BPCE_PILLAR_III_2017

CREDIT RISK Detailed quantitative disclosures

Generalquantitative disclosures on credit risk

TABLE 27 – TOTAL AND AVERAGE NET AMOUNT OF EXPOSURES ➡

12/31/2017

2017

12/31/2016

Net exposures

Average

Net exposures

in millions of euros

Central governmentsor centralbanks

131,992 13,032 180,985 349,772 13,498 689,279 74,586 53,352 21,810

130,205 12,628 177,597 343,820 13,687 677,937 76,169 53,927 22,441

117,476 14,086 178,859 327,391 12,798 650,609 79,247 57,648 21,297

Institutions Corporates

Retail customers Equity exposures

Total IRB approach

5

Central governmentsor centralbanks Regionalgovernmentor local authorities

Public sectorentities

Multilateraldevelopment banks International organizations

192 733

178 728

932 825

Institutions Corporates

4,748

4,385

4,055

98,085 19,972 69,892

94,564 19,970 69,147

90,179 19,870 68,390

Retail customers

Secured bymortgageson immovableproperty

Exposureat default

5,879

5,990

6,120

Items associatedwith particularly highrisk

8

14

16

Covered bonds

514 381 931

447 812

395

Claimson institutionsand corporateswith ashort-termcredit assessment

2,306 1,519

Collective investment undertakings

1,086

Equity exposures Other exposures

11

190

176

8,059

7,987

7,237

Total standardized approach

359,152

358,035

360,213

TOTAL 1,010,822 Note: net exposures are presentedaccording tothe model recommended by the EBA in its finalreport datedDecember 14,2016, i.e.excluding counterparty risk, CVA and risk associated with the contribution to thecentral counterpartydefault fund. 1,048,431 1,035,972

95

Risk Report Pillar III 2017

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