BPCE - 2019 RISK REPORT Pillar III

CREDIT RISKS

QUANTITATIVE DISCLOSURES

Non-performing and forborne exposures

TABLE 30 – CREDIT QUALITY OF FORBORNE EXPOSURES

12/31/2019

Accumulated impairment, or accumulated negative fair value adjustments due to credit risk, and provisions

Collateral received and financial guarantees received on forborne exposures

Gross carrying amount/nominal amount of performing and non-performing exposures

On non-performing forborne exposures

Non-performing forborne exposures

in millions of euros

On performing forborne exposures

Performing forborne exposures

o/w defaulted

o/w impaired

Loans and advances

2,320

6,098

6,098

6,084

(117)

(1,678)

5,749

Central banks

4

4

4

(4) (5)

5

General governments

52

20

20

20

1

Banks Other financial corporations Non-financial corporations

79

79

79

(42)

27

873

2,367 3,628

2,367 3,628

2,353 3,628

(45) (71)

(870) (758)

1,527 4,195

Households

1,395

Debt securities

63 15

63 15

63 15

(54)

Loan commitments given

4

2

9

TOTAL

2,324

6,176

6,176

6,162

(117)

(1,730)

5,758

97

RISK REPORT PILLAR III 2019 | GROUPE BPCE