BPCE - 2019 Universal Registration Document

6

RISK REPORT

COUNTERPARTY RISK

COUNTERPARTY RISK RELATED TO DERIVATIVE AND REPURCHASE AGREEMENT EXPOSURES

12/31/2019

12/31/2018

Standardized

IRB

Total

Standardized

IRB

Total

in millions of euros

Derivatives Central banks and other sovereign exposures

-

222

222

-

692 462 135

692 524

Central governments

43

1,155

1,198 1,287

61

Public sector and similar entities

1,153

134

921

1,055

Institutions Corporates

13,920

6,340 9,032

20,260

16,568

6,631 7,312

23,199

626

9,658

547

7,858

Retail

3

2

5

3

3

7

Securitization

88

1,645

1,733

47

1,613

1,660

TOTAL

15,833

18,530

34,363

18,147

16,849

34,996

Repurchase agreements Central banks and other sovereign exposures

-

784

784

-

3,246 2,147

3,246 2,216

Central governments

195

1,398

1,593

69 47

Public sector and similar entities

10

-

10

-

47

Institutions Corporates

4,220

9,150

13,370 10,562

3,770

7,561 8,651

11,331

254

10,308

964

9,615

Retail

- -

0

0

- -

- -

- -

Securitization

-

-

TOTAL

4,679

21,640

26,319

4,850

21,606

26,456

622

UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE

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