BPCE - Risk Report - Pillar III 2020

3

RISK MANAGEMENT SYSTEM

Adequacy of risk management systems 3.1

26

Internal control 3.4

36

Permanent control system Periodic Control (Level 3)

36 37 39 40

Risk appetite 3.2

26

Risk appetite guidelines

26

Structure of integrated control functions Internal Control Coordination Committee

Risk appetite framework and groupwide implementation

27 27 28 29

Recovery Plan 3.5

40

Robust financial strength

Summary of Groupe BPCE’s risk profile in 2020

Emerging risks

Risk management 3.3

30

Governance of risk management Organization of risk management Risk governance at Group institutions

30 30

31

Risk governance

32 33 34 35 35

Risk and compliance culture

Macro-level risk mapping - Group institutions

Consolidated risk oversight

Stress testing system

25

RISK REPORT PILLAR III 2020 | GROUPE BPCE