BPCE_PILLAR_III_2017
6 COUNTERPARTY RISK
Detailed quantitative disclosures
TABLE 48 – STANDARDIZED APPROACH – CCR EXPOSURES BY REGULATORY PORTFOLIO AND RISK ➡
Total at 12/31/2017
0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1,250% Other
in millionsof euros
Central governments or central banks Regional governments or localauthorities
46
-
-
-
-
-
-
-
-
-
-
-
-
-
-
46
96
-
-
-
281 455
-
-
-
-
-
-
-
-
-
-
377
Public sector entities 38
-
-
-
-
1
-
-
27
7
-
-
-
-
528
Multilateral development banks
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
International organizations
137
-
-
-
-
-
-
-
-
-
-
-
-
-
-
137
Institutions
2 18,884 -
-
350
-
398
-
-
-
-
-
-
-
-
19,634
Coveredbonds
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates (1)
32
-
-
-
33
-
168
-
-
386
23
-
-
-
-
641
Retail customers Equity exposures Collective investment undertakings Claimson institutions and corporates with a short-termcredit assessment Exposures secured by mortgageson immovable property Items associated with particularlyhighrisk Exposure atdefault Other exposures
- -
- -
- -
- -
- -
- -
- -
- -
2
- -
- -
- -
- -
- -
- -
2
-
-
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
-
-
-
-
22
-
210
-
-
33
-
-
-
-
-
265
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
- -
- -
- -
- -
- -
- -
- -
- -
-
-
- -
- -
- -
- -
-
1
4
5
TOTAL
351 18,884 -
- 1,140
- 777
-
2 446
34
-
-
-
-
21,634
136
Risk Report Pillar III 2017
Made with FlippingBook - Online magazine maker