BPCE - Risk Report - Pillar III 2020

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APPENDICES

INDEX TO PILLAR III REPORT TABLES

Pillar III Report Table Number

Page No. 2020 – Pillar III

Title

LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS BPCE43 Liquidity reserves

193 193 194 198 198 202 203 203 203

BPCE44 BPCE45 BPCE46 BPCE47 EU LIQ1 EU AE1 EU AE2 EU AE3

Liquidity gaps

Sources and uses of funds by maturity

Interest rate gap

Outstanding amounts of financial instruments subject to the index reform

Detailed LCR

Encumbered and unencumbered assets

Collateral received

Sources of asset charges

OTHER RISKS BPCE48

Amount of CEGC regulated commitments

234 234

BPCE49

CEGC Investment portfolio

248

RISK REPORT PILLAR III 2020 | GROUPE BPCE

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