BPCE - 2019 RISK REPORT Pillar III

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

TABLE 41 – CREDIT RISK MITIGATION TECHNIQUES

12/31/2019

Exposures secured by financial guarantees

Exposures secured by credit derivatives

Exposures unsecured – Carrying amount

Exposures secured by collateral

o/w hedged amount

o/w hedged amount

o/w hedged amount

in millions of euros

Central governments or central banks

114,442 11,385 128,745 126,392 14,851 395,815 80,136 48,055 16,838

2,154

571 590

31 45

31 45

- -

- -

Institutions Corporates

590

51,671 272,334

48,823 258,735

5,952 2,873

5,743 1,846

1,263

1,263

Retail

- -

- -

Equity exposures

-

-

-

-

Total IRB approach

326,749

308,719

8,900

7,664

1,263

1,263

Central governments or central banks Regional governments or local authorities

501

0

27

- -

- - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - - -

2,741 4,203

2,401 3,767

-

Public sector entities

99

64

Multilateral development banks International organizations

182 982

- -

- -

- -

- -

Institutions Corporates

13,076 71,538 23,543

552

552

9

7

28,780

22,458

4,617

3,945

Retail

1,151

876

173

53

Secured by mortgages on immovable property

3,197 1,674 5,110

64,201

62,224

1

1

Exposures in default

3,147 4,521

2,830 4,458

65

58

Items associated with particularly high risk

155

128

Covered bonds

232

-

-

-

-

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

496 737

- - - -

- - - -

- - - -

- - - -

Collective investment undertakings

Equity exposures Other exposures

22

7,133

Total standardized approach

272,954 668,768

109,796 436,545

99,566 408,286

5,144

4,256

-

-

TOTAL

14,044

11,920

1,263

1,263

116

RISK REPORT PILLAR III 2019 | GROUPE BPCE

www.groupebpce.com