BPCE_PILLAR_III_2017
5 CREDIT RISK
Detailed quantitative disclosures
TABLE 30 – MATURITY OF EXPOSURES ➡
No stated maturity
Total at 12/31/2017
On demand
< 1 year 19,627
< 5 years
> 5 years
in millionsof euros
Central governmentsor centralbanks
90,672
15,146
5,599
0 0
131,043
Institutions Corporates
4,697 5,617 6,289
3,072
1,482
557
9,808
36,518
32,712
34,711
(101)
109,458
Retail customers Equity exposures
3,274 4,274
38,503 269,132
6,541 323,739
2,379
229
6,437
13,319
Total IRB approach
107,274 46,123
66,765
90,222 310,227
12,877 587,366
Central governmentsor centralbanks Regionalgovernmentor local authorities
2,828
9,254 3,842 3,457
10,531 44,271 14,191
5,788
74,524 49,376 19,545
20
882 931
362 231
Public sectorentities
735
Multilateraldevelopment banks International organizations
91
41
132 733
20
267 164
440 775
6
Institutions Corporates
1,569 5,066
640
1,031 5,753
4,180
4,419 2,061
15,136
36,895
67,269
Retail customers
82
1,326 1,981
4,602
116
8,187
Secured bymortgageson immovableproperty
1,247
437 383
14,869
46,220
64,754
Exposures in default
240
631
976
3,119
5,349
Items associatedwith particularly highrisk
8
8
Covered bonds
5
216
120
172
514
Claimson institutionsand corporates with a short-term credit assessment Collectiveinvestment undertakings
364
17
381 931
528
345
57
Equity exposures Other exposures
5
5
1,028
6,640
52
179
160
8,059
Total standardized approach
56,474 163,748
19,265
36,944 128,235
63,027 303,945 75,904 891,311
TOTAL
86,030 127,167 438,462
Note: Grosson-balancesheetexposures only.
102
Risk Report Pillar III 2017
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