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.

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RISK REPORT PILLAR III 2019 | GROUPE BPCE