BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

CRB-D – CONCENTRATION OF EXPOSURES BY INDUSTRY OR COUNTERPARTY TYPE

12/31/2020

Tourism- Hotels- Catering

Pharma- Health- care

Distribu- tion- Trade

Food & Beverage

Cons- truction

Real estate

Commu- nication Services

Consumer goods

Techno- logy

Energy

in millions of euros

Central governments or central banks

- -

- -

- -

- -

7

52

-

-

- -

- -

0

Institutions Corporates

475

8

4

45

-

7,671 5,669

12,426

16,899

6,606 6,381

4,802

6,681

8,725

15,580

6,147 4,585

26,148

7,332

Retail

7,591

2,799

13,443

648

11,270

3,050

339

191

Equity exposures

7

6

189

10

2

27

19

15

13

2

70

Total IRB approach 13,346

20,023

19,887

12,997

18,728

7,416

20,018

18,690

10,745

26,489

7,592

Central governments or central banks Regional governments or local authorities Public sector entities Multilateral development banks

-

-

-

-

2

-

0

-

-

-

-

6

103

0

133 634

2

54 64

303 752

-

-

37

8

217

1,262

509

7,074

1

0

327

589

-

-

-

-

-

-

-

-

-

-

-

International organizations Institutions

- -

- -

-

- -

- -

- -

-

-

- -

- -

-

1

6

20

0

Corporates

4,504

2,500

21,707

1,674

3,164

2,339

3,910

8,231

999

5,911

2,579

Retail

39

63

506

41

102

40

137

111

38

45

14

Exposures secured by mortgages on immovable property Exposures in default Items associated with particularly high risk Claims on institutions and corporates with a short-term credit assessment Collective investment undertakings Covered bonds

77 79

78 85

10,580

384

465

25 35

262

274 262

14 51

274

41 61

393

67

65

86

8

- -

- -

9,678

- -

- -

- -

19

- -

- -

- -

- -

-

-

82

13

2

0

5

2

9

65

1

2

10

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

Equity exposures Other exposures

Total standardized approach

5,004

4,104

43,376 63,263

2,933

10,879 29,606

2,559 9,974

5,485

8,964

1,103

6,604

3,304

TOTAL 10,896 Note: Livret A passbook savings account exposures, reserves and deferred tax assets are classified in the “Governments” category. All individual retail customers are classified in the “Individual customers” category. 18,350 24,127 15,931 25,503 27,655 11,848 33,093

114

RISK REPORT PILLAR III 2020 | GROUPE BPCE

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