BPCE_PILLAR_III_2017
5 CREDIT RISK
Detailed quantitative disclosures
TABLE 33 – CREDIT QUALITY OF EXPOSURES BY GEOGRAPHIC AREA ➡
12/31/2017
Gross carrying values of
Defaulted exposures
Non-defaulted exposures
Specific credit risk adjustment
Net values
in millions of euros
France
13,407
491,085 79,161 46,006
7,229
497,263 79,161 47,034
European Institutions Europe(excl. France)
-
-
1,719
691
o/w Germany - o/w Italy - o/w Spain -
216 330 167 150
8,805 5,848 4,537 3,610 4,851
93
8,928 6,062 4,577 3,724 4,830
116 127
o/w Netherlands - o/w United Kingdom - North & SouthAmerica o/w United States -
36 28
7
1,170
38,232 31,655 13,929 11,142
746 127
38,656 31,831 14,081 11,363
303 201 444
Asia
49
Africa and theMiddle East
223
Oceania
35
1,720
33
1,721
Total IRB approach
16,975
681,276 319,184
8,972 3,356
689,279 324,148
France
8,319
European Institutions Europe(excl. France)
-
1,947
-
1,947
347
19,853
201
19,999
o/w Germany - o/w Italy - o/w Spain -
56
1,287 5,869 2,028 1,005 4,517 3,671 3,634 4,383 717
55
1,288 5,870 2,067 1,006 4,519 3,671 3,644 4,645 717
5
4
58
20
o/w Netherlands - o/w United Kingdom -
-
-
1 5 2
0 3 2 3
North America
o/w United States -
Asia
13
Africa and theMiddle East
695
433
Oceania
5
250
5
250
Subtotal - standardized approach
9,383
353,769
4,000
359,152
TOTAL
26,359
1,035,045
12,972
1,048,431
108
Risk Report Pillar III 2017
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