BPCE_PILLAR_III_2017

SECURITIZATION TRANSACTIONS Quantitative disclosures

Quantitative disclosures 7.3

Breakdown of exposures and risk-weighted assets

TABLE 52 – BREAKDOWN OF EXPOSURES BY TYPE OF SECURITIZATION ➡

12/31/2017

12/31/2016

Outstandings

EAD

Outstandings

EAD

in millions of euros Bankingbook

15,710 13,388

14,180 11,984

18,563 16,865

18,443 16,833

Conventionalsecuritization Syntheticsecuritization

2,322

2,195

1,698

1,610

Trading book

663

663

248

248

TOTAL

16,373

14,843

18,811

18,690

Note:exposuresbeforeguarantees. TABLE 53 – BREAKDOWN OF EAD AND RWA BY TYPE OF PORTFOLIO ➡

12/31/2017

12/31/2016

Change

7

EAD

RWA 

EAD

RWA

EAD

RWA

in millions of euros Bankingbook

14,180

5,310 3,485

18,443 12,102

9,604 8,743

(4,263) (5,054)

(4,294) (5,258)

Investor

7,048 2,421 4,711

Originator Sponsor

324

1,787 4,554

192 669

634 157 415 415

132 832 180 180

1,501

Trading book

663 663

259 259

248 248

79 79

Investor Sponsor TOTAL

0

0

0

0

(0)

(0)

14,843

5,569

18,691

9,683

(3,848)

(4,114)

Note:exposuresbeforeguarantees.

147

Risk Report Pillar III 2017