BPCE - Risk Report - Pillar III 2020

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REGULATORY CAPITAL REQUIREMENTS AND RISK-WEIGHTED ASSETS CAPITAL MANAGEMENT AND CAPITAL ADEQUACY

BPCE06 – RWAS BY TYPE OF RISK AND BY BUSINESS LINE

Basel III phased-in

Operational risk

Credit risk*

CVA

Market risks

Total

in millions of euros

December 31, 2019 December 31, 2020 December 31, 2019 December 31, 2020 December 31, 2019 December 31, 2020 December 31, 2019 December 31, 2020 December 31, 2019 DECEMBER 31, 2020

258,345 265,889

66 27

1,584 1,209

23,961 24,517

283,957 291,643 13,922 14,010 62,051 69,134 61,669 56,435 421,599 431,222

Retail Banking

9,277 9,404

-

-

4,644 4,425 6,879 6,232 3,813 3,144

Asset & Wealth Management

-

181

45,183 51,062 54,957 50,141 367,762 376,496

1,335 1,822

8,654

Corporate & Investment Banking

10,018

249 119

2,650 3,031

Other

1,650 1,969

12,888 14,439

39,298 38,318

TOTAL RISK-WEIGHTED ASSETS

*

Including settlement-delivery risk.

EU INS1 – NON-DEDUCTED PARTICIPATIONS IN INSURANCE UNDERTAKINGS

Value

in millions of euros

Holdings of own funds instruments of a financial sector entity where the institution has a significant investment not deducted from own funds (before risk-weighting)

6,775

TOTAL RISK-WEIGHTED ASSETS

22,259

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RISK REPORT PILLAR III 2020 | GROUPE BPCE

www.groupebpce.com