BPCE - 2019 Universal Registration Document

6

RISK REPORT

SECURITIZATION TRANSACTIONS

6.7.3

Quantitative disclosures

BREAKDOWN OF EXPOSURES AND RISK-WEIGHTED ASSETS BREAKDOWN OF EXPOSURES BY TYPE OF SECURITIZATION

12/31/2019

12/31/2018

Exposures

EAD

Exposures

EAD

in millions of euros Banking book

16,800 13,958

15,274 12,594

15,055 12,307

14,886 12,289

Traditional securitization Synthetic securitization

2,842

2,680

2,748

2,597

Trading book

931

931

603

603

TOTAL

17,731

16,205

15,658

15,489

Note: post-guarantee exposures.

BREAKDOWN OF EAD AND RWA BY TYPE OF PORTFOLIO

12/31/2019

12/31/2018

Change

EAD

RWAs 4,526 2,277 1,132 1,117

EAD

RWAs 5,135 2,545

EAD

RWAs

in millions of euros Banking book

15,274

14,886

387

(609) (268)

Investor

5,763 3,101 6,410

6,124 2,928 5,833

(361)

Originator

620

173 576 328 328

512

Sponsor

1,970

(853)

Trading book

931 931

280 280

603 603

254 254

26 26

Investor Sponsor TOTAL

-

-

-

-

-

-

16,205

4,806

15,489

5,389

715

(583)

Note: post-guarantee exposures.

626

UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE

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