BPCE_PILLAR_III_2017

5 CREDIT RISK

Detailed quantitative disclosures

TABLE 28 – GEOGRAPHIC BREAKDOWN OF EXPOSURES ➡

12/31/2017

European Instit- utions

Europe (excl. France)

o/w Nether- lands

o/w United Kingdom

North & South America

o/w United States

Africa and the Middle

o/w Germany o/w Italy o/w Spain

France

Asia

East Oceania Total

in millions of euros Central governments or centralbanks

30,704 79,161 6,861 1,011 894 1,446 442 151 12,211 11,576 1,565 1,467

23 131,992

Institutions Corporates

3,931

2,812 525

63 310 283 476 2,089 1,745 3,103 1,009

87 13,032

100,989

36,544 7,348 5,092 2,820 2,992 4,115 23,841 18,035 9,409 8,600 1,602 180,985

Retail customers Equity exposures

349,759 11,880

13

1

1

1

349,772

804 9 13,498 Total IRB approach 497,263 79,161 47,034 8,928 6,062 4,577 3,724 4,830 38,656 31,831 14,081 11,362 1,721 689,279 Central governments or centralbanks 64,322 1,088 7,568 49 3,816 1,163 297 174 130 820 595 20 74,586 Regional government or localauthorities 47,088 2,724 157 1,373 443 1,777 1,739 1,755 8 53,352 Public sector entities 21,497 144 45 6 43 0 126 21,810 Multilateral development banks 60 132 192 44 12 1 7 88 516 475 3 286

International organizations Institutions Corporates

6

727

733

2,101

1,746 578

41

24

8 200 425 349 228 210

37 4,748 99 98,085

89,087

4,208 358 248 178 409 392 1,788 1,149 350 2,551

Retail customers

18,683

432

2

6

2

1

13

7

4 109 650

91 19,972

Secured bymortgages on immovable property 67,920

1,962

9

17

141

2

0

9

69,892

Exposure atdefault Items associated with particularlyhighrisk

5,418

150

1

1

38

1

2

-

11

298

1 5,879

1

8

8

Coveredbonds

288

53

53

172

514

Claimson institutions and corporates with a short-termcredit assessment Collective investment undertakings Equity exposures

2

19

7

5

353

381

561

370

343

931

11

11

Other exposures

7,103

622

90

24

18

400 297 294

18

18

2 8,059

Total standardized approach

324,148 1,947 19,999 1,288 5,870 2,067 717 1,006 4,519 3,671 3,644 4,645 250 359,152 821,411 81,109 67,032 10,216 11,932 6,644 4,441 5,836 43,175 35,502 17,725 16,007 1,9711,048,431

TOTAL

96

Risk Report Pillar III 2017