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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