BPCE_PILLAR_III_2017

3 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

o/w non-significant investments in the capital ofother financialsectorentities - o/w significant investments in the capital ofother financialsectorentities - 41b Residual amounts deducted from Additional Tier 1 capital with regard to deduction from Tier 2 capital during the transitionalperiodpursuant toArticle 475 ofregulation (EU) No. 575/2013

(131)

(254)

o/w own capital instruments -

(8)

0

o/w non-significant investments in the capital ofother financialsectorentities - o/w significant investments in the capital ofother financialsectorentities -

(122)

(254)

41c Amount tobe deducted from or added to AdditionalTier 1 capitalwith regardto additional filters and deductions required pre-CRR 42 Qualifying T2deductions thatexceedthe T2 capital ofthe institution(negativeamount) 43 TOTALREGULATORYADJUSTMENTSTO ADDITIONALTIER 1(AT1)CAPITAL

0 0

0 0

(153)

(316) 1,304

44 AdditionalTier 1 (AT1)capital 45 Tier 1 capital (T1= CET1+ AT1)

448

59,490

56,607

Tier 2 (T2)capital: instruments and provisions 46 Capital instruments and the relatedsharepremium accounts

15,132

16,430

47 Amount ofqualifyingitems referredto in Article 484(5) and therelatedshare premium accounts subject to phase out fromT2

42

51

Public sectorcapital injectionsgrandfathered untilJanuary 1,2018

0

0

48 Qualifying own funds instruments includedin consolidated T2 capital (including minority interests and AT1 instruments notincluded in rows5 or 34) issuedby subsidiaries and held by thirdparties

0

0

o/w instruments issuedby subsidiariessubjectto phaseout -

49

50 Credit riskadjustments

542

592

51 Tier 2 (T2)capitalbefore regulatory adjustments

15,717

17,073

Tier 2 (T2)capital: regulatory adjustments

52 Direct and indirect holdingsby an institution ofown T2 instrumentsand subordinated loans (negativeamount) 53 Holdingsof the T2 instrumentsand subordinated loans ofinancialsector entities where those entities have reciprocal cross holdings with theinstitutiondesigned toinflate artificially the own funds of the institution(negativeamount) 54 Direct and indirect holdingsof the T2 instrumentsand subordinated loans ofinancial sectorentitieswhere the institutiondoes not have asignificantinvestment in those entities (amountabove10% thresholdand netof eligibleshort positions) (negativeamount) 54a o/w new holdings not subject totransitionalarrangements - 54b o/w holdingsexistingbeforeJanuary 1,2013 and subjectto transitionalarrangements - 55 Direct and indirect holdingsby the institution ofthe T2 instruments and subordinated loans of financial sectorentitieswhere the institutionhas a significant investment in those entities (net of eligible shortpositions) (negativeamount) 56 Regulatory adjustmentsappliedto Tier 2 in respectof amounts subjectto pre-CRR treatment and transitional treatments subjectto phase out asprescribed in regulation (EU) No. 575/2013 ( i.e. CRR residualamounts) 56a Residual amounts deducted from Tier 2 capital with regard to deductionfrom Common Equity Tier 1 capital during the transitionalperiodpursuantto Article 472of regulation(EU) No. 575/2013

(75)

(302)

0

0

0

0

(1,083)

(1,245)

(1,066)

(1,346)

0

0

0

0

o/w own capital instruments - o/w non-significant investments in the capital ofother financialsectorentities - o/w significant investments in the capital ofother financialsectorentities -

54

Risk Report Pillar III 2017

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