BPCE - 2019 RISK REPORT Pillar III
5
CREDIT RISKS
DETAILED QUANTITATIVE DISCLOSURES
TABLE 47 – RWA FLOW STATEMENTS OF EXPOSURES UNDER IRB
Risk-weighted assets
Capital requirements
in millions of euros 12/31/2018 Asset size Asset quality Model updates
183,548 10,379
14,684
830 (58)
(723) 1,100 7,387
88
Methodology and policy Acquisitions and disposals Foreign exchange movements
591
221 117
18
9
Guarantees
(412) 2,168
(33) 173
Other
12/31/2019
203,785
16,303
TABLE 48 – AVERAGE PD AND LGD BY GEOGRAPHIC AREA
12/31/2019
Non-defaulted exposures
Average PD
Average LGD
in millions of euros
France
445,871
1.9% 0.0% 0.6% 0.6% 0.3% 0.8% 0.6% 1.6% 1.9% 0.0% 0.6% 0.1% 0.1% 3.1% 0.6% 1.0%
17.0%
European Institutions Europe (excl. France) North & South America
7,373
7.1%
39,468 39,202 16,420 10,221 559,949 95,405 53,387 1,394
23.2% 18.8% 26.5% 23.9% 27.5% 17.7%
Asia
Africa and the Middle East
Oceania
A-IRB France
European Institutions Europe (excl. France) North & South America
7,787 7,464 1,072 1,352
Asia
Africa and the Middle East
Oceania F-IRB TOTAL
80
166,547 726,496
132
RISK REPORT PILLAR III 2019 | GROUPE BPCE
www.groupebpce.com
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