BPCE - Risk Report - Pillar III 2020

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

No stated maturity

Total on 12/31/2019

On demand

< 1 year

<5 years

>5 years

in millions of euros

Central governments or central banks

85,573

3,896 2,628

20,990

5,410

- - -

115,869

Institutions Corporates

3,208 4,924 7,076

1,591

997

8,423

24,982

41,120 42,692

38,761 307,801

109,787 368,646 14,691 617,417 80,634 46,043 18,662

Retail

3,908 5,179

7,169 7,302

Equity exposures

-

1,932

278

Total IRB approach

100,781 57,254

40,593

108,326

353,247

14,470

Central governments or central banks Regional governments or local authorities

2,381

6,557 4,119 4,336

9,486

4,956

38

973 957

40,235 12,606

678 226

Public sector entities

536

Multilateral development banks International organizations

- -

49

115 655 218

18

- -

182 982

-

328

5

Institutions Corporates

2,492 4,520

53

90

6,885 4,964

9,739

12,797

16,807

38,398

77,487 10,344 65,046

Retail

71

2,451

2,083 4,020

5,656

84

Exposures secured by mortgages on immovable property

825 172

346 511 544

56,975

2,880

Exposures in default

458

2,981 1,977

511

4,633 6,782

Items associated with particularly high risk

2,623

1,628

10 32

Covered bonds

-

55

102

43

232

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

68

412

-

-

-

481 734

Collective investment undertakings

- -

- -

326

215

193

Equity exposures Other exposures

16 80

-

6

22

2,734

3,139

1,179

-

7,132

Total standardized approach

71,333 172,113

24,669 65,262

41,520 149,846

170,186 523,434

21,426 35,896

329,134 946,551

TOTAL

119

RISK REPORT PILLAR III 2020 | GROUPE BPCE