BPCE - 2019 RISK REPORT Pillar III
CREDIT RISKS
DETAILED QUANTITATIVE DISCLOSURES
12/31/2018
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
114,813 12,230 133,572 110,798 12,529 383,943 75,310 49,511 19,220
529 522
529 522
19
19
- -
- -
Institutions Corporates
8
8
38,278 254,162
38,278 241,735
4,147 3,476
4,147 2,251
1,202
1,202
Retail
- -
- -
Equity exposures
-
-
-
-
Total IRB approach
293,492
281,064
7,649
6,425
1,202
1,202
Central governments or central banks Regional governments or local authorities
-
-
- -
- -
- - - - - - - - - - - - - - - - -
- - - - - - - - - - - - - - - - -
2,073 2,530
2,073 2,530
5
Public sector entities
44
44
Multilateral development banks International organizations
207 884
- -
- -
- -
- -
Institutions Corporates
11,039 96,137 20,457
533
533
5
5
10,876
10,876
2,131
2,131
Retail
870
666
140
39
Secured by mortgages on immovable property
4,266 2,721
69,797
67,161
1
1
Exposures in default
3,295
2,984
33
31
Items associated with particularly high risk
11
- -
- -
- -
- -
Covered bonds
280
Claims on institutions and corporates with a short-term credit assessment
619 849
- - -
- - -
20
20
Collective investment undertakings
- - -
- - -
Equity exposures Other exposures
4
7,704
1
1
Total standardized approach
289,219 673,162
89,974 383,466
86,823 367,887
2,375
2,272 8,697
TOTAL
10,024
1,202
1,202
117
RISK REPORT PILLAR III 2019 | GROUPE BPCE
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