BPCE - 2019 RISK REPORT Pillar III
CREDIT RISKS
DETAILED QUANTITATIVE DISCLOSURES
12/31/2018
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
84,913
-
-
-
525
-
117
-
-
659
4 2,072
-
-
-
88,289
1,263
- -
- -
- 55,204 - 4,498
- 2,653 - 1,605
- -
-
9
-
- -
- -
- -
-
59,128
10,185
- 1,952 127
12 18,379
Multilateral development banks
249
-
-
-
-
-
-
-
-
-
-
-
-
-
-
249
International organizations Institutions Covered bonds
884
-
- - - - - -
-
-
- - -
-
- - -
- - -
-
- - -
- - - - - -
- - - - - -
- - - - - -
- - -
884
4,919 1,652
- 3,829
316
920 158
11,635
-
-
69
52
-
280
5
Corporates
23
23
- 4,891 333 16,821 197
- 58,208 3,156
50 83,702
Retail
- -
- -
- -
- -
- -
- -
- 8,575
-
- -
- -
8,575
Equity exposures
-
-
4
4
Collective investment undertakings
-
- -
- -
-
328
- -
-
- -
-
12
- -
- -
- -
-
509
849
Other exposures
9
41
14
16
- 5,804
- 1,823 7,706
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
-
-
-
-
101
-
326
-
-
209
22
-
-
-
-
658
-
-
-
-
- 42,822 14,357
- 2,621 388
-
-
-
-
87 60,276
- -
- -
- -
- -
- -
- -
- -
- -
-
-
11
- -
- -
- -
- -
11
- 3,129 1,558
4,688
TOTAL
102,444 1,675
- 110 69,442 43,155 36,211 197 11,195 71,453 4,878 2,072
-
- 2,481 345,313
121
RISK REPORT PILLAR III 2019 | GROUPE BPCE
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