BPCE - 2019 RISK REPORT Pillar III
DETAILED QUANTITATIVE DISCLOSURES SECURITIZATION TRANSACTIONS
Detailed quantitative disclosures 7.4
Banking book
TABLE 64 – SECURITIZATION EXPOSURES (EAD)
12/31/2019
Originator
Sponsor
Investor
Traditional
Synthetic Sub-total
Traditional
Synthetic Sub-total
Traditional
Synthetic Sub-total
in millions of euros Retail (total)… of which
85 85
-
85 85
1,479
-
1,479
4,844 2,715 2,129
-
4,844 2,715 2,129
RMBS
- - - -
306
- - - -
306
- - - -
Consumer ABS
- - -
- - -
1,173
1,173
Other ABS
- -
- -
- -
- -
Re-securitization
Wholesale (total)… of which
269
2,680 2,680
2,948 2,680
2,003
-
4,931
403
-
919
Corporate loans
0
- -
- - - - -
- -
0
- - - - -
0
CMBS
312
- - - -
312
62
62
7
CDO/CLO
25
25
2,4711
2,711 2,220
617 237
617 237
Other wholesale Re-securitization
- -
- -
2,220
-
-
3
3
12/31/2018
Originator
Sponsor
Investor
Traditional
Synthetic Sub-total
Traditional
Synthetic Sub-total
Traditional
Synthetic Sub-total
in millions of euros Retail (total)… of which
55 32 23
-
55 32 23
636 411 225
-
636 411 225
5,614 3,262 2,353
-
5,614 3,262 2,353
RMBS
- - - -
- - - -
- - - -
Consumer ABS
Other ABS
- -
- -
- -
- -
- -
- -
Re-securitization
Wholesale (total)… of which
277
2,597 2,376
2,873 2,380
5,197
-
5,197
510
-
510
Corporate loans
4
- -
- - - - -
- -
-
- - - - -
-
CMBS
215
-
215 278
30
30
CDO/CLO
57
220
3,342 1,855
3,342 1,855
373 107
373 107
Other wholesale Re-securitization
- -
- -
- -
-
-
0
0
159
RISK REPORT PILLAR III 2019 | GROUPE BPCE
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