BPCE_REGISTRATION_DOCUMENT_2017
RISK REPORT Counterparty risk
BREAKDOWN BY EXPOSURE CLASS OF RISK-WEIGHTED ASSETS FOR THE CREDIT VALUATION ADJUSTMENT (CVA) ➡
in millions of euros
12/31/2017
12/31/1016
Central banks and othersovereignexposures
- - -
- - -
Central administrations
Public sectorand similar entities
Financialinstitutions
1,418
3,881 1,033
Corporates
430
Retail customers
- - - -
- -
3
Equities
Securitization Other assets
41
-
TOTAL
1,848
4,955
COUNTERPARTY RISK RELATED TO DERIVATIVE AND REPURCHASE AGREEMENT EXPOSURES ➡
12/31/2017
12/31/2016
Standardized
IRB
Total
Standardized
IRB
Total
in millions of euros
Derivatives Central banks and othersovereignexposures
-
342
342
-
335
335
Central administrations
8
1,335
1,343
1,046 1,160
589
1,635
Public sectorand similar entities
827
146
973
59
1,218
Financialinstitutions
17,518
6,141 7,524
23,659
14,468
8,187
22,655
Corporates
401
7,926
634
9,285
9,919
Retail customers
4 0
3
7
9
3
12
Securitization
1,489
1,489
426
2,091
2,517
TOTAL
18,759
16,980
35,739
17,743
20,549
38,291
Repurchase agreements Central banks and othersovereignexposures
-
3,743
3,743
-
2,525
2,525
Central administrations
130
810
940
35 22
626
661
Public sectorand similar entities
77
-
77
9
31
Financialinstitutions
3,875 3,051
14,024
17,900 10,072
2,846
9,647
12,493
Corporates
7,021
165
6,988
7,153
Retail customers Securitization TOTAL
7,133
25,599
32,732
3,068
19,794
22,863
171
Registration document 2017
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