BPCE_PILLAR_III_2017

7 SECURITIZATION TRANSACTIONS Detailed quantitative disclosures

Detailed quantitative disclosures 7.4

Banking book

TABLE 56 – SECURITIZATION EXPOSURES (EAD) ➡

12/31/2017

Originator

Sponsor

Investor

Conventional

Synthetic Sub-total

Conventional

Synthetic Sub-total

Conventional

Synthetic Sub-total

in millions of euros Retail (total) o/w

44 40

- - - - -

44 40

1,134

- 1,134

6,033 3,850 2,183

- 6,033 - 3,850 - 2,183

RMBS

1

-

1

Consumer ABS

4

4

1,133

- 1,133

Other ABS

- -

- -

- -

- -

- -

- -

Re-securitization

Wholesale(total)o/w

181

2,195 2,377 1,202 1,202

3,577

- 3,577

1,015

- 1,015

Corporate loans

-

- -

- -

2

- - - - -

2

CMBS

140

-

140

34

34

CDO/CLO

1

993 995

1,734 1,843

- 1,734 - 1,843

920

920

Other wholesale Re-securitization

40

- -

40

56

56

-

-

-

-

2

2

12/31/2016

Originator

Sponsor

Investor

Conventional

Synthetic Sub-total

Conventional

Synthetic Sub-total

Conventional

Synthetic Sub-total

in millions of euros 

Retail (total)… ofwhich

148 148

- - - - -

148 148

1,098

- 1,098

8,608 5,668 2,941

- 8,608

RMBS

1

1

5,668 2,941

Consumer ABS

- - -

- - -

1,096

1,096

Other ABS

- -

- -

Re-securitization

Wholesale(total)o/w

29

1,610 1,639 1,610 1,610

3,457

- 3,457

1,652

- 1,652

Corporate loans

-

190

190

33 29

33 29

CMBS

29

- - - -

29

-

-

CDO/CLO

- - -

- - -

1,566 1,702

1,566 1,702

1,497

1,497

Other wholesale Re-securitization

39 54

39 54

-

-

150

Risk Report Pillar III 2017