BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

CR3 – CREDIT RISK MITIGATION TECHNIQUES

12/31/2020

Exposures unsecured – Carrying amount

Exposures secured by financial guarantees

Exposures secured by credit derivatives

Exposures secured by collateral

o/w hedged amount

o/w hedged amount

o/w hedged amount

in millions of euros

Central governments or central banks

177,127

11,464

9,902

56 80

56 79

- -

- -

Institutions Corporates

8,763

895

832

136,948 137,050 15,457 475,346 96,433 49,707 16,992

54,979 301,394

50,539 282,860

6,574 2,872

6,335 1,562

1,187

1,187

Retail

- -

- -

Equity exposures

-

-

-

-

Total IRB approach

368,732

344,133

9,581

8,031

1,187

1,187

Central governments or central banks Regional governments or local authorities

478

192

- -

- -

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

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

2,440 4,941

2,417 4,468

Public sector entities

132

104

Multilateral development banks International organizations

217

- -

- -

- -

- -

1,317

Institutions Corporates

11,750 71,084 23,333

556

556

8

6

35,917

28,295

3,541

3,117

Retail

1,109

844

198

101

Exposures secured by mortgages on immovable property

3,384 1,623 4,842

61,012

59,111

11 32

8

Exposures in default

3,125 4,726

2,765 4,617

31

Items associated with particularly high risk

185

182

Covered bonds

184

-

-

-

-

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

349

- - -

- - -

4

4

Collective investment undertakings

2,594

- -

- -

Equity exposures Other exposures

20

7,394

3

3

0

0

Total standardized approach

291,223 766,569

114,306 483,038

103,267 447,400

4,111

3,552

-

-

TOTAL

13,691

11,583

1,187

1,187

126

RISK REPORT PILLAR III 2020 | GROUPE BPCE

www.groupebpce.com