BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

12/31/2019

Tourism- Hotels- Catering

Pharma- Health- care

Distri- bution- Trade

Food & Beverage

Cons- truction

Real estate

Commu- nication Services

Consumer goods

Techno- logy

Energy

in millions of euros

Central governments or central banks

- -

-

- -

- -

0 0

- -

-

-

- -

- -

-

Institutions Corporates

0

0

25

0

7,129 5,207

9,964 5,678

16,327

5,720 4,707

5,173

7,595

5,764 8,751

13,609

5,278 3,297

29,158

6,476

Retail

2,322

11,791

419

2,492

241

121

Equity exposures

8

4

149

3

16

16

24

21

15

4

95

Total IRB approach 12,344

15,646

18,797

10,430

16,980

8,030

14,540

16,147

8,590

29,404

6,692

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

-

-

0

-

4

-

0

-

-

-

-

7

115

0

103 542

3

57 60

37

-

-

42

7

191

1,115

408

7,564

729

2

0

337

429

-

-

-

-

-

-

-

-

-

-

-

International organizations Institutions

- -

- -

-

- -

- -

- -

-

-

- -

- -

- -

3

4

20

Corporates

4,464

2,172

20,310

1,128

3,974

2,024

3,113

7,935

840

5,407

2,435

Retail

36

58

590

57

79

35

144

105

33

54

19

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

152

77 63

9,497

380

498

15 31

200

479 166

12 24

255

38 54

70

476

36

61

64

13

- -

- -

9,704

- -

- -

- -

6

11

- -

- -

- -

-

-

-

38

22

5

5

7

8

15

120

9

6

13

- - -

- - -

-

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

Equity exposures Other exposures

0

-

Total standardized approach

4,958

3,623

40,995 59,792

2,251

12,191 29,171

2,230

4,312

8,839

917

6,114

2,995 9,687

TOTAL

17,302

19,269

12,682

10,260

18,851

24,986

9,507

35,519

116

RISK REPORT PILLAR III 2020 | GROUPE BPCE

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