BPCE_REGISTRATION_DOCUMENT_2017
3 RISK REPORT
GENERAL STRUCTURE OF GROUPE 3.1 BPCE’S INTERNAL CONTROL SYSTEM 112 Participants in the control system 3.1.1 112 Permanent and periodic control departments 3.1.2 113 Structure of Groupe BPCE’s internal control 3.1.3 system 113
MARKET RISKS 3.8
177
3.8.1 3.8.2 3.8.3 3.8.4
Market risk policy
177 177 178 180
Market risk management
Market risk measurement methods
Quantitative disclosures
LIQUIDITY, INTEREST RATE AND 3.9 FOREIGN EXCHANGE RISKS
SUMMARY OF RISKS 3.2
117
183
3.2.1 3.2.2 3.2.3 3.2.4
Key figures
118 120 121 122
3.9.1 3.9.2 3.9.3 3.9.4 3.9.5
Governance and structure
183 183 185 188 189
Regulatory changes
Liquidity risk management policy
Main risks and emerging risks
Quantitative disclosures
Risks factors
Management of structural interest rate risk Managing structural foreign exchange risk
CAPITAL MANAGEMENT AND CAPITAL 3.3 ADEQUACY
130
LEGAL RISKS 3.10
190
3.3.1 3.3.2 3.3.3 3.3.4
Regulatory framework Scope of application
130 132 134
Legal and arbitration proceedings – BPCE 3.10.1 Legal and arbitration proceedings – Natixis 3.10.2
190 190 193
Composition of regulatory capital Regulatory capital requirements and
Dependency 3.10.3
risk-weighted assets
136 138
NON-COMPLIANCE RISKS, SECURITY 3.11 AND OPERATIONAL RISKS
3.3.5
Management of capital adequacy
194
Banking compliance and customer protection 3.11.1
194 195
GOVERNANCE AND RISK MANAGEMENT 3.4 SYSTEM
Investment services compliance 3.11.2
142
French Banking Separation and Regulation Act 3.11.3 (SRAB)
3.4.1 3.4.2 3.4.3
Governance of risk management
142 147 150
196 197 198 199 201 204 205
Groupe BPCE’s risk management system
Financial security 3.11.4 Business continuity 3.11.5 IT System Security (ISS) 3.11.6
Recovery Plan
CREDIT RISK 3.5
151
Operational risks 3.11.7 Insurance risks 3.11.8
3.5.1 3.5.2 3.5.3 3.5.4
Organization of credit risk management Internal ratings and risk measurements
151 157 163 165
Technical insurance risks 3.11.9
Credit risk mitigation techniques
CLIMATE RISKS 3.12
209
Quantitative disclosures
Organization 3.12.1
209 209
COUNTERPARTY RISK 3.6
169
Activities in 2017 and strategic guidelines 3.12.2
3.6.1 3.6.2
Counterparty risk management
169 170
Quantitative disclosures
SECURITIZATION TRANSACTIONS 3.7
172
3.7.1
Regulatory framework and accounting
methods
172 173 174
3.7.2 3.7.3
Management of securitization at Groupe BPCE
Quantitative disclosures
111
Registration document 2017
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