BPCE - 2019 RISK REPORT Pillar III

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CAPITAL MANAGEMENT AND CAPITAL ADEQUACY

MANAGEMENT OF CAPITAL ADEQUACY

TABLE 12 – TLAC

12/31/2019

in millions of euros

Regulatory capital elements of TLAC and adjustments Common Equity Tier 1 capital (CET1) Additional Tier 1 capital (AT1) before TLAC adjustments

65,992

23

Other adjustments

0

TLAC-eligible Tier 1 instruments

66,015 13,309

Tier 2 capital (T2)

Amortized fraction of Tier 2 instruments with residual maturity of at least 1 year

817

TLAC-eligible Tier 2 instruments

14,126 80,141

TLAC arising from regulatory capital Non-regulatory capital elements of TLAC Senior non-preferred debt instruments

18,066 18,066 98,207

TLAC arising from non-regulatory capital instruments before adjustments

Total loss absorbing capacity (elements of TLAC)

Risk-weighted assets and leverage exposure measure for TLAC purposes Total risk-weighted assets adjusted as permitted under the TLAC regime

421,599

Leverage exposure measure

1,245,148

TLAC ratios TLAC (as a percentage of risk-weighted assets adjusted as permitted under the TLAC regime)

23.29% 7.89%

TLAC (as a percentage of leverage exposure)

The ranking of creditors for TLAC capital elements is as follows by order of repayment priority: senior non-preferred debt, subordinated debt eligible as Tier 2 capital on issuance and subordinated debt eligible as Tier 1 capital on issuance. Eligible liabilities and their features are published at the following address: https://groupebpce.com/en/investors/results-and-publications/pillar-iii

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RISK REPORT PILLAR III 2019 | GROUPE BPCE

www.groupebpce.com