BPCE - 2019 RISK REPORT Pillar III

4

REGULATORY CAPITAL REQUIREMENTS AND RISK-WEIGHTED ASSETS CAPITAL MANAGEMENT AND CAPITAL ADEQUACY

TABLE 8 – RWAS BY TYPE OF RISK AND BY BUSINESS LINE

Basel III phased-in

Operational risk

Credit risk*

CVA

Market risk

Total

in millions of euros

December 31, 2018** December 31, 2019 December 31, 2018** December 31, 2019 December 31, 2018** December 31, 2019 December 31, 2018** December 31, 2019 December 31, 2018** DECEMBER 31, 2019

235,024 258,345

134

1,154 1,584

24,604 23,961

260,917 283,957 11,697 13,922 59,760 62,051 60,047 61,669 392,420 421,599

66

Retail banking

7,041 9,277

-

-

4,656 4,644 7,053 6,879 1,744 3,813

-

-

Asset & Wealth Management

43,755 45,183 55,623 54,957 341,442 367,762

1,660 1,335

7,292 8,654 2,158 2,650

Corporate & Investment Banking

522 249

Other

2,317 1,650

10,604 12,888

38,057 39,298

TOTAL RISK-WEIGHTED ASSETS

Including settlement risk. * Segment information was modified from March 31, 2019 in order to present Groupe CFF and Groupe BPCE I as run-off activities; the data shown in the above table are estimates ** based on this presentation at December 31, 2018.

TABLE 9 – NON-DEDUCTED PARTICIPATIONS IN INSURANCE UNDERTAKINGS

Value

in millions of euros

Holdings of own funds instruments of a financial sector entity where the institution has a significant investment not deducted from own funds (before risk-weighting)

6,467

TOTAL RISK-WEIGHTED ASSETS

21,226

50

RISK REPORT PILLAR III 2019 | GROUPE BPCE

www.groupebpce.com