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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