BPCE_PILLAR_III_2017

CREDIT RISK Quantitative disclosures

GEOGRAPHIC BREAKDOWN OF GROSS EXPOSURES

12/31/2017 ➡

Institutions

Central administrations /Central banks and other sovereign exposures

Corporates

Africa and the Middle East 1%

Africa and the Middle East 4%

Africa and the Middle East 1%

Asia/Oceania 5%

Asia/Oceania 1%

Asia/Oceania 4%

North & South America 6%

North & South America 9%

North & South America 10%

Europe (excl. France) 15%

France 45%

France 67%

Europe (excl. France) 15%

France 69%

Europe (excl. France) 46%

5

12/31/2016 ➡ Institutions

Central administrations /Central banks and other sovereign exposures

Corporates

Africa and the Middle East 2%

Africa and the Middle East 1%

Africa and the Middle East 4%

Asia/Oceania 5%

Asia/Oceania 1%

Asia/Oceania 4%

North & South America 14%

North & South America 10%

North & South America 11%

Europe (excl. France) 15%

France 48%

France 66%

Europe (excl. France) 15%

France 68%

Europe (excl. France) 36%

Gross exposures arevery predominantly located inEurope, especiallyin France, for all asset classes (67%of corporates).

CONCENTRATION

TABLE 21 – CONCENTRATION BY BORROWER ➡

12/31/2017

12/31/2016

Breakdown Gross amounts relative to total large risks (1)

Breakdown Gross amounts relative to total large risks (1)

Weight relative to capital Gross amounts/capital (2)

Weight relative to capital Gross amounts/capital (2)

Concentration by borrower

No. 1 borrower Top 10 borrowers Top 50 borrowers Top 100borrowers

4.2%

8.6%

3.5%

7.8%

21.5% 55.7% 76.3%

43.9% 113.8% 155.9%

19.4% 53.4% 74.5%

43.6% 120.3% 167.9%

Total large risksexcludingGroupeBPCEsovereignexposures(€151.4billionat 12/31/2017). (1) GroupeBPCEregulatorycapital (Corep line 11 CA4 at 12/31/2017):€74 billion. (2)

The percentage of the Top 100 borrowersclimbed slightly in2017 and did not showany particularconcentration.

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Risk Report Pillar III 2017