BPCE - Risk Report - Pillar III 2020
COUNTERPARTY RISK
DETAILED QUANTITATIVE DISCLOSURES
12/31/2019
0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1,250% Other Total at 12/31/2019
in millions of euros
Central governments or central banks Regional governments or local authorities
1
-
-
-
-
-
-
-
-
-
-
-
-
-
-
1
12
- -
- -
- -
382 206
- -
-
- -
- -
-
- -
- -
- -
- -
- -
395 869
Public sector entities 301
306
55
Multilateral development banks
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
International organizations Institutions Covered bonds
237
-
- - - - - -
- - - - - -
-
- - - - - -
-
- - - - - -
- - - -
-
- - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
237
707 14,698
392
501
3
16,301
- - - -
-
-
-
-
-
Corporates
499
78
126
542
32
1,277
Retail
- -
- -
- -
3
- -
- -
3
Equity exposures
-
-
6
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
-
-
-
-
13
-
96
-
-
14
-
-
-
-
-
122
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
- -
- - -
- -
- -
- -
- -
- - -
- -
-
-
- - -
- - -
- - -
- - -
-
1
8
9
TOTAL
1,259 15,197
- 1,072
- 1,029
3
614
40
19,214
151
RISK REPORT PILLAR III 2020 | GROUPE BPCE
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