BPCE - Risk Report - Pillar III 2020

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

12/31/2019

Africa and the Middle

Euro- pean Institu- tions

o/w United King- dom

Europe (excl. France)

o/w Nether- lands

North & South America

o/w United States

o/w Germany

o/w Italy

o/w Spain

in millions of euros

France

Asia

East Oceania

Total

Central governments or central banks 28,867 60,759 6,850 1,116

622 1,421

295 576

127 16,724 16,308 1,989 1,438 306 1,632 1,323 3,262 1,008

- 116,627

Institutions Corporates

2,911

-

3,064

262

164

338

143 12,020

100,253 401,582 12,726

- 36,594 2,523 4,698 4,003 3,633 5,044 28,055 20,538 12,255 9,175 1,299 187,631

Retail

-

17

2

1

1 6

-

-

-

-

-

-

- 401,598 30 14,851

Equity exposures

1

974

144

22

12

63

877

708

33

209

Total IRB approach

546,338 60,760 47,499 4,047 5,506 5,769 4,516 5,539 47,289 38,877 17,539 11,830 1,473 732,726

Central governments or central banks 64,140 2,728 8,940

48 3,579 1,608

285

-

144

144 4,626

58

28 80,663

Regional governments or local authorities

5

45,132 20,649

- -

2,360

157 1,287

254

- - - -

- - - -

1,863 1,814 1,439

1

- 50,796 10 21,139

Public sector entities

239

111

- - -

4

114

- - -

0

127

Multilateral development banks International organizations

- -

182 982

- -

- -

- -

- -

- -

- -

- -

182 982

Institutions Corporates

11,605 93,201 23,620

- - -

1,146

232

2

29

1

19

396

393

268

191

33 13,638 102 104,934 66 24,867

7,507 1,127

548

352

449

747 2,150 1,561

743 1,230

Retail

655

108

8

3

-

20

4

1

109

413

Exposures secured by mortgages on immovable property

65,072

- -

2,320

15

7 1

121

8

0 0

-

- -

2

6

- 67,399 6 4,886

Exposures in default

4,638

91

2

23

-

1

10

141

Items associated with particularly high risk

9,631

- -

151

- -

- -

-

- -

- -

- -

- -

- -

4

- -

9,785

Covered bonds

148

51

51

32

232

Claims on institutions and corporates with a short-term credit assessment Collective investment undertakings

451 380

- - - -

28

- - - -

2

- - -

- - - -

-

0

0

18

0

- - - -

496 737

343

310

32

15

- -

- -

- -

Equity exposures Other exposures

22

-

-

-

-

22

5,959

556

68

4

403

573

573

21

25

7,133

Total standardized approach

344,648 3,893 24,388 1,800 5,814 2,450

743 1,221 5,258 4,485 7,235 2,227

245 387,894

TOTAL

890,986 64,653 71,886 5,847 11,320 8,220 5,260 6,761 52,547 43,363 24,773 14,057 1,718 1,120,621

113

RISK REPORT PILLAR III 2020 | GROUPE BPCE