BPCE - 2019 RISK REPORT Pillar III

6

COUNTERPARTY RISK

DETAILED QUANTITATIVE DISCLOSURES

TABLE 55 – STANDARDIZED APPROACH – CCR EXPOSURES BY REGULATORY PORTFOLIO AND RISK

12/31/2019

Total (2019)

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

in millions of euros

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

1

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1

12

- -

- -

- -

382 206

- -

-

- -

- -

-

- -

- -

- -

- -

- -

395 869

301

306

55

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

International organizations Institutions Covered bonds

237

-

- - - - - -

- - - - - -

-

- - - - - -

-

- - - - - -

- - - -

-

- - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

237

707 14,698

392

501

3

16,301

- - - -

-

-

-

-

-

Corporates

499

78

126

542

32

1,277

Retail

- -

- -

- -

3

- -

- -

3

Equity exposures

-

-

Collective investment undertakings

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

Other exposures

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

-

-

-

-

13

-

96

-

-

14

-

-

-

-

-

122

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

-

-

- -

- -

- -

- -

-

1

8

9

TOTAL

1,259 15,197

-

- 1,072

- 1,029

-

3 614

40

-

-

-

-

19,214

140

RISK REPORT PILLAR III 2019 | GROUPE BPCE

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