BPCE - Risk Report - Pillar III 2020

8

MARKET RISKS

Market risk policy 8.1

174

Quantitative disclosures 8.4

179

Groupe BPCE VaR

179 180

Market risk management 8.2

175

Trading book stress test results

Risk monitoring

176

Risk-weighted assets and capital requirements

181

Market risk measurement methods 8.3

177

Detailed quantitative disclosures 8.5 Breakdown of market risk-weighted assets by approach

182

Sensitivities

177 177 178 178

182 182

VaR

Detailed disclosures on Natixis market risks

Stress tests

Independent price verification

173

RISK REPORT PILLAR III 2020 | GROUPE BPCE