BPCE_REGISTRATION_DOCUMENT_2017
3 RISK REPORT
Capital management and capital adequacy
RWA BY TYPE OF RISK AND BY BUSINESS LINE ➡
Groupe BPCE redefined its business lines in the TEC 2020 strategic plan announced on November business lines:Retail Banking and Insurance, Asset & WealthManagement,and Corporate & Investment Banking. The segment reporting informationof Groupe BPCEhas been restated accordingly for previous reporting periods.
29, 2017. The Group now has three core
Basel III phased-in
Credit risk (1)
CVA Market risks
Operational risk
Total
in millions of euros
December 31, 2016 December 31,2017 December 31,2016 December 31,2017 December 31,2016 December 31,2017 December 31,2016 December 31,2017 December 31,2016
243,704 1,014
1,094
26,696 272,508 26,266 278,458
250,837 13,747
393
962
Retail Banking and Insurance (2)
1 0
-
4,026 4,424 6,171 6,866
17,774 11,359 65,686 58,535 35,013 37,979
6,935
0
Asset & Wealth Management (2)
46,977 3,539 42,930 1,162
8,999 7,577 2,112 2,161
Corporate &InvestmentBanking
31,724 35,026
401 293
776 499
Other
336,152 4,955
12,205
37,669 390,981
TOTALRISK-WEIGHTED ASSETS DECEMBER 31,2017
335,728 1,848
10,700
38,055
386,331
Includingsettlement/deliveryrisk. (1) Segmentreportinginformationwas modifiedas of March 31,2017,with the creationof the RetailBankingand Insurancedivision,which includesthe BanquePopulaireand Caissed’Epargneretail (2) bankingnetworks,the SpecializedFinancialServicesdivisionof Natixisand the OtherNetworks(CréditFoncier,BanquePalatine,and BPCE International);the above figuresare estimates,equal to the sum of the formerCBA and SFS divisions.Additionally,as of December 31,2017, in line with the presentationof the businesslinesunder the new strategicplan “TEC2020”,the Natixis insurance businesslines (life insurance,providentinsurance,paymentprotectioninsuranceand non-life insurance),previouslyincludedin the InvestmentSolutionsdivision,are now part of the RetailBanking& Insurancedivision.The InvestmentSolutionsdivision is now the Asset& WealthManagementdivision.
3.3.5
Management of capitaladequacy
The methods used by Groupe BPCE to calculate risk-weighted assets are described in section
3.4 “Regulatory capital requirements and
risk-weighted assets”.
REGULATORY CAPITAL AND CAPITAL RATIOS
REGULATORY CAPITAL AND PHASED-IN BASEL III CAPITAL RATIOS ➡
12/31/2017 Basel III phased-in
12/31/2016 Basel III phased-in
in millions of euros
CommonEquity Tier 1 (CET1) Additional Tier 1(AT1) capital TOTALTIER 1(T1) CAPITAL
59,042
55,303
448
1,304
59,490 14,557 74,047 335,718
56,607 15,693 72,300 336,125
Tier 2 (T2)capital
TOTALREGULATORYCAPITAL
Credit riskexposure
Settlement/deliveryrisk exposure
10
27
CVA risk exposure Marketrisk exposure
1,848
4,955
10,700 38,055 386,331
12,205 37,669 390,981
Operational riskexposure TOTALRISKEXPOSURE Capital adequacy ratios CommonEquity Tier 1ratio
15.3% 15.4% 19.2%
14.1% 14.5% 18.5%
Tier 1 ratio
Total capital ratio
138
Registration document 2017
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