BPCE - 2020 Universal Registration Document

RISK FACTORS & RISK MANAGEMENT

CREDIT RISKS

NON-PERFORMING AND FORBORNE EXPOSURES CREDIT QUALITY OF FORBORNE EXPOSURES

12/31/2020

Accumulated impairment, or accumulated negative fair value adjustments due to credit risk, and provisions

Collateral received and financial guarantees received on forborne exposures

Gross carrying amount of performing and non-performing exposures

Non-performing forborne exposures

o/w collateral received and financial guarantees received on non-performing forborne exposures

Performing forborne exposures

Performing forborne exposures

Non-performing forborne exposures

o/w defaulted o/w impaired

in millions of euros

Loans and advances

5,186

6,230

6,230

6,224

(292)

(1,842)

7,353

3,547

Central banks

4

4

4

(4) (7)

General governments

31

17

17

17

3

1

Banks Other financial corporations

65

65

65

(40)

16

16

Non-financial corporations

2,100 3,055

3,106 3,037

3,106 3,037

3,100 3,037

(157) (134)

(1,044)

2,943 4,390

1,467 2,063

Households

(748)

Debt securities

76 17

76 17

76 17

(55)

Loan commitments given

31

1

2

18

11

TOTAL

5,218

6,323

6,323

6,317

(291)

(1,896)

7,371

3,558

12/31/2019

Accumulated impairment, or accumulated negative fair value adjustments due to credit risk, and provisions

Collateral received and financial guarantees received on forborne exposures

Gross carrying amount of performing and non-performing exposures

Non-performing forborne exposures

o/w collateral received and financial guarantees received on non-performing forborne exposures

6

Performing forborne exposures

Performing forborne exposures

Non-performing forborne exposures

o/w defaulted o/w impaired

in millions of euros

Loans and advances

2,320

6,098

6,098

6,084

(117)

(1,678)

5,749

Central banks

4

4

4

(4) (5)

General governments

52

20

20

20

1

Banks Other financial corporations

79

79

79

(42)

27

Non-financial corporations

873

2,367 3,628

2,367 3,628

2,353 3,628

(45) (71)

(870) (758)

1,527 4,195

Households

1,395

Debt securities

63 15

63 15

63 15

(54)

Loan commitments given

4

2

9

TOTAL

2,324

6,176

6,176

6,162

(117)

(1,730)

5,758

655

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE