BPCE_PILLAR_III_2017

CREDIT RISK Detailed quantitative disclosures

12/31/2016

Gross carrying values of

Defaulted exposures

Non-defaulted exposures

Specific credit risk adjustment  

Net values

in millions of euros

France

13,511

460,620 53,537 46,062

7,347

466,785 53,537 47,005

European Institutions Europe(excl. France)

-

-

1,682

738

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

307 282 317

7,998 6,090 4,427 3,955 4,571

89 84

8,215 6,288 4,554 4,000 4,566

190

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

65 16

20 22

5

2,192 1,213

54,351 46,824 13,617 11,380

976 224

55,567 47,812 13,900 11,619

Asia

336 481

53

Africa and theMiddle East

242

Oceania

42

2,188

34

2,196

Total IRB approach

18,244

641,755 319,158

9,389 3,606

650,609 324,386

France

8,834

European Institutions Europe(excl. France)

-

4,201

-

4,201

328

18,314

159

18,482

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

1 5

1,057 6,183 1,918 1,196 5,710 4,386 3,753 3,424 728

0 2

1,058 6,187 1,959 1,198 5,723 4,395 3,753 3,651 728

61

20

o/w Netherlands - o/w United Kingdom -

-

-

2

0 2 1 0

North America

14 10

o/w United States -

Asia

-

Africa and theMiddle East

574

348

Oceania

-

17

-

17

Subtotal - standardized approach

9,750

354,577 996,332

4,114

360,213

TOTAL

27,994

13,504

1,010,822

109

Risk Report Pillar III 2017