BPCE - Risk Report - Pillar III 2020

6

COUNTERPARTY RISK

DETAILED QUANTITATIVE DISCLOSURES

CCR3 – STANDARDIZED APPROACH – CCR EXPOSURES BY REGULATORY PORTFOLIO AND RISK

12/31/2020

0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1,250% Other Total at 12/31/2020

in millions of euros

governments

or central banks

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Regional governments or local authorities

7

- -

- -

- -

446 555

- -

-

- -

- -

-

- -

- -

- -

- -

- -

454

Public sector entities 497

15

72

1,139

Multilateral development banks

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

International organizations Institutions Covered bonds

74

-

- - - - - -

- - - - - -

-

- - - - - -

-

- - - - - -

- - - -

- - -

- - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

74

140 11,700

244

248

12,333

-

-

-

-

-

Corporates

98

268

113

155

719

34

1,387

- -

- -

- -

- -

4

- -

- -

4

Retail

Equity exposures

-

-

Collective investment undertakings

- -

- -

- -

- -

- -

- -

- -

- -

- -

-

- -

- -

- -

- -

- -

-

Other exposures Claims on institutions and corporates with a short-term credit assessment Exposures secured by mortgages on immovable property Items associated with particularly high risk Exposures in default

2

2

-

-

-

-

6

-

55

-

-

18

-

-

-

-

-

79

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- -

- -

- - -

- -

- -

- - -

- -

- - -

- -

- -

-

- - -

- - -

- - -

- - -

-

29 63

29

TOTAL

817 11,968

- 1,365

473

4

811

15,502

150

RISK REPORT PILLAR III 2020 | GROUPE BPCE

www.groupebpce.com