BPCE - Risk Report - Pillar III 2020

CREDIT RISKS

QUANTITATIVE DISCLOSURES

Quantitative disclosures 5.4

Credit risk exposure

PORTFOLIO BREAKDOWN BY EXPOSURE CLASS (EXCLUDING OTHER ASSETS) 12/31/2020 12/31/2019

Securitization 1 %

Securitization 1 %

Central banks and other sovereign exposures 12 % Central administrations 5 % Public sector

Central banks and other sovereign exposures 17 % Central administrations 5 % Public sector

Equity exposures 1 %

Equity exposures 1 %

5

Retail 38 %

and similar entities 7 % Institutions 5 %

Retail 40 %

12/31/2020 € 1,353 bn

12/31/2019 € 1,204 bn

and similar entities 7 % Institutions 4 %

Corporates 27 %

Corporates 28 %

Groupe BPCE’s total gross exposures amounted to more than €1,353 billion on December 31, 2020, up €149 billion.

BREAKDOWN OF GROSS EXPOSURES TO CORPORATE CUSTOMERS BY ECONOMIC SECTOR 12/31/2020

17 %

Real estate

10 %

Energy

9 %

Finance/Insurance

7 % 7 %

Real estate leasing

Distribution – Trade

5 %

Holding companies and diversified

4 % 4 % 4 % 4 % 4 % 4 %

Other

Construction

Electrical and mechanical construction

Transportation

Services

Food & Beverage

3 % 3 % 3 % 3 % 3 %

International commodities trade

Technology

Pharma – Healthcare

Staple industries

Communication

2 % 2 % 2 %

Tourism – Hotels – Catering

Consumer goods

Utilities

1 %

Administration

97

RISK REPORT PILLAR III 2020 | GROUPE BPCE