BPCE - 2019 RISK REPORT Pillar III
5
CREDIT RISKS
Credit risk management 5.1
76
Credit risk mitigation techniques 5.3
88
Credit policy Rating policy
76 76 76 78
Definition of guarantees
88
Accounting recognition under the standardized or IRB approach
88 88 89 89 89
Credit risk governance
Conditions for the recognition of guarantees
Credit risk supervision system
Division of risks
Quality assessment of loan outstandings and impairment policy Forbearance, performing and non-performing exposures
80
Guarantors
Concentration of collateral volumes
81
Valuation and management of collateral comprising real guarantees
90
Risk measurement and internal ratings 5.2
82
Quantitative disclosures 5.4
91
Current situation Rating system
82 82 83 83 84 84
Credit risk exposure
91
Internal rating system governance Model development process Review of internal ratings-based models
Provisions and impairments
94 95 96 97
Non-impaired loans showing past due balances
Restructured loans
Model mapping
Non-performing and forborne exposures
Detailed quantitative disclosures 5.5
100
Credit risk – General disclosures
101
75
RISK REPORT PILLAR III 2019 | GROUPE BPCE
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