BPCE - 2019 RISK REPORT Pillar III

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KEY FIGURES

KEY FIGURES PHASED-IN CAPITAL RATIOS (as a %) FONDS PROPRES GLOBAUX PHASÉS (en milliards d’euros)

FULLY-LOADED CAPITAL RATIOS (1) (as a %) FONDS PROPRES GLOBAUX FULLY LOADED (1) (2) (en milliards d’euros)

19.6 %

19.2 %

19.2 %

19.2 %

18.8 %

18.8

%

3.7 0.1

3 8 0.1

3.7 0.1

3.1

3.1

3.6 0.1

● T2 contribution ● AT1 contribution ● CET1 ratio

15.8

15.7

15.3

15.5

15.7

15.4

12/31/2017

12/31/2018

12/31/2019

12/31/2017

12/31/2018

12/31/2019

PHASED-IN REGULATORY CAPITAL (in billions of euros) FONDS PROPRES GLOBAUX PHASÉS (en milliards d’euros)

FULLY-LOADED REGULATORY CAPITAL (1) (in billions of euros) FONDS PROPRES GLOBAUX FULLY LOADED (1) (2) (en milliards d’euros)

79.3

79.3

76.9

75.4

74.0

74.3

13.3

13.3

14.4 0.3 24.1

14.5 0.3 24.1

14.4 0.6 22.5

14.6 0.4 22.5

25.7

25.7

● Tier 2 capital (T2) ● Additional Tier-1 capital ● Cooperative shares ● Reserves

CET1 59.0

CET1 62.2

CET1 66.0

CET1 59.3

CET1 60.6

CET1 66.0

40.3

40.3

36.5

36.8

36.5

38.1

12/31/2017

12/31/2018

12/31/2019

12/31/2017

12/31/2018

12/31/2019

TLAC RATIO (as a % of RWAs)

MREL RATIO (2) (as a % of RWAs)

29.2 %

23.3 %

>21.5 %

3.3 % 4.3 % 5.9 %

23.2 %

3.3 % 4.3 %

● Eligible senior preferred debt ● Senior non preferred ● Tier 2 ● CET1

15.7 %

● Senior non preferred ● Tier 2 ● CET1

15.7 %

12/31/2019

12/31/2019

Total MREL requirement December 31, 2019

Target at January 1, 2019

(1) CRR/CRD IV without transitional measures; additional Tier 1 capital includes subordinated debt issues that have become ineligible at the phase-out rate in force. (2) Based on the ACPR notification of 01/20/2020

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RISK REPORT PILLAR III 2019 | GROUPE BPCE

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