BPCE - 2020 Universal Registration Document

6

RISK FACTORS & RISK MANAGEMENT

Key figures 6.1

589

Liquidity, interest rate and 6.9 foreign exchange risks

674

6.1.1

Types of risk

591 592

Governance and structure 6.9.1

674 674 677 681 683

Regulatory changes 6.1.2

Liquidity risk management policy 6.9.2

Risk factors 6.2

593

Quantitative disclosures 6.9.3

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

Risk management system 6.3 Adequacy of risk management systems 6.3.1

605

605 605 607 608 615 619

Legal risks 6.10

684

Risk appetite 6.3.2

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

684 684 687

Summary of Groupe BPCE’s risk profile in 2020

Risk management 6.3.3 Internal control 6.3.4 Recovery Plan 6.3.5

Dependency 6.10.3

Non-compliance and security risks 6.11

688

Capital management and capital 6.4 adequacy

Compliance 6.11.1

689 691 691 692

620

Financial security 6.11.2 Business continuity 6.11.3

Regulatory framework 6.4.1 Scope of application 6.4.2

620 622 624

Information System Security (ISS) 6.11.4

Composition of regulatory capital 6.4.3

Operational risks 6.12

693

Regulatory capital requirements and risk-weighted 6.4.4 assets

626 628

Insurance, asset management, 6.13 financial conglomerate risks

Management of capital adequacy 6.4.5

697

Credit risks 6.5

632

Climate risks 6.14

704

Foreword

632 633 640 646 649

Credit risk management 6.5.1

Governance and structure 6.14.1

704

Risk measurement and internal ratings 6.5.2 Credit risk mitigation techniques 6.5.3

Acceleration of the integration of a section dedicated 6.14.2 to climate risks and Environmental, Social and Governance (ESG) criteria

704 705 707

Quantitative disclosures 6.5.4

Awareness and training 6.14.3 Regulatory environment 6.14.4

Counterparty risk 6.6

660

Counterparty risk management 6.6.1

660 661

Remuneration policy 6.15

709

Quantitative disclosures 6.6.2

Securitization transactions 6.7

663

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

663 665 665

Quantitative disclosures 6.7.3

Market risks 6.8 Market risk policy 6.8.1

668

668 668 669 669

Market risk management 6.8.2

Risk monitoring

Market risk measurement methods 6.8.3

Quantitative disclosures 6.8.4

671

587

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE