BPCE_PILLAR_III_2017

COUNTERPARTY RISK Quantitative disclosures

TABLE 45 – COUNTERPARTY RISK RELATED TO DERIVATIVE AND REPURCHASE AGREEMENT EXPOSURES ➡

12/31/2017

12/31/2016

Standardized

IRB

Total

Standardized

IRB

Total

in millions of euros

Derivatives Central banks and othersovereignexposures

-

342

342

-

335

335

Central administrations

8

1,335

1,343

1,046 1,160

589

1,635

Public sectorand similar entities

827

146

973

59

1,218

Financialinstitutions

17,518

6,141 7,524

23,659

14,468

8,187

22,655

Corporates

401

7,926

634

9,285

9,919

Retail customers

4 0

3

7

9

3

12

Securitization

1,489

1,489

426

2,091

2,517

TOTAL

18,759

16,980

35,739

17,743

20,549

38,291

Repurchase agreements Central banks and othersovereignexposures

-

3,743

3,743

-

2,525

2,525

Central administrations

130

810

940

35 22

626

661

Public sectorand similar entities

77

-

77

9

31

Financialinstitutions

3,875 3,051

14,024

17,900 10,072

2,846

9,647

12,493

6

Corporates

7,021

165

6,988

7,153

Retail customers Securitization TOTAL

7,133

25,599

32,732

3,068

19,794

22,863

133

Risk Report Pillar III 2017