BPCE - 2019 RISK REPORT Pillar III

3

RISK MANAGEMENT SYSTEM

Adequacy of risk management systems 3.1

24

Internal control 3.4

35

Permanent control system Periodic Control (Level 3)

36 36 38 39

Risk appetite 3.2

24

Risk appetite guidelines

24

Structure of integrated control functions Internal Control Coordination Committee

Risk appetite framework and groupwide implementation

25 25 26 27

Recovery Plan 3.5

40

Robust financial strength

Summary of Groupe BPCE’s risk profile in 2019

Emerging risks

Risk management 3.3

28

Governance of risk management Organization of risk management Risk governance at Group institutions Coordination of business line functions

28 28 29 30 32 33 34 31

Consolidated risk oversight Risk and compliance culture

Macro-level risk mapping – Group institutions

Stress testing system

23

RISK REPORT PILLAR III 2019 | GROUPE BPCE