BPCE_PILLAR_III_2017

7 SECURITIZATION TRANSACTIONS

REGULATORY FRAMEWORK AND 7.1 ACCOUNTING METHODS

QUANTITATIVE DISCLOSURES 7.3

147

144

Breakdown of exposures and risk-weighted assets

147 148

Regulatory framework Accounting methods

144 144 145

Breakdown by rating

Terminology

DETAILED QUANTITATIVE DISCLOSURES 7.4 150 Banking book 150 Trading book 154

MANAGEMENT OF SECURITIZATION AT 7.2 GROUPE BPCE

146

Management of securitization at Groupe BPCE

146

143

Risk Report Pillar III 2017