BPCE_PILLAR_III_2017
9 LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS
GOVERNANCE AND STRUCTURE 9.1
170
MANAGING STRUCTURAL FOREIGN 9.5 EXCHANGE RISK Foreign exchange risk oversight and management system
177
LIQUIDITY RISK MANAGEMENT POLICY 9.2
171
177 177
Objectives and policies Operational management
171 171
Quantitative disclosures
DETAILED QUANTITATIVE DISCLOSURES 9.6 ON LIQUIDITY RISK
178
QUANTITATIVE DISCLOSURES 9.3
173
Groupe BPCE cash balance sheet
178
Customer loan-to-deposit ratio
174 175
Funding strategy and conditions in 2017
MANAGEMENT OF STRUCTURAL 9.4 INTEREST RATE RISK
176
Objectives and policies 176 Interest rate risk oversight and management system 176 Quantitative disclosures 176
169
Risk Report Pillar III 2017
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