BPCE_PILLAR_III_2017

CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Detailed quantitative disclosures

12/31/2017

12/31/2016

Phased-in amount

Phase-in measures

Phased-in amount

Phase-in measures

in millions of euros

3

22 Amount exceeding the15% threshold(negativeamount)

23 o/w direct and indirectholdings bythe institutionof the CET1 instrumentsof financial - sectorentitieswhere the institutionhas a significant investment in those entities

0

0

24 Empty set in theEU 25

o/w deferredtax assetsarising fromtemporarydifferences - 25a Losses for thecurrent financialyear (negativeamount) 25b Foreseeable tax charges relating to CET1 items (negativeamount)

0 0

0 0

26 Regulatory adjustmentsappliedto CommonEquity Tier 1 in respectof amountssubject to pre-CRR treatment 26a Regulatory adjustments relating tounrealized gainsand losses pursuanto Articles 467 and 468

(460)

(829)

o/w filter for unrealized loss - o/w filter for unrealizedgain -

0

0

(460)

(829)

26b Amount tobe deducted from or added to CommonEquityTier 1 capitalwith regard to additionalfilters and deductions required pre-CRR 27 Qualifying AT1 deductions that exceedthe AT1 capitalof the institution (negativeamount) 28 TOTALREGULATORYADJUSTMENTSTO COMMONEQUITYTIER 1(CET1)

0

0 0

0

(7,051)

(7,204) 55,303

29 Common EquityTier 1 (CET1)capital

59,042

AdditionalTier 1 (AT1)capital: instruments 30 Capital instruments and the relatedsharepremium accounts

0

0

o/w classifiedas equity underapplicableaccounting standards - o/w classifiedas liabilities underapplicableaccounting standards -

31 32

33 Amount ofqualifyingitems referredto in Article 484(4) and therelatedshare premium accounts subject to phase out fromAT1

600

1,620

Public sectorcapital injectionsgrandfathered untilJanuary 1,2018

0

0

34 Qualifying Tier 1 capital included in consolidated AT1 capital (includingminority interests not included in row 5) issued by subsidiaries and heldby thirdparties

0

0

35 o/w instruments issuedby subsidiariessubjectto phaseout - 36 AdditionalTier 1 (AT1)capital before regulatory adjustments

600

1,620

AdditionalTier 1 (AT1)capital: regulatoryadjustments 37 Direct and indirect holdingsby an institution ofown AT1 instruments (negative amount) 38 Direct, indirect and synthetic holdings ofthe AT1 instruments of inancial sectorentities where thoseentitieshave reciprocalcross holdings with theinstitutiondesigned toinflate artificially the own funds of the institution(negativeamount) 39 Direct, indirect and synthetic holdings bythe institutionof the AT1 instrumentsof financial sectorentitieswhere the institutiondoes not have asignificantinvestment in those entities (amountabove the 10% thresholdand net of eligibleshort positions)(negativeamount) 40 Direct, indirect and synthetic holdings bythe institutionof the AT1 instrumentsof financial sectorentitieswhere the institutionhas a significant investment in those entities (amount above the 10% thresholdnet of eligibleshort positions) (negativeamount) 41 Regulatory adjustments appliedto AdditionalTier 1 in respectof amountssubject to pre-CRR treatmentand transitional treatmentssubjectto phase out asprescribed in regulation (EU) No. 575/2013 ( i.e. CRR residualamounts) 41a Residual amounts deducted from Additional Tier 1 capital with regard to deduction from CommonEquityTier 1 capitalduring thetransitionalperiodpursuantto Article 472 of regulation(EU) No. 575/2013

0

0

0

0

0

0

(22)

(22)

(62)

(40)

0

0

o/w own capital instruments -

53

Risk Report Pillar III 2017