BPCE_PILLAR_III_2017

5 CREDIT RISK

Detailed quantitative disclosures

Credit risk mitigation

TABLE 34 – CREDIT RISK MITIGATION TECHNIQUES ➡

12/31/2017

Exposures secured by financial guarantees

Exposures secured by credit derivatives

Exposures secured by collateral

Unsecured exposures 131,442

o/w secured amount

o/w secured amount

o/w secured amount

in millions of euros

Central governmentsor centralbanks

521 545

521 545

29 14

29 14

- -

- -

Institutions Corporates

12,472

138,112 39,035 39,035 104,402 241,731 230,466

3,838 3,639

3,838 2,380

1,489

1,489

Retail customers Equity exposures

- -

- -

13,498

-

-

-

-

Total IRB approach

399,927 281,832 270,568

7,519

6,261

1,489

1,489

Central governmentsor centralbanks Regionalgovernmentor local authorities

74,586 51,055 19,101

-

-

- -

- -

- - - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - - - -

2,297 2,694

2,297 2,694

Public sectorentities

15

15

Multilateraldevelopment banks International organizations

192 733

- -

- -

- -

- -

Institutions Corporates

4,109

632

632

6

6

85,276 10,722 10,722

2,086

2,086

Retail customers

19,183

666

537

123

30

Secured bymortgageson immovableproperty

3,633 66,258 63,259

0

0

Exposures in default

2,636

3,223

2,880

20

19

Items associatedwith particularly highrisk

8

- -

- -

- -

- -

Covered bonds

514

Claimson institutionsand corporateswith a short-term credit assessment

381 931

- - -

- - -

- - - -

- - - -

Collective investment undertakings

Equity exposures Other exposures

11

8,059

0

0

Total standardized approach

270,409 86,493 83,022 670,336 368,325 353,590

2,251 9,771

2,156 8,417

TOTAL

1,489

1,489

110

Risk Report Pillar III 2017