BPCE - Risk Report - Pillar III 2020
CREDIT RISKS
QUANTITATIVE DISCLOSURES
Non-performing and forborne exposures
BPCE19 – CREDIT QUALITY OF FORBORNE EXPOSURES
12/31/2020
Accumulated impairment, or accumulated negative fair value adjustments due to credit risk, and provisions
Collateral received and financial guarantees received on forborne exposures
Gross carrying amount of performing and non-performing exposures
Non-performing forborne exposures
o/w collateral received and financial guarantees received on non-performing forborne exposures
Performing forborne exposures
Performing forborne exposures
Non-performing forborne exposures
5
o/w defaulted o/w impaired
in millions of euros
Loans and advances
5,186
6,230
6,230
6,224
(292)
(1,842)
7,353
3,547
Central banks
4
4
4
(4) (7)
General governments
31
17
17
17
3
1
Banks Other financial corporations
65
65
65
(40)
16
16
Non-financial corporations
2,100 3,055
3,106 3,037
3,106 3,037
3,100 3,037
(157) (134)
(1,044)
2,943 4,390
1,467 2,063
Households
(748)
Debt securities
76 17
76 17
76 17
(55)
Loan commitments given
31
1
2
18
11
TOTAL
5,218
6,323
6,323
6,317
(291)
(1,896)
7,371
3,558
12/31/2019
Accumulated impairment, or accumulated negative fair value adjustments due to credit risk, and provisions
Collateral received and financial guarantees received on forborne exposures
Gross carrying amount of performing and non-performing exposures
Non-performing forborne exposures
o/w collateral received and financial guarantees received on non-performing forborne exposures
Performing forborne exposures
Performing forborne exposures
Non-performing forborne exposures
o/w defaulted o/w impaired
in millions of euros
Loans and advances
2,320
6,098
6,098
6,084
(117)
(1,678)
5,749
Central banks
4
4
4
(4) (5)
General governments
52
20
20
20
1
Banks Other financial corporations
79
79
79
(42)
27
Non-financial corporations
873
2,367 3,628
2,367 3,628
2,353 3,628
(45) (71)
(870) (758)
1,527 4,195
Households
1,395
Debt securities
63 15
63 15
63 15
(54)
Loan commitments given
4
2
9
TOTAL
2,324
6,176
6,176
6,162
(117)
(1,730)
5,758
103
RISK REPORT PILLAR III 2020 | GROUPE BPCE
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