BPCE - Risk Report - Pillar III 2020
5
CREDIT RISKS
DETAILED QUANTITATIVE DISCLOSURES
CR10 – IRB (SPECIALIZED LENDING AND EQUITY)
12/31/2020
in millions of euros
Specialized lending
On-balance sheet amount
Off-balance sheet amount
Expected losses
Regulatory categories Remaining maturity
Risk weight
Total
RWAs
Good Good Good
Equal to or more than 2.5 years Equal to or more than 2.5 years Equal to or more than 2.5 years
0 9
- - -
50% 70% 90%
0 9
0 6
-
0 0
15 24
15 16
13 20
TOTAL
Equities under the simple RWA
On-balance sheet amount
Off-balance sheet items
Expected losses
Categories
Risk weight
Total
RWAs
Private equity exposures
3,938 4,732 6,787
- - -
190% 290% 370%
3,938 4,732 6,257
7,482
- - -
Exchange-traded equity exposures
13,723 23,152 44,357
Other equity exposures
TOTAL
15,457
14,927
-
12/31/2019
in millions of euros
Specialized lending
On-balance sheet amount
Off-balance sheet amount
Expected losses
Regulatory categories
Remaining maturity
Risk weight
Total
RWAs
Good Good Good
Equal to or more than 2.5 years Equal to or more than 2.5 years Equal to or more than 2.5 years
1
- - -
50% 70% 90%
1
0 7
- - -
10 18 28
10 18 28
16 23
TOTAL
Equities under the simple RWA
On-balance sheet amount
Off-balance sheet items
Expected losses
Categories
Risk weight
Total
RWAs
Private equity exposures
3,921 4,595 6,334
- - -
190% 290% 370%
3,921 4,595 5,850
7,451
- - -
Exchange-traded equity exposures
13,326 21,644 42,420
Other equity exposures
TOTAL
14,851
14,366
-
140
RISK REPORT PILLAR III 2020 | GROUPE BPCE
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