BPCE_PILLAR_III_2017

CREDIT RISK Detailed quantitative disclosures

12/31/2016

Gross carrying values of

Specific credit risk adjustment

Defaulted exposures Non-defaulted exposures

Net values 117,476

in millions of euros

Central governmentsor centralbanks

50 90

117,490 14,080 174,547 322,841 12,798 641,755 79,247 57,664 21,298

63 84

Institutions Corporates

14,086

7,931

3,619 5,623

178,859 327,391

Retail customers Equity exposures

10,173

-

-

12,798

Total IRB approach

18,244

9,389

650,609

Central governmentsor centralbanks Regionalgovernments or local authorities

- - - - - - - - -

-

79,247 57,648 21,297

16

5

Public sectorentities

0

Multilateraldevelopment banks International organizations

932 825

- -

932 825

Institutions Corporates

4,058

4

4,055

90,464 19,941 68,499

285

90,179 19,870 68,390

Retail customers

71

Secured bymortgageson immovableproperty

109

Exposureat default

9,750

-

3,630

6,120

Items associatedwith particularly highrisk

- -

16

0

16

Covered bonds

395

-

395

Claimson institutionsand corporateswith a short-term credit assessment

- - - -

2,306 1,519

0

2,306 1,519

Collective investment undertakings

- - -

Equity exposures Other exposures

176

176

7,237

7,237

Total standardized approach

9,750

354,577 996,332

4,114

360,213

TOTAL

27,994

13,504

1,010,822

105

Risk Report Pillar III 2017