BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

QUANTITATIVE DISCLOSURES

NPL3 – QUALITY OF NON-PERFORMING EXPOSURES BY MATURITY

12/31/2020

Gross carrying amount – Non-performing exposures

Unlikely to pay that are not past due or are past due ≤ 90 days

Past due >180 days ≤ 1 year

Past due >1 years ≤ 2 years

Past due > 90 days ≤ 180 days

Past due > 2 years ≤ 5 years

Past due > 5 years ≤ 7 years

o/w defaulted

Past due > 7 years

Total

in millions of euros

Loans and advances

21,614

17,157

831

962

1,017

921

319

408

21,614

Central banks

19

1

4 2

13 26

19

General governments

159

97 11

1

4

29

159

Banks

16

4 2

16

Other financial corporations Non-financial corporations

205

173

1

30

205

13,033

10,897

303 144 527

465 156 492

510 189 500

423 155 463

201

235 119 103

13,033

o/w SMEs

5,391 8,182

4,579 5,978

50

5,391 8,182

Households

118

Debt securities

333

332

333

Central banks General governments Banks Other financial corporations Non-financial corporations Off-balance sheet exposures

102 231

102 231

102 231

1,689

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1,683

Central banks

General governments

Banks

34 25

34 25

Other financial corporations Non-financial corporations

1,569

1,563

Households

61

61

TOTAL

23,636

17,489

831

962

1,017

921

319

408

23,630

106

RISK REPORT PILLAR III 2020 | GROUPE BPCE

www.groupebpce.com