BPCE - 2019 RISK REPORT Pillar III

CREDIT RISKS

QUANTITATIVE DISCLOSURES

GEOGRAPHIC BREAKDOWN OF GROSS EXPOSURES 12/31/2019

CENTRAL GOVERNMENTS­ CENTRAL BANKS AND OTHER SOVEREIGN EXPOSURES

INSTITUTIONS

CORPORATES

5 % 1 %

3 % 1 %

5 % 3

%

8 %

8 %

11 %

14 %

12/31/2019

12/31/2019

12/31/2019

15 %

46 %

5

40 %

72 %

66 %

● France

● North & South America

● Africa and the Middle East

● Europe (excl. France)

● Asia and Oceania

12/31/2018

CENTRAL GOVERNMENTS­ CENTRAL BANKS AND OTHER SOVEREIGN EXPOSURES

INSTITUTIONS

CORPORATES

7 % 1 %

1 % 3 %

4 % 4

%

7 %

8 %

10 %

16 %

12/31/2018

12/31/2018

12/31/2018

15 %

47 %

43 %

68 %

67 %

● Africa and the Middle East

● France

● North & South America

● Europe (excl. France)

● Asia and Oceania

Gross exposures are very predominantly located in Europe, especially in France, for all asset classes (66% of corporates)

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RISK REPORT PILLAR III 2019 | GROUPE BPCE