BPCE - 2019 Universal Registration Document

6

RISK REPORT

Key figures 6.1

557

Market risks 6.8 Market risk policy 6.8.1

629

6.1.1

Types of risk

559 560

629 629 630 632

Regulatory changes 6.1.2

Market risk management 6.8.2

Market risk measurement methods 6.8.3

Risk factors 6.2

561

Quantitative disclosures 6.8.4

Risk management system 6.3 Adequacy of risk management systems 6.3.1

571 571 571 574 581 585

Liquidity, interest rate and 6.9 foreign exchange risks

635

Governance and structure 6.9.1

635 635 637 640 641

Risk appetite 6.3.2

Liquidity risk management policy 6.9.2

Risk management 6.3.3 Internal control 6.3.4 Recovery Plan 6.3.5

Quantitative disclosures 6.9.3

Management of structural interest rate risk 6.9.4 Management of structural foreign exchange risk 6.9.5

Capital management and capital 6.4 adequacy

586

Legal risks 6.10

642

Regulatory framework 6.4.1 Scope of application 6.4.2

586 587 590

Legal and arbitration proceedings – BPCE 6.10.1 Legal and arbitration proceedings – Natixis 6.10.2

642 642 645

Composition of regulatory capital 6.4.3

Dependency 6.10.3

Regulatory capital requirements and risk-weighted 6.4.4 assets

Non-compliance and security risks 6.11

646

593 594

Management of capital adequacy 6.4.5

Compliance 6.11.1

646 648 649 649

Financial security 6.11.2 Business continuity 6.11.3

Credit risks 6.5

598

Credit risk management 6.5.1

598 604 609

Information System Security (ISS) 6.11.4

Risk measurement and internal ratings 6.5.2 Credit risk mitigation techniques 6.5.3

Operational risks 6.12

651

Quantitative disclosures 6.5.4

612

Insurance risks

654

Counterparty risk 6.6

620

Climate risk 6.13

658

Counterparty risk management 6.6.1

620 621

Highlights and strategic objectives

658

Quantitative disclosures 6.6.2

Securitization transactions 6.7

623

Regulatory framework and accounting methods 6.7.1 Securitization management at Groupe BPCE 6.7.2

623 625 626

Quantitative disclosures 6.7.3

555

UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE