BPCE - 2019 RISK REPORT Pillar III

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

TABLE 43 – EXPOSURES POST CONVERSION FACTOR AND POST RISK MITIGATION TECHNIQUES

12/31/2019

0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1250% Other Total

in millions of euros

Central governments or central banks Regional governments or local authorities Public sector entities Multilateral development banks

89,583

-

-

-

553

-

125

-

-

198

2 2,142

-

-

- 92,604

1,080

- -

- -

- 54,300 - 4,086

- 2,479 - 1,698

- -

-

3

-

- -

- -

- -

- 57,861 8 17,905

10,022

- 1,995

96

262

-

-

-

-

-

-

-

-

-

-

-

-

-

-

262

International organizations Institutions Covered bonds

982

-

- - - - - -

-

-

- - -

-

- - -

- - -

-

- - -

- - - - - -

- - - - - -

- - - - - -

-

982

6,531 1,657

- 3,737

389

507

- 12,821

-

- - - -

148

51

-

32

-

232

Corporates

26

- 5,124 324 18,528 267

- 54,150 3,064

- 81,482

Retail

- -

- -

- -

- -

- -

- 9,924

-

- -

- -

9,924

Equity exposures

-

-

22

22

Collective investment undertakings

-

- -

- -

-

321

- -

-

- -

-

35

5

- -

- -

-

376

737

Other exposures Claims on institutions and corporates with a short-term credit assessment Secured by mortgages on immovable property Items associated with particularly high risk Exposures in default

14

9

12

31

- 5,196

-

- 1,869 7,132

-

-

-

-

109

-

190

-

-

113

27

-

-

-

-

440

-

-

-

-

- 39,849 13,322

- 2,084 462

-

-

-

-

87 55,804

- -

- -

- -

- -

- -

- -

- -

- -

-

- 8,043

- -

- -

- -

- -

8,043 3,765

- 2,791 974

- 158 68,294 40,173 36,763 267 12,008 65,503 12,211 2,142

-

- 2,340 350,018

TOTAL

108,500 1,657

120

RISK REPORT PILLAR III 2019 | GROUPE BPCE

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