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