BPCE - Risk Report - Pillar III 2020

KEY FIGURES

1

ADDITIONAL INDICATORS

12/31/2020

12/31/2019

Cost of risk (in basis points) ( 1)

41

19

Non-performing/gross outstanding loans Impairment recognized/non-performing loans Groupe BPCE’s consolidated VaR (in millions of euros)

2.5%

2.7%

43.9%

45.9%

12.1

8.5

LCR (2)

156%

141%

Liquidity reserves (in billions of euros)

307

231

Excluding non-recurring items. (1) One-month average LCR over 12 months. (2)

7

RISK REPORT PILLAR III 2020 | GROUPE BPCE