BPCE - 2019 RISK REPORT Pillar III

CAPITAL MANAGEMENT AND CAPITAL ADEQUACY

DETAILED QUANTITATIVE DISCLOSURES

12/31/2019

Regulatory method of consolidation (2)

Statutory method of conso- lidation (2)

Neither consolidated nor

Owner- ship interest

Controlling interest

Company

Location (1)

FC PC EQ

deducted Deducted

Business

Asset Management

PALATINE ASSET MANAGEMENT III-4 – CE Holding Participations subsidiaries

FR

100% 100%

FC

X

4

Holding company Holding company Holding company

CE HOLDING PARTICIPATIONS

FR

100% 100%

FC

X

CE CAPITAL

FR

100% 100%

FC

X

HABITAT EN RÉGION SERVICES III-5 Local savings companies

FR

100% 100%

FC

X

Cooperative shareholders

208 local savings companies (LSCs)

FR

100% 100%

FC

X

Country of location: BE: Belgium – BR: Brazil – CH: Switzerland – CN: China – DE: Germany – DJ: Djibouti – DK: Denmark – ES: Spain – FJ: Fiji – FR: France – GB: United Kingdom (1) of Great Britain and Northern Ireland – HK: Hong Kong – IN: India – IT: Italy – KH: Cambodia – LA: Laos -LU: Luxembourg – MA: Morocco – MC: Principality of Monaco – MQ: Martinique – NC: New Caledonia – PF: French Polynesia – PL: Poland – PT: Portugal – RE: Reunion – SB: Solomon Islands – SG: Singapore – TH: Thailand – TN: Tunisia – UA: Ukraine – US: United States – VN: Vietnam – VU: Vanuatu. Consolidation method: FC EQ: Equity method, JO: Joint operations. (2) Natixis group: Natixis group comprises 347 fully-consolidated entities and 7 entities consolidated using the equity method. Its main subsidiaries are: Coface, Natixis Global Asset (3)

Management, Natixis North America LLC, Natixis Private. Entities recognized under IFRS 5 at December 31, 2019. (4) Oney Bank group comprises 26 fully-consolidated entities and 1 entity consolidated using the equity method. (5)

The following five entities are fully consolidated in BPCE group’s statutory scope of consolidation, and consolidated using the equity method in its regulatory scope of consolidation: Natixis Assurances group; • Coface group; • Compagnie Européenne de Garanties et de Cautions; • Oney Insurance; • Oney Life. •

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RISK REPORT PILLAR III 2019 | GROUPE BPCE