BPCE - 2019 RISK REPORT Pillar III

CREDIT RISKS

QUANTITATIVE DISCLOSURES

TABLE 32 – QUALITY OF NON-PERFORMING EXPOSURES BY MATURITY

12/31/2019

Gross carrying amount/nominal amount - Non-performing exposures

Unlikely to pay that are not past due or are past due ≤ 90 days

Past due >5 years ≤ 7 years

Past due >2 years ≤ 5 years

Past due >180 days ≤ 1 year

Past due >90 days ≤ 180 days

o/w defaulted

Total

in millions of euros

Loans and advances

23,554

17,858

1,000

1,157

2,804

736

21,943

Central banks

19

5

13 26

19

General governments

197

110

6

16

40

185

Banks

60

54 82

5 8

34

Other financial corporations Non-financial corporations

122

2

30

122

12,802

10,232

297 193 697

451 182 688

1,369

453 205 213

12,390

5

o/w SMEs Households

6,028

5,137 7,374

311

5,543 9,194

10,355

1,383

Debt securities

295

293

1

1

292

Central banks General governments

2

2

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

108 185

108 183

108 184

1

1

1,678

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

///

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

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

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

1,468

Central banks

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

General governments

2

2 1

Banks

50 12

Other financial corporations Non-financial corporations

11

1,518

1,387

Households

96

69

TOTAL

25,527

18,151

1,001

1,157

2,805

736

23,704

TABLE 33 – CHANGES IN THE STOCK OF GENERAL AND SPECIFIC CREDIT RISK ADJUSTMENTS

Accumulated specific credit risk adjustment

Accumulated general credit risk adjustment (2)

in millions of euros

Opening balance12/31/2918

13,003

Increases due to amounts set aside for estimated loan losses during the period Decreases due to amounts reversed for estimated loan losses during the period Decreases due to amounts taken against accumulated credit risk adjustments

419

(1737) (1261) 1,803

Transfers between credit risk adjustments Impact of exchange rate differences

(9)

Business combinations, including acquisitions and disposals of subsidiaries

(365) 1,379

Other adjustments

Closing balance 12/31/2019 (1)

13,232

Recoveries on credit risk adjustments recorded directly to the statement of profit or loss Specific credit risk adjustments directly recorded to the statement of profit or loss 139 Differences in the total amount of provisions between the above Table 38 (Credit quality of exposures by exposure class) and Table 39 (Credit quality of exposures by industry) can (1) be predominantly attributed to differences in scope. The above table does not show impairments on equity interests or provisions on guarantee commitments given. The heading “Accumulated general credit risk adjustment” cannot be used under current IFRS. (2) (72)

99

RISK REPORT PILLAR III 2019 | GROUPE BPCE