BPCE_PILLAR_III_2017

5 CREDIT RISK

Detailed quantitative disclosures

12/31/2016

RWAs

Pre-credit derivatives Post-credit derivatives

in millionsof euros

Exposures underF-IRB

36,923

36,923

Central governments and central banks

609

609

Institutions

1,764

1,764

Corporates – SMEs Specialized lending Corporates – Other

13,435

13,435

8

8

21,108 117,084

21,108 99,866

Exposures under A-IRB

Central governments and central banks

434

434

Institutions

3,929 1,590 4,682

2,314 1,590 4,682

Corporates – SMEs Specialized lending Corporates – Other

45,377 15,502 20,148 11,838 11,851 43,139 1,733

29,774 15,502 20,148 11,838 11,851 43,139 1,733

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 approach

Other non credit obligation assets

8,419

8,419

TOTAL

205,565

188,347

TABLE 40 – RWA FLOW STATEMENTS OF EXPOSURES UNDER IRB ➡

RWA amount

Capital requirements

in millionsof euros

12/31/2016

183,600

14,688

Asset size

9,722 (1,976) (1,723)

778

Asset quality

 (158)  (138)

Model updates

Methodologyand policy Acquisitions anddisposals Foreign exchange movements

- -

- -

(1,915) (1,560)

 (153)  (125)

Other

12/31/2017

186,148

14,892

126

Risk Report Pillar III 2017