BPCE_PILLAR_III_2017
CREDIT RISK Detailed quantitative disclosures
12/31/2016
Exposures before CCF and CRM
Credit risk mitigation techniques affecting the amount of the exposure
Value of off-balance sheet items by conversion factor
Exposures post CCF and CRM
RWAs and RWA density
Credit risk mitigation techniques subject toa substitution approach
On-balance sheet amount
Off-balance sheet amount
On-balance sheet amount
Off-balance sheet amount
RWA density
0% 20% 50% 100%
RWAs
in millions of euros
Central governments or centralbanks Regionalgovernments or local authorities Public sectorentities Multilateraldevelopment banks International organizations
79,117
130 13,339
-
-
34 1,107
1 91,444 561 7,837 9%
53,429 4,220 10,350 19,085 2,212 (2,087)
-
15 2,060 2,605 41 63,278 1,755 13,371 21% - 432 1,417 347 17,015 1,142 3,585 20%
-
884
49
28
-
-
-
2 47 912
48
2 0%
5
825
-
-
-
-
-
-
-
825
-
-
0%
Institutions
3,759
295 (128)
-
13
7 191 96 3,596 193 1,500 40%
Covered bonds
395
-
-
-
-
-
-
-
395
-
247 62%
Corporates
63,256 26,923 (8,012) 8,404 11,466 (326)
(167)
- 3,652 16,020 6,753 55,522 15,493 60,251 85%
Retail customers Equity exposures
(173) 10,685 113 530 67 7,976 355 6,002 72%
170
6
-
-
-
-
-
6 170
6 161 91%
Collectiveinvestments undertakings
1,519 7,237
- -
- -
- -
- -
- -
- -
- 1,519 - 7,237
- 1,650 109% - 6,660 92%
Other exposures
Claimson institutions and corporates with a short-term credit assessment Secured by mortgages on immovable property Items associatedwith particularly highrisk
2,306
-
10
-
-
1
-
- 2,315
-
124 5%
63,859 4,531 (11,659)
-
-
89 3,421 38 53,183 1,766 22,001 40%
16
-
-
-
-
-
-
-
16
-
24 150%
Exposureat default
5,574
546 (1,084)
(1)
-
72 235 231 4,495 362 5,480 113%
TOTAL
309,835 50,378
432 (342) 10,713 6,460 25,526 7,628 309,898 21,682 128,894 39%
113
Risk Report Pillar III 2017
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