BPCE - 2019 RISK REPORT Pillar III

COUNTERPARTY RISK

DETAILED QUANTITATIVE DISCLOSURES

12/31/2018

Total at 12/31/2018

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

116

-

-

-

-

-

-

-

-

-

-

-

-

-

-

116

133

- - - - - - - -

- - - - - - - - -

- - - - - - - - -

283 218

- - - - - - - - -

-

- - - - - - - - -

- - - - - - -

-

- - - - - -

- - - - - - - - -

- - - - - - - - -

- - - - - - - - -

- - - - - - - - -

415 556

Public sector entities

47

243

48

Multilateral development banks International organizations

-

- -

- -

- -

-

130

130

Institutions

173 17,653

524

377

109

18,837

Covered bonds

-

-

-

-

-

Corporates

1

29

847

448

22

1,346

Retail

- -

- -

- -

3

- -

- -

3

Equity exposures

-

-

Collective investment undertakings

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

Other exposures

6

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

-

-

-

-

25

-

41

-

-

59

-

-

-

-

-

124

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

-

- -

- -

- - -

- - -

-

3

Exposures in default

3

TOTAL

599 17,653

-

- 1,078

- 1,508

-

3 664

24

-

-

21,530

141

RISK REPORT PILLAR III 2019 | GROUPE BPCE