BPCE_PILLAR_III_2017

5 CREDIT RISK

Detailed quantitative disclosures

12/31/2016

Tourism – Hotels– Catering

Food & Beverage

Cons truction

Real estate

Pharma – Healthcare

Communi-

Distribution – Trade

Consumer

in millions of euros

cation Services

goods Energy

Central governmentsor centralbanks

-

-

-

-

-

-

0

-

-

60

Institutions Corporates

-

1

35

-

-

-

4

79

0

-

5,197 8,314 11,917 3,092 4,337 5,856 6,031 8,473 5,408 24,322 4,826 5,315 2,094 4,347 8,886 398 7,474 2,507 3,280 307

Retail customers Equity exposures

3

 5

 52

 5

 1

 9

 43

 0

 0

 2

Total IRB approach

10,025 13,635 14,098 7,444 13,223 6,262 13,550 11,058 8,688 24,691

Central governmentsor centralbanks Regionalgovernmentor local authorities

-

-

-

-

-

-

-

-

-

-

4

149

8

161

4

28

556

-

-

0

Public sectorentities

47 1,173

449

343 8,024

11 1,277

-

0 273

Multilateraldevelopment banks International organizations

- - -

- - -

- - -

- - -

- - -

- - -

- -

- -

- -

- -

Institutions Corporates

85

-

-

-

2,710 2,957 11,087 1,336 3,546 1,230 6,148 2,749 2,234 2,884

Retail customers

14

 71 218

 12

 38

 61

 35

 19

 46 31

Secured bymortgageson immovable property

174 143 3,347 465 411

 22 529 129

 75 189

Exposures in default

156 142 363

 90 160

 56 267

 83 118 52

Items associatedwith particularly high risk

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

Covered bonds

Claimson institutionsand corporates with a short-term credit assessment Collectiveinvestment undertakings

- - - -

- - - -

- - - -

- -

- - - -

- - - -

-

-

-

-

18

-

- -

- -

Equity exposures Other exposures

0

7

0

-

-

-

-

-

Total standardized approach

3,104 4,635 15,471 2,408 12,183 1,408 8,924 2,981 2,473 3,429 13,130 18,270 29,570 9,852 25,407 7,670 22,474 14,039 11,162 28,120

TOTAL

100

Risk Report Pillar III 2017