BPCE - Risk Report - Pillar III 2020

CREDIT RISKS

QUANTITATIVE DISCLOSURES

Non-impaired loans showing past due balances

Assets with past due payments are performing exposures on which a payment incident has been recorded. For example: a debt instrument is considered past due if the bond issuer is • no longer making interest payments; a loan is considered past due if a payment or installment has • been missed and recorded as such on the books; a current account overdraft carried in “Loans and advances” is • considered past due if the overdraft period or authorized limit has been exceeded at the reporting date.

The amounts disclosed in the statement below do not include past due payments resulting from the time difference between the settlement date and the recognition date. Past due loans and receivables (past due principal and accrued interest in the case of loans and total overdrawn balance in the case of current accounts) can be broken down by due date as follows:

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NPL3 – QUALITY OF EXPOSURES BY MATURITY

12/31/2020

12/31/2019

Gross carrying amount – Performing exposures

Gross carrying amount – Performing exposures

Not past due or past due ≤ 30 days

Past due > 30 days ≤ 90 days

Not past due or past due ≤ 30 days

Past due > 30 days ≤ 90 days

Total

TOTAL

n millions of euros

Loans and advances

827,244

824,734

2,510

855,265 77,435 122,181 17,392 19,230 250,929 105,921 368,099 77,224

852,873 77,435 122,066 17,377 19,225 249,032 105,347 367,737 77,224

2,393

Central banks

12

12

General governments

131,052

130,976

76

115

Banks

6,299

6,296

4

14

Other financial corporations Non-financial corporations

17,282 281,863 129,941 390,736 81,176

17,270 280,457 129,280 389,723 81,176

12

4

1,406

1,897

o/w SMEs

661

574 362

Households

1,013

Debt securities

Central banks

209

209

827

827

General governments

51,576

51,576

47,174

47,174

Banks

7,495

7,495

6,416

6,416

Other financial corporations Non-financial corporations Off-balance sheet exposures

11,720 10,177 199,985

11,720 10,177

12,524 10,282 187,825

12,524 10,282

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Central banks

5,331

260

General governments

11,157

9,483 4,993

Banks

5,144

Other financial corporations Non-financial corporations

22,531 110,839 44,983

21,721 106,630 44,738

Households

TOTAL

1,108,406

905,910

2,510

1,120,314

930,096

2,393

As of December 31, 2020, loans and advances exclude deposits with central banks and other demand deposits.

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RISK REPORT PILLAR III 2020 | GROUPE BPCE