BPCE - 2019 RISK REPORT Pillar III

7

SECURITIZATION TRANSACTIONS

Quantitative disclosures 7.3

156

Regulatory framework and accounting 7.1 methods

152

Breakdown of exposures and risk-weighted assets

156 157

152 152 154

Regulatory framework and accounting methods

Breakdown by rating

Accounting methods

Detailed quantitative disclosures 7.4

159

Terminology

Banking book Trading book

159 164

Securitization management at Groupe 7.2 BPCE

155

151

RISK REPORT PILLAR III 2019 | GROUPE BPCE