BPCE - Risk Report - Pillar III 2020

7

SECURITIZATION TRANSACTIONS

Regulatory framework and accounting 7.1 methods

Quantitative disclosures 7.3

166

162

Breakdown of exposures and risk-weighted assets

166 167

Regulatory framework Accounting methods

162 163 164

Breakdown by rating

Detailed quantitative disclosures 7.4

169

Terminology

Banking book Trading book

169 172

Securitization management at Groupe 7.2 BPCE

165

161

RISK REPORT PILLAR III 2020 | GROUPE BPCE