BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

QUANTITATIVE DISCLOSURES

Loans and advances subject to legislative and non-legislative moratoria

COVID1 – INFORMATION ON LOANS AND ADVANCES SUBJECT TO LEGISLATIVE AND NON-LEGISLATIVE MORATORIA

12/31/2020

Accumulated impairment, accumulated negative changes in fair value due to credit risk

Gross carrying amount

Performing exposures

Non-performing exposures

Performing

Non-performing

o/w: Instruments with significant increase in credit risk since initial recognition but not credit -impaired (Stage 2)

o/w: Instruments with significant increase in credit risk since initial recognition

o/w: unlikely to pay that are not past-due or past-due for <= 90 days

o/w: unlikely to pay that are not past-due or past-due for <= 90 days

o/w: exposure with forbearance measures

o/w: exposure with forbearance measures

o/w: exposure with forbearance measures

o/w: exposure with forbearance measures

but not credit-

impaired (Stage 2)

Total

Total

in millions of euros

and advances subject to moratorium 3,829 3,718

58

333 111 16 8

27

10 (67) (51)

(4)

(32) (15)

(7) (1)

(1)

o/w: Households

162 154

4

4

2

(3)

(2)

(2)

(1)

o/w: Collateralized by residential immovable property

83 79

2

6 4

2

1

(1)

(1)

(1)

o/w: Non-financial corporations

3,606 3,506

53

311 101

22

8 (62) (48)

(4)

(30)

(14)

(7)

(1)

o/w: Small and medium-sized enterprises o/w: Collateralized by commercial immovable property

2,017 1,954

36

260 63

19

8

(54)

(42)

(3)

(26)

(12)

(5)

(1)

332 323

4

62 9

3

(10)

(8)

(6)

(2)

COVID2 – BREAKDOWN OF LOANS AND ADVANCES SUBJECT TO LEGISLATIVE AND NON-LEGISLATIVE MORATORIA BY RESIDUAL MATURITY OF MORATORIA

12/31/2020

Gross carrying amount

Residual maturity of moratoria

Number of obligors

o/w: expired

> 3 months ≤ 6 months

> 6 months ≤ 9 months

> 9 months ≤12 months

Total

≤ 3 months

> 1 year

in millions of euros

Loans and advances for which moratorium was offered Loans and advances subject to moratorium (granted)

426,889

25,233

///

///

///

///

///

///

426,889

25,233

21,404

2,670

219

57

854

29

o/w: Households

///

1,982

1,821

120

25

6

6

6

o/w: Collateralized by residential immovable property

/// /// ///

893

809

58

16

3

3

3

o/w: Non-financial corporations

22,006 13,991

18,400 11,974

2,508 1,845

176 127

50 19

849

23

o/w: Small and medium-sized enterprises

21

6

o/w: Collateralized by commercial immovable property

///

1,696

1,363

307

18

4

2

1

108

RISK REPORT PILLAR III 2020 | GROUPE BPCE

www.groupebpce.com