BPCE_PILLAR_III_2017
5 CREDIT RISK
Detailed quantitative disclosures
Credit quality
TABLE 31 – CREDIT QUALITY OF EXPOSURES BY EXPOSURE CLASS ➡
12/31/2017
Gross carrying values of
Non-defaulted exposures
Specific credit risk adjustment
Defaulted exposures
Net values 131,992
in millions of euros
Central governmentsor centralbanks
40 97
132,006 13,005 177,375 345,392 13,498 681,276 74,586 53,354 21,810
53 71
Institutions Corporates
13,032
7,048 9,791
3,438 5,411
180,985 349,771
Retail customers Equity exposures
-
-
13,498
Total IRB approach
16,976
8,972
689,279
Central governmentsor centralbanks Regionalgovernments or local authorities
- - - - - - - - -
-
74,586 53,352 21,810
3
Public sectorentities
- - -
Multilateraldevelopment banks International organizations
192 733
192 733
Institutions Corporates
4,752
4
4,748
98,423 20,037 69,977
338
98,085 19,972 69,892
Retail customers
65 86
Secured bymortgageson immovableproperty
Exposureat default
9,383
-
3,504
5,879
Items associatedwith particularly highrisk
- -
8
- -
8
Covered bonds
514
514
Claimson institutionsand corporateswith a short-term credit assessment
- - - -
381 931
- - - -
381 931
Collective investment undertakings
Equity exposures Other exposures
11
11
8,059
8,059
Total standardized approach
9,383
353,769
4,000
359,152
TOTAL 1,048,431 Note: net exposures are presentedaccording tothe model recommended by the EBA in its finalreport datedDecember 14,2016, i.e.excluding counterparty risk, CVA and risk associated with the contribution to thecentral counterpartydefault fund. 26,359 1,035,045 12,972
104
Risk Report Pillar III 2017
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