BPCE - 2019 RISK REPORT Pillar III

8

MARKET RISKS

Market risk policy 8.1

168

Quantitative disclosures 8.4

173

Groupe BPCE VaR Stress test results

173 174 175

Market risk management 8.2

169

Risk monitoring

169

Risk-weighted assets and capital requirements

Market risk measurement methods 8.3

171 171 171 172 172

Detailed quantitative disclosures 8.5 Breakdown of market risk-weighted assets by approach

176

Sensitivities

176 176

VaR

Detailed disclosures on Natixis market risks

Stress tests

Independent price verification

167

RISK REPORT PILLAR III 2019 | GROUPE BPCE