BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

QUANTITATIVE DISCLOSURES

NPL4 – PERFORMING AND NON-PERFORMING EXPOSURES AND RELATED PROVISIONS

12/31/2020

Collateral and financial guarantees received

Accumulated impairment, or accumulated negative fair value adjustments due to credit risk, and provisions

Gross carrying amount

Non-performing exposures – accumulated impairment, or accumulated negative changes in fair value due to credit risk, and provisions

On non- perfor- ming expo- sures

On perfor- ming expo- sures

Performing exposures – accumulated impairment and provisions

Performing exposures

Non-performing exposures

o/w: Stage 1

o/w: Stage 2 Total

o/w: Stage 2

o/w: Stage 3 Total

o/w: Stage 1

o/w: Stage 2 Total

o/w: Stage 2

o/w: Stage 3

Total

in millions of euros

and advances

827,244 760,756 63,308 21,614

21,593 (4,230) (1,441) (2,789) (9,470)

(9,470) 479,131 9,424

Central banks General governments

12

12

19

19

(19)

(19)

131,052 124,149 5,064

159

144

(48) (15)

(9) (8)

(39)

(49) (15)

(49) (15)

2,896

28

Banks

6,299 5,974

258

16

16

(7)

407

Other financial corporations Non-financial corporations

17,282 15,590 1,425

205

205

(30)

(12)

(18)

(95)

(95)

4,024

18

281,863 240,954 39,901 13,033

13,027 (2,824) 5,391 (1,605) 8,182 (1,312)

(1,040)

(1,784) (1,038)

(6,211) (2,602) (3,081)

(6,211) 146,918 4,767

o/w SMEs 129,941 115,639 14,264 5,391

(567) (372)

(2,602)

83,903 2,458

Households

390,736 374,089 16,647 8,182

(940)

(3,081) 324,886 4,611

Debt securities 81,176 72,098

942

333

330

(28)

(21)

(7)

(240)

(239)

1,119

Central banks General governments

209

209

51,576 50,145 7,495 7,391

186

(9)

(6)

(3)

180 268

Banks

22

Other financial corporations Non-financial corporations

11,720 5,534

691

102

101

(6)

(4)

(2)

(87)

(87)

54

10,177 8,819

44

231

229

(12)

(10)

(2)

(153)

(153)

617

Off-balance sheet exposures

199,985 173,402 13,160 1,689

6 1,683

501

257

243

351

1

351 44,544

429

Central banks General governments

5,331

182

11,157 9,326 5,144 3,160

516 377

4

1 7

3 9

332

Banks

34

34

16

18

18

6

Other financial corporations Non-financial corporations

22,531 20,223 1,521

25

25

39

11

27

1

1 7,842

110,839 96,110 10,188 1,569

6 1,563

394

204

190

326

1

326 21,472

411

Households

44,983 44,402

557

61

61

49

34

15

6

6 14,892

18

TOTAL

1,108,406 1,006,256 77,410 23,636

6 23,605 (3,757) (1,204) (2,552) (9,358)

1 (9,358) 524,794 9,854

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

104

RISK REPORT PILLAR III 2020 | GROUPE BPCE

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