BPCE - Risk Report - Pillar III 2020

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

12/31/2019

Gross carrying values of

Exposures in default

Non-defaulted exposures

Credit risk adjustments

Net value of exposures

in millions of euros

Central governments or central banks

85 41

116,593 12,028 184,716 398,313 14,846 726,496 80,666 50,819 21,169

51 50

116,627 12,020 187,631 401,598 14,851 732,726 80,663 50,797 21,139

Institutions Corporates

6,701 9,423

3,786 6,138

Retail

Equity exposures

5

-

Total IRB approach

16,255

10,025

Central governments or central banks Regional governments or local authorities

- - - - - - - - - - - - - -

3

22 30

5

Public sector entities

Multilateral development banks International organizations

182 982

- -

182 982

Institutions Corporates

13,643 105,632 25,032 67,592

5

13,638 104,934 24,867 67,399

698 165 193

Retail

Exposures secured by mortgages on immovable property

Exposures in default

7,804

-

2,917

4,886 9,785

Items associated with particularly high risk

384

9,693

292

Covered bonds

232 497 740

232 496 737

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

Collective investment undertakings

3

Equity exposures Other exposures

22

- -

22

7,133

7,133

Total standardized approach

8,188

384,036

4,329

387,894

TOTAL

24,443

1,110,532

14,354

1,120,621

121

RISK REPORT PILLAR III 2020 | GROUPE BPCE