BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

CRB-E – MATURITY OF EXPOSURES

No stated maturity

Total on 12/31/2020

On demand

< 1 year

<5 years

>5 years

in millions of euros

Central governments or central banks

150,831

9,760 1,592

21,540

5,472

9

187,610

Institutions Corporates

2,587 4,626 6,870

1,754

891

-

6,824

37,506 13,184

40,018 45,848

39,637 332,501

595

122,383 406,481 15,275 738,573 96,854 46,696 18,216

Retail

8,078 7,689

Equity exposures

-

5,404

2,007

174

Total IRB approach

164,914 71,011

67,446

111,167

378,676

16,370

Central governments or central banks Regional governments or local authorities

1,697 1,445 2,438

8,382 3,911 2,950

9,404

6,360 2,615

47

38,679 12,307

Public sector entities

452

69

Multilateral development banks International organizations

- -

31

92

95

- -

217

152

711 230

455 152

1,317

Institutions Corporates

2,289 4,083

50

7,325 6,124

10,046 80,460 10,047 62,632

14,590

17,269

38,395

Retail

68

2,100

1,861 4,352

5,931

87

Exposures secured by mortgages on immovable property

913 134

556 771 431

53,626

3,185

Exposures in default

429

2,828 1,976

289

4,451 6,791

Items associated with particularly high risk

2,877

1,475

33 31

Covered bonds

-

16

117

21

184

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

110

213

-

-

-

323

Collective investment undertakings

- -

- -

2,257

298

40 20

2,594

Equity exposures Other exposures

-

-

20

6,172

34

89

1,102

-

7,397

Total standardized approach

88,155 253,069

24,522 91,968

44,124 155,291

165,270 543,946

26,176 42,547

348,247

TOTAL

1,086,821

Note: On-balance sheet exposures only.

118

RISK REPORT PILLAR III 2020 | GROUPE BPCE

www.groupebpce.com