BPCE - Risk Report - Pillar III 2020

APPENDICES

PILLAR III CROSS-REFERENCE TABLE

16

Pillar III cross-reference table 16.2

Page No. Pillar III report

CRR Article Topic

Reference in Pillar III report 3 Risk management system

435 436 437 438 439 440

Risk management objectives and policy

26-40

Scope of consolidation

4 Capital management and capital adequacy 4 Capital management and capital adequacy 4 Capital management and capital adequacy 4 Capital management and capital adequacy BPCE website – Investors/Regulated information Regulatory publications 6 Counterparty risk

44-45 ;55-68 46-48 ; 69-72

Own funds

Capital requirements

49-50

Exposure to counterparty credit risk

145-159

Capital buffers

42-43 ; 75

441

Global systemic importance indicators

83-85 ; 100 ; 103-107; 120-125

442 443 444 445 446 447 448 449 450 451 452 453 454 455 458

Credit risk adjustments Encumbered assets

5 Credit risk

9 Liquidity risk 5 Credit risk 8 Market risk

203-204

Use of external credit rating agencies

91-93

Market risk exposure

173-186 221-225

Operational risk

11 Operational risk

Non-trading book equity exposures

5 Credit risk

140

Non-trading book interest rate risk exposures

9 Liquidity, interest rate and foreign exchange risks

197-198 162-172

Securitization exposures

7 Securitization transactions

BPCE website – Investors/Regulated information Other information 4 Capital management and capital adequacy

Remuneration policy

Leverage

52 ; 76 87-93

Use of the IRB approach for credit risk Use of credit risk mitigation techniques

5 Credit risk 5 Credit risk

87-93 ; 126-131

Use of advanced measurement approaches for operational risk

11 Operational risk

N/A

Use of internal models for market risk Macroprudential supervision measures

8 Market risks

177 ; 182-186

4 Capital management and capital adequacy

75

249

RISK REPORT PILLAR III 2020 | GROUPE BPCE