BPCE - 2020 Universal Registration Document

6

RISK FACTORS & RISK MANAGEMENT

COUNTERPARTY RISK

COUNTERPARTY RISK RELATED TO DERIVATIVE AND REPURCHASE AGREEMENT EXPOSURES

12/31/2020

12/31/2019

Standardized

IRB

Total

Standardized

IRB

Total

in millions of euros

Derivatives Central banks and other sovereign exposures

-

278

278

-

222

222

Central governments

75

2,680

2,755 1,679

43

1,155

1,198 1,287

Public sector and similar entities

1,584

95

1,153

134

Institutions Corporates

10,691

6,673 9,677

17,364 10,356

13,920

6,340 9,032

20,260

680

626

9,658

Retail

4

3

7

3

2

5

Securitization

248

1,472

1,720

88

1,645

1,733

TOTAL

13,282

20,878

34,159

15,833

18,530

34,363

Repurchase agreements Central banks and other sovereign exposures

- -

1,596 4,118

1,596 4,118

-

784

784

Central governments

195

1,398

1,593

Public sector and similar entities

12

-

12

10

-

10

Institutions Corporates

3,504

9,713 8,766

13,218

4,220

9,150

13,370 10,562

366

9,131

254

10,308

Retail

- -

- -

- -

- -

- -

- -

Securitization

TOTAL

3,882

24,193

28,075

4,679

21,640

26,319

662

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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