BPCE_PILLAR_III_2017

COUNTERPARTY RISK Detailed quantitative disclosures

Total at 12/31/2016

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 local authorities

117

-

-

-

-

-

-

-

-

-

-

-

-

-

-

117

119

-

-

-

458

-

-

-

-

-

-

-

-

-

-

577

Public sector entities 170 Multilateral development banks 1,076

-

-

-

350

-

3

-

-

39

-

-

-

-

-

562

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1,076

International organizations

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Institutions

496 14,731 1,289

-

599

-

549

-

-

10

-

-

-

-

-

17,674

Coveredbonds

- - - -

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Corporates (1)

136

-

-

47

-

72

-

-

423

26

-

-

-

-

704

Retail customers Equity exposures Collective investment undertakings Claimson institutions and corporates with a short-termcredit assessment Exposures secured by mortgages on immovable property Items associated with particularlyhighrisk Exposure atdefault Other exposures

- -

- -

- -

- -

- -

- -

- -

3

- -

- -

- -

- -

- -

- -

3

-

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

6

-

-

-

-

133

-

29

-

-

-

-

-

-

-

-

162

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

-

- -

- -

- -

- -

-

6

6

TOTAL

1,979 14,867 1,289

- 1,586

- 653

-

3 473

32

-

-

-

-

20,881

137

Risk Report Pillar III 2017