BPCE_PILLAR_III_2017

CREDIT RISK Detailed quantitative disclosures

12/31/2016

Exposures secured by financial guarantees

Exposures secured by credit derivatives

Exposures secured by collateral

Unsecured exposures 117,053

o/w secured amount

o/w secured amount

o/w secured amount

in millions of euros

Central governmentsor centralbanks

390 538

390 538

34 32

34 32

Institutions Corporates

13,392

124

124

129,795 40,695 40,695 95,956 227,746 215,792

6,992 3,689

6,992 2,435

1,377

1,377

Retail customers Equity exposures

12,798

-

-

-

-

Total IRB approach

368,994 269,369 257,415 10,746

9,493

1,501

1,501

Central governmentsor centralbanks Regionalgovernmentor local authorities

79,247 54,378 18,650

-

-

- -

- -

3,271 2,620

3,271 2,620

5

Public sectorentities

27

27

Multilateraldevelopment banks International organizations

932 825

- -

- -

- -

- -

Institutions Corporates

3,331

716

716

7

7

77,964 10,610 10,610

1,605

1,605

Retail customers

19,093

659

488

118

30

Secured bymortgageson immovableproperty

3,660 64,729 62,124

0

0

Exposures in default

2,604

3,496

3,239

20

19

Items associatedwith particularly highrisk

16

- -

- -

- -

- -

Covered bonds

395

Claimson institutionsand corporates with a short-term credit assessment Collectiveinvestment undertakings

2,306 1,519

- - -

- - -

- - -

- - -

Equity exposures Other exposures

176

7,237

Total standardized approach

272,334 86,102 83,068

1,777

1,688

TOTAL

641,328 355,470 340,483 12,524 11,181

1,501

1,501

111

Risk Report Pillar III 2017