BPCE_REGISTRATION_DOCUMENT_2017

RISK REPORT Summary of risks

CAPITAL REQUIREMENT / SREP 2017 (AS A%) ➡

19.20%

Total surplus of 707bps

3.80% 0.10%

Tier 2

Tier-2 surplus of 178bps

Additional Tier 1

12.13%

CET1 surplus of 529bps

1.88% 0.75% 1.50% 1.38% 0.12% 2.00%

Tier 2

3

Additional Tier 1

15.30%

CET 1

10.01%

Phased-In 2018 G-SIB buffer Phased-In 2018 capital conservation buffer Pillar 1 Pillar 2 Requirement

CET 1

8.63%

4.50%

Phased-in ratio as at 12/31/2017

Requirement at Jan. 1, 2018 following 2017 SREP

BREAKDOWN OF RISK-WEIGHTED ASSETS PER TYPE OR ➡ RISK (1)

BREAKDOWN OF RISK-WEIGHTED ASSETS PER BUSINESS ➡ LINES

Other 10%

Market risk 3% Operational risk 10%

Retail Banking & Insurance 72%

CVA n.s

Corporate & Investment Banking 15%

Credit risk (1) 87%

€386 bn 12/31/2017

Asset & Wealth Management 3%

€386 bn 12/31/2017

ADDITIONAL INDICATORS ➡

12/31/2017

12/31/2016

Cost ofrisk (in basis points)

20

22

Non-performing/gross outstanding loans Impairment recognized/non-performing loans

3.3%

3.4%

51.4%

52.4%

Groupe BPCE’s consolidated VaR (in millionsof euros)

5.3

9.7

Leverage ratio

5.1%

5.0%

LCR

> 110%

> 110%

Liquidityreserves (in billions of euros)

214

230

Including settlement/delivery risk. (1)

119

Registration document 2017

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