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

75 Deferred tax assetsarisingfrom temporarydifferences (amountbelow10% threshold,net of relatedtax liabilitywhere the conditions in Article 38 (3) aremet)

1,869

2,902

Applicable caps on the inclusionof provisionsin Tier 2

76 Credit risk adjustments included in T2 in respectof exposures subjectto standardized approach (priorto the applicationof the cap) 77 Cap on inclusion ofcredit riskadjustments in T2under standardizedapproach 78 Credit riskadjustments included in T2 in respectof exposures subjectto internal ratings-based approach (prior to the applicationof the cap) 79 Cap for inclusion ofcredit riskadjustments in T2under internal ratings-based approach Capital instruments subjecto phase-outarrangements (onlyapplicablebetweenJan. 1, 2013 and Jan. 1, 2022) 80 Currentcap on CET1 instruments subjecto phase-out arrangements 81 Amount excluded from CET1 due to cap (excess overcap afterredemptionsand maturities)

1,712

1,722

542

592 867

869

0

0

0

0

82 Currentcap on AT1 instruments ubject tophase-out arrangements

600

1,620 1,080

83 Amount excluded from AT1 due to cap (excess overcap afterredemptionsand maturities)

600

84 Currentcap on T2instrumentssubject tophase-out arrangements

42

51

85 Amount excluded from T2due tocap (excessover capafter redemptions and maturities) Note: the amountsrecordedin respectof phase-inarrangements are amountsubject to pre-CRRtreatment orCRR residual amounts.

643

1,114

TABLE 13 – ADDITIONAL TIER 1 CAPITAL ➡

12/31/2017 Basel III phased-in

12/31/2016 Basel III phased-in

in millionsof euros

Ineligible AT1 capital instrumentsubject tograndfatheringclause*

600

1,620

Holdingsof AT1 instrumentsof financialsector entities where the group hasan investmentabove the 10% threshold

(22)

(62)

Phase-inmeasures applicable toAT1 capital ADDITIONALTIER 1(AT1) CAPITAL

(130)

(254) 1,304

448

Amountafter the applicationof phase-inmeasures,i.e. 50%of perpetualsubordinatednotesoutstandingat 12/31/2017and 60%at 12/31/2016. *

56

Risk Report Pillar III 2017

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