BPCE_PILLAR_III_2017
CREDIT RISK Detailed quantitative disclosures
TABLE 39 – EFFECT ON RWA OF CREDIT DERIVATIVES ➡
12/31/2017 RWAs Pre-credit derivatives Post-credit derivatives
in millions of euros
Exposures underF-IRB
43,182
43,182
Central governments and central banks
551
551
Institutions
1,571
1,571
Corporates – SMEs Specialized lending Corporates – Other
16,111
16,111
12
12
24,936 111,373
24,936 94,978
5
Exposures under A-IRB
Central governments and central banks
398
398
Institutions
1,964 2,143 4,423
1,964 2,143 4,423
Corporates – SMEs Specialized lending Corporates – Other
42,675 15,669 18,307 11,943 12,313 44,052 1,538
26,279 15,669 18,307 11,943 12,313 44,052 1,538
Retail customers – Secured by real estate SMEs Retail customers – Secured by real estate non-SMEs Retail customers – Qualifying revolving exposures
Retail customers – SMEs
Retail customers – other exposures
Equity – IRB
Other non credit obligation assets
8,175
8,175
TOTAL
206,782
190,387
125
Risk Report Pillar III 2017
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