BPCE_PILLAR_III_2017

9 LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS Quantitative disclosures

Customer loan-to-deposit ratio

The Group’s customer loan/depositratio (1) was 120%at December31, 2017 (compared to 120% at December

31, 2016).

TABLE 79 – SOURCES AND USES OF FUNDS BY MATURITY ➡

Less than 1 month 1 to 3 months

3 months to 1 year

No fixed maturity

Total at 12/31/2017

1 to 5 years Over 5 years

in millionsof euros

Cash andamountsdue from central banks Financialassetsat fair value throughprofit or loss – tradingbook Financialassetsat fair value throughprofit or loss – fair value option Available-for-salefinancial assets Loans and receivablesdue from credit institutions Loans and receivablesdue from customers Revaluation differenceson interestrate risk-hedged portfolios Held-to-maturity financial assets Financial assetsby maturity Amount due tocentralbanks Financialliabilities atfair value through profit or loss– trading book Financialliabilities atfair value through profit or loss– fair value option Hedgingderivatives

94,696

6

-

-

-

-

94,702

-

-

-

-

-

104,665 104,665

12,506

9,875

7,272

4,953

7,718

22,779

65,103

-

-

-

-

-

9,809

9,809

2,866

2,095

7,773

33,687

36,173

22,075 104,669

69,500

12,604

3,757

2,996

851

2,353

92,061

72,293

32,036

52,771 196,646 316,987

22,395 693,128

-

-

-

-

-

5,805

5,805 7,834

145

122

750

3,353

3,464

0

252,006

56,738

72,323 241,635 365,193 189,881 1,177,776

-

-

-

-

-

-

-

-

-

-

-

-

74,660

74,660

22,362

11,415

2,247

7,313

14,363

3,557

61,257

Hedgingderivatives

-

-

-

-

-

14,725

14,725

Amounts dueto credit institutions

27,527 447,660

9,080

6,894

34,461 52,832

13,719 19,004

464

92,145

Amounts dueto customers

20,987

28,334

1,062 569,879

Subordinated debt

409

24

197

589

15,670

521

17,410

Debt securities

20,303

26,054

50,286

61,544

53,758

5,012 216,957

Revaluation differenceson interestrate risk-hedged portfolios Financial liabilitiesby maturity Loan commitmentsgiven to credit institutions Loan commitmentsgiven to customers

-

-

-

-

-

367

367

518,261

67,560

87,958 156,739 116,514 100,368 1,047,400

549

23

128

532

-

1

1,233

28,511

5,907 5,930

15,141 15,269

46,773 47,305

18,126 18,126

1,454 115,912 1,455 117,145

TOTALLOANCOMMITMENTS GIVEN 29,060 Guaranteecommitments given to credit institutions Guaranteecommitments given to customers TOTALGUARANTEECOMMITMENTS GIVEN Note: accountingbalancesheetby contractual maturity date.

333

507

715

613

3,975

713

6,856

3,092

3,025

5,503

14,136

7,019

5,375

38,150

3,425

3,532

6,218

14,749

10,994

6,088

45,006

Financial instrumentsmarkedto market on the incomestatementand held in the trading book, variable-incomeavailable-for-salefinancial assets, non-performingloans, hedgingderivativesand remeasurement adjustmentson interest rate risk-hedgedportfolios are placed in the “No fixed maturity”column. Thesefinancial instruments are:

either held for saleor redeemedprior to their contractual maturity; ● or held for sale or redeemedat an indeterminabledate (particularly ● where they have nocontractual maturity); or measured on the balance sheet for an amount impacted by ● revaluation effects.

Excluding SCF (Compagnie de Financement Foncier, the Group’s “société de crédit foncier”, a French covered bond issuer). (1)

174

Risk Report Pillar III 2017