BPCE_REGISTRATION_DOCUMENT_2017

3 RISK REPORT Market risks

RISK-WEIGHTED ASSETS AND CAPITAL REQUIREMENTS

RWA AND CAPITAL REQUIREMENTS BY TYPE OF RISK ➡

12/31/2017

12/31/2016

RWA Capital requirements

RWA Capital requirements

in millions of euros Interest rate risk

2,150

172

2,287

183

Ownership securities risk

443

35

438

35

UCI position risk

46

4

47

4

Foreign exchange risk

2,853

228

3,209

257

Commodity risk

720

58

709

57

Settlement/deliveryrisk Major tradingbook risks

10

1

27

2

-

-

-

-

Specificrisk on securitization positions

259

21

79

6

IML risk TOTAL

4,229

338 856

5,437

435 979

10,710

12,233

CHANGE IN RISK-WEIGHTED ASSETS BY IMPACT ➡

in billionsof euros Market risks– 12/31/2016

12.2

VaR impact

(1.21)

Interestrate risk

0.02

Foreign exchange risk

(0.33) (0.03)

Other

Market risks– 12/31/2017

10.7

182

Registration document 2017

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