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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