BPCE - 2019 RISK REPORT Pillar III

9

LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS

Governance and structure 9.1

182

Management of structural interest rate 9.4 risk

188

Liquidity risk management policy 9.2

183

Objectives and policies 188 Interest rate risk oversight and management system 188 Quantitative disclosures 188

Objectives and policies Operational management Liquidity risk mitigation policy

183 183 184

Management of structural foreign 9.5 exchange risk

189

Quantitative disclosures 9.3

185

Foreign exchange risk oversight and management system

Customer loan-to-deposit ratio

186 187

189 189

Funding strategy and conditions in 2019

Quantitative disclosures

Detailed quantitative disclosures on 9.6 liquidity risk

190

Groupe BPCE cash balance sheet

190

181

RISK REPORT PILLAR III 2019 | GROUPE BPCE