744 4,519 5,529

64 88 59

4,047 5,506 5,769 4,516 5,539

o/w Italy o/w Spain

241

84

o/w Netherlands

1

4

o/w United Kingdom North & South America

29

19

1,600

46,666 38,500 17,493 11,573

976 194

47,289 38,877 17,539 11,830

o/w United States

571

Asia

94

48

Africa and the Middle East

379

122

Oceania

-

1,474

2

1,473

Total IRB approach

16,255

726,496 340,941

10,025

732,726 344,648

France

7,584

3,877

European Institutions Europe (excl. France)

-

3,893

-

3,893

195

24,339

146

24,388

o/w Germany

4 5

1,808 5,820 2,429 1,222 5,259 4,487 7,233 2,124 744

12 11 27

1,800 5,814 2,450 1,221 5,258 4,485 7,235 2,227 743

o/w Italy o/w Spain

49

o/w Netherlands

-

0 0 3 1

o/w United Kingdom

0 2

North America

o/w United States

-

Asia

14

13

Africa and the Middle East

381

278

Oceania

11

247

13

245

Total standardized approach

8,188

384,036

4,329

387,894

TOTAL

24,443

1,110,532

14,354

1,120,621

114

RISK REPORT PILLAR III 2019 | GROUPE BPCE

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