BPCE - Risk Report - Pillar III 2020

CREDIT RISKS

QUANTITATIVE DISCLOSURES

12/31/2019

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

Collateral and financial guarantees received

Gross carrying amount

Non-performing exposures – accumulated impairment, or

Performing exposures – accumulated impairment and provisions

accumulated negative changes in fair value due to credit risk, and provisions

Non-performing exposures

On non-performing exposures

Performing exposures

in millions of euros

Loans and advances

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

23,554

(2,923)

(10,041)

11,851

Central banks

19

(3)

(17) (51) (36) (82)

General governments

197

(45)

38

5

Banks

60

(4)

Other financial corporations Non-financial corporations

122

(14)

28

12,802

(1,780) (1,099) (1,076)

(6,454) (2,905) (3,402)

4,833 3,012 6,953

o/w SMEs

6,028

Households

10,355

Debt securities

295

(21)

(247)

Central banks

827

General governments

47,174

2

(5)

(2)

Banks

6,416

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

12,524 10,282 187,825

108 185

(8) (7)

(89)

(156)

1,678

398

335

78

Central banks

260

General governments

9,483 4,993

2

2 8 5

Banks

50 12

Other financial corporations Non-financial corporations

21,721 106,630 44,738

1

1,518

301

280

78

Households

96

82

54

TOTAL

1,120,314

25,527

(2,546)

(9,953)

11,930

105

RISK REPORT PILLAR III 2020 | GROUPE BPCE