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

56b Residual amounts deducted from Additional Tier 2 capital with regard to deduction from Tier 1 capital during the transitionalperiodpursuant toArticle 475 ofregulation (EU) No. 575/2013 o/w own capital instruments - o/w non-significant investments in the capital ofother financialsectorentities - o/w significant investments in the capital ofother financialsectorentities - 56c Amount tobe deducted from or added to Tier 2 capital with regard to additional filters and deductionsrequired pre-CRR 59a Risk weightedassets in respectof amountssubject topre-CRR treatment and transitional treatmentssubject tophase out asprescribedin regulation(EU) No. 575/2013 ( i.e. CRR residual amounts) o/w adjustmentof the 15% threshold,share comprisingsignificantCET1 investments, - items not deducted from CET1 (regulation(EU) No. 575/2013 residualamounts) o/w adjustmentof the 15% threshold,share comprisingdeferredtax assets, items not - deducted fromCET1 (regulation (EU)No. 575/2013 residualamounts) o/w items not deducted from AT1 items (regulation (EU)No. 575/2013 residual - amounts) o/w items not deducted from T2 items (regulation (EU)No. 575/2013 residualamounts) - 60 TOTALRISKWEIGHTED ASSETS 57 TOTALREGULATORYADJUSTMENTSTO TIER 2(T2) CAPITAL 58 Tier 2 (T2)capital 59 TOTALCAPITAL(TC = T1 + T2)

(2)

(12)

(2)

(12)

0

0

(1,160) 14,557 74,047

(1,380) 15,693 72,300

0

0

386,331

390,981

Capital ratios andbuffers 61 CommonEquity Tier 1 (as a percentageof total risk exposure amount)

15.3% 15.4%

14.1% 14.5% 18.5%

62 Tier 1 (asa percentageof total risk exposureamount)

63 TOTALCAPITAL(AS APERCENTAGEOF TOTALRISKEXPOSURE AMOUNT) 64 Institutionspecific buffer requirement (CET1 requirement in accordancewith Article 92 (1a) plus capital conservation and countercyclical buffer requirements,plus systemicrisk buffer, plus systemically important institution buffer expressed as a percentageof risk exposure amount)

19.2%

6,768 4,829

3,430 2,444

o/w capital conservation buffer requirement - o/w contracyclicalbuffer requirement - o/w systemicrisk buffer requirement -

65 66 67

7

9

1,932

977

67a o/w GlobalSystemicallyImportantInstitution(G-SII) or OtherSystemically Important - Institution(O-SII)buffer 68 CommonEquity Tier 1availableto meet buffers (as a percentageof risk exposure amount) 69 [not relevantin EU regulation] 70 [not relevantin EU regulation] 71 [not relevantin EU regulation] Amountsbelowthe thresholdsfor deduction(before risk weighting) 72 Direct and indirect holdingsof the capital offinancial sectorentitieswhere the institution does not have asignificant investment in those entities (amount below10% thresholdand net of eligibleshort positions) 73 Direct and indirect holdingsby the institution ofthe CET 1 instruments offinancial sector entities wherethe institution has asignificant investment in those entities(amountbelow 10% threshold and netof eligible shortpositions)

1,932

977

895

959

1,696

1,899

74 Empty set in the EU

55

Risk Report Pillar III 2017