BPCE_PILLAR_III_2017

3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Regulatory capital requirements and risk-weighted assets

TABLE 8 – RWA BY TYPE OF RISK AND BY BUSINESS LINE ➡

Groupe BPCE redefined its business lines in the TEC 2020 strategic plan announced on November business lines:Retail Banking and Insurance, Asset & WealthManagement,and Corporate & Investment Banking. The segment reporting informationof Groupe BPCEhas been restated accordingly for previous reporting periods.

29, 2017. The Group now has three core

Basel III phased-in

Credit risk (1)

CVA Market risks

Operational risk

Total

in millions of euros

December 31, 2016 December 31,2017 December 31,2016 December 31,2017 December 31,2016 December 31,2017 December 31,2016 December 31,2017 December 31,2016

243,704 1,014

1,094

26,696 272,508 26,266 278,458

250,837 13,747

393

962

Retail Banking and Insurance (2)

1 0

-

4,026 4,424 6,171 6,866

17,774 11,359 65,686 58,535 35,013 37,979

6,935

0

Asset & Wealth Management (2)

46,977 3,539 42,930 1,162

8,999 7,577 2,112 2,161

Corporate &InvestmentBanking

31,724 35,026

401 293

776 499

Other

336,152 4,955

12,205

37,669 390,981

TOTALRISK-WEIGHTED ASSETS DECEMBER 31,2017

335,728 1,848

10,700

38,055

386,331

Includingsettlement/deliveryrisk. (1) Segmentreportinginformationwas modifiedas of March 31,2017,with the creationof the RetailBankingand Insurancedivision,which includesthe BanquePopulaireand Caissed’Epargneretail (2) bankingnetworks,the SpecializedFinancialServicesdivisionof Natixisand the OtherNetworks(CréditFoncier,BanquePalatine,and BPCE International);the above figuresare estimates,equal to the sum of the formerCBA and SFS divisions.Additionally,as of December 31,2017, in line with the presentationof the businesslinesunder the new strategicplan “TEC2020”,the Natixis insurance businesslines (life insurance,providentinsurance,paymentprotectioninsuranceand non-life insurance),previouslyincludedin the InvestmentSolutionsdivision,are now part of the RetailBanking& Insurancedivision.The InvestmentSolutionsdivision is now the Asset& WealthManagementdivision.

38

Risk Report Pillar III 2017