BPCE_PILLAR_III_2017

5 CREDIT RISK

Detailed quantitative disclosures

Credit quality

TABLE 31 – CREDIT QUALITY OF EXPOSURES BY EXPOSURE CLASS ➡

12/31/2017

Gross carrying values of

Non-defaulted exposures

Specific credit risk adjustment

Defaulted exposures

Net values 131,992

in millions of euros

Central governmentsor centralbanks

40 97

132,006 13,005 177,375 345,392 13,498 681,276 74,586 53,354 21,810

53 71

Institutions Corporates

13,032

7,048 9,791

3,438 5,411

180,985 349,771

Retail customers Equity exposures

-

-

13,498

Total IRB approach

16,976

8,972

689,279

Central governmentsor centralbanks Regionalgovernments or local authorities

- - - - - - - - -

-

74,586 53,352 21,810

3

Public sectorentities

- - -

Multilateraldevelopment banks International organizations

192 733

192 733

Institutions Corporates

4,752

4

4,748

98,423 20,037 69,977

338

98,085 19,972 69,892

Retail customers

65 86

Secured bymortgageson immovableproperty

Exposureat default

9,383

-

3,504

5,879

Items associatedwith particularly highrisk

- -

8

- -

8

Covered bonds

514

514

Claimson institutionsand corporateswith a short-term credit assessment

- - - -

381 931

- - - -

381 931

Collective investment undertakings

Equity exposures Other exposures

11

11

8,059

8,059

Total standardized approach

9,383

353,769

4,000

359,152

TOTAL 1,048,431 Note: net exposures are presentedaccording tothe model recommended by the EBA in its finalreport datedDecember 14,2016, i.e.excluding counterparty risk, CVA and risk associated with the contribution to thecentral counterpartydefault fund. 26,359 1,035,045 12,972

104

Risk Report Pillar III 2017