BPCE - 2019 RISK REPORT Pillar III

DETAILED QUANTITATIVE DISCLOSURES SECURITIZATION TRANSACTIONS

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

- - - - - - - - - - -

- - - - - - - - - - -

- - - - - - - - - - -

- - - - - - - - - - -

- - - - - - - - - - -

- - - - - - - - - - -

405 206 200

- - - - - - - - - - -

405 206 200

RMBS

Consumer ABS

Other ABS

- -

- -

Re-securitization

Wholesale (total)… of which

198

198

Corporate loans

-

-

CMBS

0

0

CDO/CLO

196

196

Other wholesale Re-securitization

0 1

0 1

7

165

RISK REPORT PILLAR III 2019 | GROUPE BPCE