BPCE - 2019 RISK REPORT Pillar III
KEY FIGURES
1
BREAKDOWN OF RISK-WEIGHTED ASSETS BY TYPE OF RISK (1)
BREAKDOWN OF RISK-WEIGHTED ASSETS BY BUSINESS LINE
Operational risk 9 %
Other 15 %
Market risk 3 %
Corporate & Investment Banking 15 %
Credit risk (1) 88 %
Retail Banking & Insurance 67 %
12/31/2019 € 422 bn
12/31/2019 € 422 bn
Asset & Wealth Management 3 %
ADDITIONAL INDICATORS
12/31/2019
12/31/2018
Cost of risk (in basis points)*
19
19
Non-performing/gross outstanding loans Impairment recognized/non-performing loans Groupe BPCE’s consolidated VaR (in millions of euros)
2.7%
2.8%
45.9%
45.0%
8.5
14.2
LCR
>110%
>110%
Liquidity reserves (in billions of euros)
231
204
*
Excluding non-recurring items.
(1) Including Settlement risk.
7
RISK REPORT PILLAR III 2019 | GROUPE BPCE
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