BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

CR1-C – CREDIT QUALITY OF EXPOSURES BY GEOGRAPHIC AREA

12/31/2020

Gross carrying values of

Exposures in default

Non-defaulted exposures

Credit risk adjustments

Net value of exposures

in millions of euros

France

13,040

600,090 130,506 45,441

8,637

604,493 130,506 45,968

European Institutions Europe (excl. France)

-

0

991

464

o/w Germany

64

3,549 5,380 5,779 4,983 5,209

62 93 46 14 24

3,551 5,423 5,801 4,976 5,258

o/w Italy o/w Spain

136

67

o/w Netherlands

7

o/w United Kingdom North & South America

72

2,008

48,651 42,364 12,826

959 249

49,700 43,053 13,074

o/w United States

938 341 411

Asia

93

Africa and the Middle East

9,457 1,438

201

9,667 1,438

Oceania

11

11

Total IRB approach

16,801

848,410 359,312

10,365

854,846 362,310

France

7,476

4,478

European Institutions Europe (excl. France)

-

5,400

-

5,400

387

26,966

281

27,072

o/w Germany

5 1

1,689 5,688 3,650 1,626 4,679 3,850 8,392 706

8 6

1,686 5,684 3,661 1,630 4,678 3,848 8,406 1,510 705

o/w Italy o/w Spain

78

68

o/w Netherlands

-

1 0 2 2

o/w United Kingdom

4 0 0

North America

o/w United States

Asia

33

19

Africa and the Middle East

337

848,410

296

Oceania

7

270

14

262

Total standardized approach

8,241

406,488

5,090

409,640

TOTAL

25,042

1,254,898

15,455

1,264,485

124

RISK REPORT PILLAR III 2020 | GROUPE BPCE

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