BPCE - 2019 RISK REPORT Pillar III

15

APPENDICES

PILLAR III CROSS-REFERENCE TABLE

Pillar III cross-reference table 15.2

Pages in Pillar III report

CRR Article Topic

Reference in Pillar III report 3 Risk management system

435 436 437 438 439 440 442 443 444 445 446 447 448 449 450 451 452 453 454 455 458 441

Risk management objectives and policy

23-40

Scope of consolidation

4 Capital management and capital adequacy 4 Capital management and capital adequacy 4 Capital management and capital adequacy 4Capital management and capital adequacy BPCE website – Investors/Regulated information Regulatory publications 6 Counterparty risk

44-45 ; 55-67 46-48 ;68-71

Own funds

Capital requirements

49-50

Exposure to counterparty credit risk

135-149

Capital buffers

42-43 ; 73

Global systemic importance indicators

80-81 ; 94 ; 97-99 ; 110-115

Credit risk adjustments Encumbered assets

5 Credit risk

9 Liquidity risk 5 Credit risk 8 Market risks

192-193

Use of external credit rating agencies

86-87

Market risk exposure

167-180 213-220

Operational risk

12 Operational risk

Non-trading book equity exposures

5 Credit risk

130 188

Non-trading book interest rate risk exposures

9 Liquidity, interest rate and foreign exchange risks

Securitization exposures

7 Securitization transactions

151-165

BPCE website – Investors/Regulated information Other information 4 Capital management and capital adequacy

Remuneration policy

Leverage

52-74 82-87

Use of the IRB approach for credit risk Use of credit risk mitigation techniques

5 Credit risk 5 Credit risk

82-87 ; 116-121

Use of advanced measurement approaches for operational risk12 Operational risk

N/A

Use of internal models for market risk Macroprudential supervision measures

8 Market risks

171 ; 176-180

4 Capital management and capital adequacy

73

230

RISK REPORT PILLAR III 2019 | GROUPE BPCE

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