BPCE_PILLAR_III_2017

CREDIT RISK Detailed quantitative disclosures

12/31/2016

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

88,002

-

-

-

500

-

238

-

-

363

- 2,902

-

-

- 92,005

1,604

-

-

- 61,159 - 3,158

- 2,260 - 1,428

- -

-

9

-

-

-

-

- 65,033

Public sector entities

11,391

-

-

- 2,008 153

-

-

-

19 18,157

Multilateraldevelopment banks

949

-

-

-

11

-

-

-

-

-

-

-

-

-

-

960

Internationalorganizations

825

-

-

-

-

-

-

-

-

-

-

-

-

-

-

825

Institutions

341 370

-

- 1,807 28 287

-

-

979

1

-

-

-

- 3,813

Coveredbonds

-

-

-

80 54

-

67

-

-

195

-

-

-

-

-

395

Corporates

1,296 80

-

- 4,818 207 11,644 188

- 49,646 3,189

-

-

-

- 71,068

Retail customers Equity exposures

34

-

-

-

-

-

-

- 8,297

-

-

-

-

-

- 8,331 53 176

5

-

-

-

-

-

-

-

-

-

123

-

-

-

-

Collective investments undertakings

-

-

-

-

-

-

-

-

-

282

-

-

-

- 1,237 1,519

Other exposures

403

-

2

1 11

-

1

-

- 6,650

-

-

-

-

168 7,237

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

- 1,904

-

-

398

9

2

-

-

-

1

-

-

-

- 2,315

64

-

-

-

- 40,143 11,878

- 2,444 360

-

-

-

-

59 54,949

-

-

-

-

-

-

-

-

-

-

16

-

-

-

-

16

Exposures in default

19

-

-

-

-

-

-

-

- 3,564 1,277

-

-

-

- 4,860

TOTAL

104,928 2,354 2 81 71,916 40,387 27,807 188 10,741 64,178 4,638 2,902  -

- 1,537331,659

115

Risk Report Pillar III 2017