BPCE_PILLAR_III_2017

SUMMARY OF RISKS Key figures

2

Key figures 2.1

PHASED-IN CAPITAL RATIOS ➡

FULLY-LOADED (1) CAPITAL RATIOS ➡

18.5% 19.2%

18.5% 19.2%

0.3 3.5 16.8%

0.4 3.4 16.7%

0.1 3.8

0.1 3.7

4.0

0.4 3.9

0.4

15.4

15.3

14.2

14.1

12.9

13.0

12/31/2015 12/31/2016 12/31/2017

12/31/2015 12/31/2016 12/31/2017

T2 contribution

CET1 ratio

AT1 contribution

PHASED-IN REGULATORY CAPITAL (IN €BN) ➡

FULLY-LOADED (1) REGULATORY CAPITAL (IN €BN) ➡

74.3

74.0

72.5

72.3

65.3

65.8

0.6 14.4

1.3 15.7

0.4 14.6

1.6 15.4

13.2 1.6

13.6 1.3

22.5

19.8

19.8

21.0

22.5

21.0

CET1 59.3

CET1 55.5

CET1 59.0

CET1 55.3

CET1 50.5

CET1 50.9

36.8

31.2

34.5

34.4

36.5

30.7

12/31/2015

12/31/2016

12/31/2017

12/31/2015

12/31/2016

12/31/2017

Tier 2 Capital

Cooperative shares

Reserves

Additional Tier 1 capital

CRR/CRD IV without transitional measures; additional Tier-1 capital takes account of subordinated debt issues that have become ineligible and capped at the phase-out rate in force. (1)

15

Risk Report Pillar III 2017