BPCE - Risk Report - Pillar III 2020

9

LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS

Governance and structure 9.1

188

Management of structural foreign 9.5 exchange risk

199

Liquidity risk management policy 9.2

189

Foreign exchange risk oversight and management system

199 199

Objectives and policies

189 190

Quantitative disclosures

Oversight and monitoring of liquidity risk

Detailed quantitative disclosures on 9.6 liquidity risk

Quantitative disclosures 9.3

193

200

Customer loan-to-deposit ratio

194 195

Groupe BPCE cash balance sheet

200

Funding strategy and conditions in 2020

Management of structural interest rate 9.4 risk

197

Objectives and policies 197 Interest rate risk oversight and management system 197 Quantitative disclosures 197

187

RISK REPORT PILLAR III 2020 | GROUPE BPCE