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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