BPCE - Risk Report - Pillar III 2020

CREDIT RISKS

QUANTITATIVE DISCLOSURES

12/31/2019

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 > 90 days ≤ 180 days

Past due > 5 years ≤ 7 years

Past due > 2 years ≤ 5 years

o/w defaulted

Total

Loans and advances

23,554

17,858

1,000

1,157

2,804

736

21,943

Central banks

19

5

13 26

19

General governments

197

110

6

16

40

185

Banks

60

54 82

5 8

34

Other financial corporations Non-financial corporations

122

2

30

122

12,802

10,232

297 193 697

451 182 688

1,369

453 205 213

12,390

o/w SMEs

6,028

5,137 7,374

311

5,543 9,194

5

Households

10,355

1,383

Debt securities

295

293

1

1

292

Central banks General governments

2

2

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

108 185

108 183

108 184

1

1

1,678

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1,468

Central banks

General governments

2

2 1

Banks

50 12

Other financial corporations Non-financial corporations

11

1,518

1,387

Households

96

69

TOTAL

25,527

18,151

1,001

1,157

2,805

736

23,704

CR2-A-CHANGES IN THE STOCK OF GENERAL AND SPECIFIC CREDIT RISK ADJUSTMENTS

12/31/2020

12/31/2019

Accumulated specific credit risk adjustment

Accumulated general credit risk adjustment (2)

Accumulated specific credit risk adjustment

Accumulated general credit risk adjustment (2)

in millions of euros

Opening balance

13,232

13,003

Increases due to amounts set aside for estimated loan losses during the period Decreases due to amounts reversed for estimated loan losses during the period Decreases due to amounts taken against accumulated credit risk adjustments

658

419

(565)

(1,737)

(1,731)

(1,261)

Transfers between credit risk adjustments Impact of exchange rate differences

1,232

1,803

15

(9)

Business combinations, including acquisitions and disposals of subsidiaries

75

(365) 1,379

Other adjustments Closing balance (1)

1,051

13,967

13,232

Recoveries on credit risk adjustments recorded directly to the statement of profit or loss Specific credit risk adjustments directly recorded to the statement of profit or loss

(32)

(72)

121 139 The differences in the total amount of provisions between the above table and tables CRB-B (asset credit quality by exposure class) and CRB-C (asset credit quality by industry) (1) are mainly due to differences in scope. Not included in this table are impairments on equity and provisions for guarantees given. The general credit risk adjustment (GCRA) category cannot be used under current IFRS. (2)

107

RISK REPORT PILLAR III 2020 | GROUPE BPCE