BPCE - 2019 RISK REPORT Pillar III
CREDIT RISKS
DETAILED QUANTITATIVE DISCLOSURES
12/31/2018
Gross carrying values of
Non-defaulted exposures
Specific credit risk adjustment
Net value of exposures
Exposures in default
in millions of euros
France
12,770
499,450 65,388 46,592
7,982
504,238 65,388 46,864
European Institutions Europe (excl. France)
-
-
761
488
o/w Germany
23
6,820 5,396 4,404 4,065 4,882
24 98
6,819 5,585 4,440 4,072 4,884
o/w Italy o/w Spain
287 139
102
o/w Netherlands
35 28
28 26
o/w United Kingdom North & South America
5
1,084
40,328 32,073 15,303 12,063
850 120
40,563 32,085 15,377 12,298
o/w United States
133 117 374
Asia
44
Africa and the Middle East
139
Oceania
-
1,558
1
1,557
Total IRB approach
15,107
680,683 338,129
9,504 4,148
686,286 342,512
France
8,531
European Institutions Europe (excl. France)
-
3,294
0
3,294
298
22,716
197
22,817
o/w Germany
62
1,478 5,784 2,443 1,324 5,093 4,200 3,565 3,812 918
63
1,477 5,781 2,477 1,324 5,164 4,267 3,568 3,918 917
o/w Italy o/w Spain
5
8
59
24
o/w Netherlands
-
1 0 5 4
o/w United Kingdom
0
North America
76 71 20
o/w United States
Asia
16
Africa and the Middle East
657
551
Oceania
10
297
12
294
Total standardized approach
9,592
376,905
4,929
381,568
TOTAL
24,699
1,057,588
14,433
1,067,854
115
RISK REPORT PILLAR III 2019 | GROUPE BPCE
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