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