BPCE_PILLAR_III_2017

CREDIT RISK Detailed quantitative disclosures

12/31/2016

European Instit- utions

Europe (excl. France)

o/w Nether- lands

North & South America

o/w the United States

Africaand theMiddle

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

o/wUnited Kingdom

France 

Asia

East Oceania

Total

in millions of euros Central governments or centralbanks

27,696 53,537 7,185 1,008 1,310 1,039 440 137 26,574 25,914 1,161 1,323

1 117,476

Institutions Corporates

4,749

- 2,357 332 203 477 213 316 2,195 2,011 3,062 1,639 - 36,718 6,861 4,764 3,035 3,348 4,041 26,497 19,648 9,639 8,464 2,103 178,859 83 14,086

95,438

Retail customers Equity exposures

327,379 11,523

-

12

1

1

1

-

-

-

-

-

-

- 327,391

0 734 9 12,798 Total IRB approach 466,785 53,537 47,005 8,215 6,288 4,554 4,000 4,566 55,567 47,812 13,900 11,619 2,196 650,609 Central governments or centralbanks 68,175 2,887 7,194 45 3,878 921 336 - 149 149 612 230 - 79,247 Regional government or localauthorities 49,829 - 3,042 152 1,504 503 - - 2,529 2,280 2,236 12 - 57,648 Public sector entities 20,858 - 319 45 - 5 186 - 48 0 - 72 0 21,297 Multilateral development banks 47 489 45 - - - - - 271 - 44 36 - 932 13 10 1 0 72 301 238 38 192

5

International organizations Institutions Corporates

1

824

-

-

-

-

-

-

-

-

-

-

-

825

1,995

-

1,425

400

24

7

-

122

437

188

41

156

0 4,055

82,566

- 3,326 406 417 202 204 316 1,977 1,484 401 1,892

16 90,179

Retail customers

18,570

-

672

-

2

2

2

-

0

-

-

629

- 19,870

Secured bymortgages on immovable property 67,589

-

780

9

1

133

0

-

0

-

0

21

- 68,390

Exposures in default Items associated with particularlyhighrisk

5,677

-

170

1

4

41

-

2

13

10

-

259

-

6,120

10

-

-

-

-

-

-

-

-

-

-

6

-

16

Coveredbonds

101

-

54

-

-

54

-

-

-

-

-

241

-

395

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

743

-

862

-

-

92

-

750

282

282

419

-

-

2,306

918

-

588

-

357

-

-

8

13

-

-

-

-

1,519

71

-

6

-

-

-

-

-

3

3

-

96

-

176

Other exposures

7,237

7,237

Total standardized approach

324,386 4,201 18,482 1,058 6,187 1,959 728 1,198 5,723 4,395 3,753 3,651

17 360,213

TOTAL

791,171 57,737 65,488 9,273 12,475 6,513 4,728 5,764 61,290 52,207 17,653 15,269 2,2131,010,822

97

Risk Report Pillar III 2017