BPCE_PILLAR_III_2017

CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Detailed quantitative disclosures

A detailedbreakdown of debtinstruments recognized as Tier

2 capital,as requiredby Commission Implementing regulationNo.

1423/2013, is published at the

following address: bpce.fr/en/Investors/Regulated-information/Regulatory-publication.

3

TABLE 17 – VALUE OF EXPOSURES AND RWA USED TO DETERMINE THE COUNTERCYCLICAL CAPITAL BUFFER (CCYB) ➡

12/31/2017

CCyB requirement specific to Groupe BPCE in millions of euros

Risk-Weighted Assets in millions of euros

Exposures i n millions of euros

CCyB rate specific to Groupe BPCE

CCyB rate

Breakdown by country

Czech Republic

0.50% 1.25% 1.50% 2.00% 0.50%

53 11

19

Iceland Norway Sweden Slovakia

3

449 377

157 148

42

20

Other countrieswith a0% riskweight

751,205 752,137

305,936 306,282

TOTAL

0.0018%

7

59

Risk Report Pillar III 2017