BPCE - Risk Report - Pillar III 2020
7
SECURITIZATION TRANSACTIONS
QUANTITATIVE DISCLOSURES
Quantitative disclosures 7.3
Breakdown of exposures and risk-weighted assets
BPCE26 – BREAKDOWN OF EXPOSURES BY TYPE OF SECURITIZATION
12/31/2020
12/31/2019
Exposures
EAD
Exposures
EAD
in millions of euros Banking book
19,390 16,797
18,038 15,666
16,800 13,958
15,274 12,594
Traditional securitization Synthetic securitization
2,593
2,372
2,842
2,680
Trading book
695
695
931
931
TOTAL
20,085
18,734
17,731
16,205
BPCE27 – BREAKDOWN OF EAD AND RWA BY TYPE OF PORTFOLIO
12/31/2020
12/31/2019
Change
EAD
RWAs 4,880 2,232 1,265 1,382
EAD
RWAs 4,526 2,277 1,132 1,117
EAD
RWAs
in millions of euros Banking book
18,038
15,274
2,764
354 (45) 133 265 (93) (93)
Investor
6,501 2,771 8,766
5,763 3,101 6,410
738
Originator
(330) 2,356 (236) (236)
Sponsor
Trading book
695 695
187 187
931 931
280 280
Investor Sponsor TOTAL
-
-
-
-
-
-
18,734
5,067
16,205
4,806
2,529
261
166
RISK REPORT PILLAR III 2020 | GROUPE BPCE
www.groupebpce.com
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