BPCE_PILLAR_III_2017

5 CREDIT RISK

Detailed quantitative disclosures

TABLE 33 – CREDIT QUALITY OF EXPOSURES BY GEOGRAPHIC AREA ➡

12/31/2017

Gross carrying values of

Defaulted exposures

Non-defaulted exposures

Specific credit risk adjustment 

Net values 

in millions of euros

France

13,407

491,085 79,161 46,006

7,229

497,263 79,161 47,034

European Institutions Europe(excl. France)

-

-

1,719

691

o/w Germany - o/w Italy - o/w Spain -

216 330 167 150

8,805 5,848 4,537 3,610 4,851

93

8,928 6,062 4,577 3,724 4,830

116 127

o/w Netherlands - o/w United Kingdom - North & SouthAmerica o/w United States -

36 28

7

1,170

38,232 31,655 13,929 11,142

746 127

38,656 31,831 14,081 11,363

303 201 444

Asia

49

Africa and theMiddle East

223

Oceania

35

1,720

33

1,721

Total IRB approach

16,975

681,276 319,184

8,972 3,356

689,279 324,148

France

8,319

European Institutions Europe(excl. France)

-

1,947

-

1,947

347

19,853

201

19,999

o/w Germany - o/w Italy - o/w Spain -

56

1,287 5,869 2,028 1,005 4,517 3,671 3,634 4,383 717

55

1,288 5,870 2,067 1,006 4,519 3,671 3,644 4,645 717

5

4

58

20

o/w Netherlands - o/w United Kingdom -

-

-

1 5 2

0 3 2 3

North America

o/w United States -

Asia

13

Africa and theMiddle East

695

433

Oceania

5

250

5

250

Subtotal - standardized approach

9,383

353,769

4,000

359,152

TOTAL

26,359

1,035,045

12,972

1,048,431

108

Risk Report Pillar III 2017

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