BPCE_PILLAR_III_2017

5 CREDIT RISK

Detailed quantitative disclosures

TABLE 36 – EXPOSURES POST CONVERSION FACTOR AND POST RISK MITIGATION TECHNIQUES ➡

12/31/2017

0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1250% Other Total

in millions of euros

Central governments or central banks Regional governments or local authorities

84,352

-

-

-

484

-

227

-

-

582

- 1,869

-

-

- 87,514

1,226

-

-

- 57,295 - 4,125

- 2,537 - 1,492

- -

-

6

-

-

-

-

- 61,065

Public sector entities

11,076

-

-

- 1,813 190

-

-

-

16 18,713

Multilateraldevelopment banks

183

-

-

-

10

-

-

-

-

-

-

-

-

-

-

193

Internationalorganizations

733

-

-

-

-

-

-

-

-

-

-

-

-

-

-

733

Institutions

987 1,128

-

- 1,317 33 258

-

-

974

-

-

-

-

- 4,697

Coveredbonds

-

-

-

288 53

-

56

-

-

116

-

-

-

-

-

514

Corporates

104 61

-

- 6,603 242 13,026 120

- 52,317 3,275

-

-

-

141 75,888

Retail customers Equity exposures

- -

- -

- -

- -

- -

- -

- -

- 8,071

-

-

-

-

-

- 8,071

-

-

11

-

-

-

-

-

11

Collective investments undertakings

-

-

-

-

343

-

-

-

-

12

2

-

-

-

573 931

Other exposures

23

-

-

13 12

-

10

-

- 4,746

-

-

-

- 3,254 8,058

Claimson institutionsand corporateswith a short-term credit assessment Secured bymortgageson immovable property Items associated with particularly highrisk

-

-

-

-

10

-

351

-

-

16

5

-

-

-

-

382

-

-

-

-

- 39,851 12,792

- 2,954 314

-

-

-

-

84 55,995

- -

- -

- -

- -

- -

- -

- -

- -

-

-

8

-

-

-

-

8

Exposure atdefault

- 3155 1515

-

-

-

- 4671

TOTAL

98,685 1,189

- 302 70,254 40,126 30,749 120 11,025 64,064 4,995 1,869

-

- 4,068327,444

114

Risk Report Pillar III 2017