BPCE - 2019 RISK REPORT Pillar III

CREDIT RISKS

QUANTITATIVE DISCLOSURES

Non-impaired loans showing past due balances

Assets with past due payments are performing exposures on which a payment incident has been recorded. For example: a debt instrument is considered past due if the bond issuer is • no longer making interest payments; a loan is considered past due if a payment or installment has • been missed and recorded as such on the books; a current account overdraft carried in “Loans and advances” is • considered past due if the overdraft period or authorized limit has been exceeded at the reporting date.

The amounts disclosed in the statement below do not include past due payments resulting from the time difference between the settlement date and the recognition date. Past due loans and receivables (past due principal and accrued interest in the case of loans and total overdrawn balance in the case of current accounts) can be broken down by due date as follows:

TABLE 26 – QUALITY OF EXPOSURES BY MATURITY

5

12/31/2019

Gross carrying amount - Performing exposures

Not past due or past due ≤ 30 days

Past due >30 days ≤ 90 days

Total

in millions of euros

Loans and advances

855,265 77,435 122,181 17,392 19,230 250,929 105,921 368,099 77,224

852,873 77,435 122,066 17,377 19,225 249,032 105,347 367,737 77,224

2,393

Central banks

General governments

115

Banks

14

Other financial corporations Non-financial corporations

4

1,897

o/w SMEs Households

574 362

Debt securities

Central banks

827

827

General governments

47,174

47,174

Banks

6,416

6,416

Other financial corporations Non-financial corporations Off-balance sheet exposures

12,524 10,282 187,825

12,524 10,282

/// /// /// /// /// /// ///

/// /// /// /// /// /// ///

Central banks

260

General governments

9,483 4,993

Banks

Other financial corporations Non-financial corporations

21,721 106,630 44,738

Households

TOTAL

1,120,314

930,096

2,393

95

RISK REPORT PILLAR III 2019 | GROUPE BPCE