BPCE - Risk Report - Pillar III 2020

Communication policy and structure of the Pillar III report

This report provides information on Groupe BPCE’s risks and access to the activity of credit institutions and the prudential thus complies with Regulation No. 575/2013 on prudential supervision of credit institutions and investment firms (Capital requirements for credit institutions and investment firms (Capital Requirements Directive IV – CRD IV). Requirements Regulation – CRR) and directive No. 2013/36 on

Pillar III regulatory framework

In January 2015, the Basel Committee published phase one of consolidating current and future requirements. The regulators the overhaul of Pillar III disclosures on credit, counterparty and aim to fully standardize disclosures to investors in the interest of market risks, and securitization transactions. In December 2016, facilitating the comparison of risk profiles, by introducing the European Banking Authority in turn published its detailed tables, the majority of which will follow mandatory recommendations, adapting the proposals of the Basel templates.

Committee to the prudential requirements in Part Eight of the CRR: “Disclosure by institutions.” In March 2017, the Basel Committee completed the review of the Pillar III disclosures,

Groupe BPCE draws on EBA guidelines for the publication of its Pillar III report.

Governance

The policy governing the publication of Pillar III information,

Authority, was approved by the Supervisory Board on

drawing on recommendations by the European Banking December 14, 2016.

Structure Fof the Pillar III report

The Pillar III report is divided into 15 sections: Section 1 presents the key figures, different types of risk and • regulatory environment; Section 2 addresses risk factors; • Section 3 explains the overall structure of Groupe BPCE’s • internal control system;

Section 4 covers capital management and capital adequacy; • subsequent sections provide detailed disclosures on Groupe • BPCE’s main risks. Each section describes risk management and organizational principles, provides an overview of key disclosures and sets out detailed quantitative information in a separate sub-section.

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RISK REPORT PILLAR III 2020 | GROUPE BPCE