BPCE - Risk Report - Pillar III 2020

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CAPITAL MANAGEMENT AND CAPITAL ADEQUACY

DETAILED QUANTITATIVE DISCLOSURES

BPCE11 – ISSUES OF SUBORDINATED NOTES AT DECEMBER 31, 2020

Outstandings in original currency (in millions)

Net prudential outstandings (in millions of euros)

Outstandings (in millions of euros)

Issuer

Issue date

Maturity date

Currency

BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE BPCE

07/18/2013 10/22/2013 01/21/2014 04/16/2014 07/25/2014 07/25/2014 07/08/2014 07/11/2014 09/15/2014 09/30/2014 01/30/2015 01/30/2015 02/17/2015 02/17/2015 03/24/2015 04/17/2015 04/29/2015 04/29/2015 06/01/2015 09/29/2015 11/30/2015 12/11/2015 12/11/2015 03/17/2016 03/17/2016 04/01/2016 04/22/2016 05/03/2016 06/03/2016 07/19/2016 07/13/2016 07/13/2016 03/06/2003 09/06/2002 11/29/2002 01/09/2003 04/01/2003 12/15/2006 05/31/2007

07/18/2023 10/22/2023 07/21/2024 04/16/2029 06/25/2026 06/25/2026 07/08/2026 07/11/2024 03/15/2025 09/30/2024 01/30/2025 01/30/2025 02/17/2027 02/17/2027 03/12/2025 04/17/2035 04/17/2035 04/17/2035 06/01/2045 09/29/2025 11/30/2027 12/11/2025 12/11/2025 03/17/2031 03/17/2036 04/01/2026 04/22/2026 05/03/2046 06/03/2026 07/19/2026 07/13/2026 07/13/2026 03/06/2023 09/06/2022 11/29/2027 01/09/2033 01/09/2033 12/15/2021 05/31/2022

EUR USD USD GBP EUR EUR EUR USD USD EUR JPY JPY EUR EUR EUR USD USD USD USD CHF EUR JPY JPY EUR USD USD EUR USD SGD EUR JPY JPY EUR EUR EUR EUR EUR EUR EUR

1,000 1,500 1,500

1,000 1,226 1,226

509 688 872 838 350 525 461 859 308 176 238 371 315 221 - 85

750 350 525

838 350 525

1,000

1,000

800

654

1,250

1,021

410

410 215 104 240 371 375 221

27,200 13,200

240 371 375 270 100

82 25

82 25

30

130

106

106

50

46

44

750

750 199

750 197

25,100

500

4

4

60

60

60

150 750 750 200 130 696

123 613 750 163 696 283 137 80

123 613 750 163

-

695

35,700 17,300

-

137

CFF

10 20 46 53

10 20 46 53

4 7

Natixis Natixis Natixis Natixis Natixis Natixis TOTAL

46 53

7

7

7

500 100

500 100

95 28

-

14,629

10,805

A detailed breakdown of debt instruments recognized as Tier 2 capital, as required by Commission Implementing regulation No. 1423/2013, is 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

www.groupebpce.com