BPCE_PILLAR_III_2017

CREDIT RISK Detailed quantitative disclosures

No stated maturity

Total at 12/31/2016

On demand

< 1 year

< 5 years

> 5 years

in millionsof euros

Central governmentsor centralbanks

72,942

6,442 2,987

12,158

25,369

0

116,910

Institutions Corporates

4,716 5,956 6,422

1,578

389

-

9,669

38,769

32,514

30,748

13

108,000

Retail customers Equity exposures

3,238 4,358

36,801 249,121

5,869 301,451

-

2,172

176

5,860

12,566

Total IRB approach

90,035 55,054

55,794

85,223 305,802

11,743 548,597

Central governmentsor centralbanks Regionalgovernmentor local authorities

3,601 1,004

10,877

9,468

119 453 320

79,117 53,429 19,085

47

4,675 3,540

47,249 13,583

Public sectorentities

694

949

Multilateraldevelopment banks International organizations

- -

54

370 232

460 592

0 1

884 825

5

-

Institutions Corporates

1,005 5,195

643

444

871

776

3,739

4,309 2,005

13,833

34,896

5,023

63,256

Retail customers

55

1,368 6,705

4,589

390

8,408

Secured bymortgageson immovableproperty

912 295

603 453

53,776

1,906

63,902

Exposures in default

741

3,687

364

5,540

Items associatedwith particularly highrisk

- -

- -

-

-

16

16

Covered bonds

94

39

262

395

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

2,296

10

-

-

0

2,306 1,519

- - -

282

843

384 111

10 53

Equity exposures Other exposures

6

0

170

-

-

-

7,237

7,237

Total standardized approach

65,552 155,587

13,920

43,723 169,704

16,929 309,827 28,671 858,424

TOTAL

69,713 128,946 475,506

103

Risk Report Pillar III 2017