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