BPCE - Risk Report - Pillar III 2020
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CAPITAL MANAGEMENT AND CAPITAL ADEQUACY
MANAGEMENT OF CAPITAL ADEQUACY
EU TLAC1 – TLAC
12/31/2020
12/31/2019
in millions of euros
Regulatory capital elements of TLAC and adjustments Common Equity Tier 1 capital (CET1) Additional Tier 1 capital (AT1) before TLAC adjustments
68,969
65,992
8 0
23
Other adjustments
0
TLAC-eligible Tier 1 instruments
68,977
66,015 13,309
Tier 2 capital
9,257 2,008
Amortized fraction of Tier 2 instruments with residual maturity of at least 1 year
817
TLAC-eligible Tier 2 instruments
11,265 80,242
14,126 80,141
TLAC arising from regulatory capital Non-regulatory capital elements of TLAC Senior non-preferred debt instruments
21,586 21,586 101,828
18,066 18,066 98,207
TLAC arising from non-regulatory capital instruments before adjustments
Total loss absorbing capacity (elements of TLAC)
Risk-weighted assets and leverage exposure measure for TLAC purposes Total risk-weighted assets adjusted as permitted under the TLAC regime
431,222
421,599
Leverage exposure measure
1,238,142
1,245,148
TLAC ratios TLAC (as a percentage of risk-weighted assets adjusted as permitted under the TLAC regime)
23.6%
23.3%
TLAC (as a percentage of leverage exposure)
8.2%
7.9%
The ranking of creditors for TLAC capital elements is as follows by order of repayment priority: senior non-preferred debt, subordinated debt eligible as Tier 2 capital on issuance and subordinated debt eligible as Tier 1 capital on issuance.
Eligible liabilities and their features are published at the following address: https://groupebpce.com/en/investors/results-and-publications/ pillar-iii
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RISK REPORT PILLAR III 2020 | GROUPE BPCE
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