BPCE_PILLAR_III_2017
5 CREDIT RISK
Detailed quantitative disclosures
TABLE 36 – EXPOSURES POST CONVERSION FACTOR AND POST RISK MITIGATION TECHNIQUES ➡
12/31/2017
0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1250% Other Total
in millions of euros
Central governments or central banks Regional governments or local authorities
84,352
-
-
-
484
-
227
-
-
582
- 1,869
-
-
- 87,514
1,226
-
-
- 57,295 - 4,125
- 2,537 - 1,492
- -
-
6
-
-
-
-
- 61,065
Public sector entities
11,076
-
-
- 1,813 190
-
-
-
16 18,713
Multilateraldevelopment banks
183
-
-
-
10
-
-
-
-
-
-
-
-
-
-
193
Internationalorganizations
733
-
-
-
-
-
-
-
-
-
-
-
-
-
-
733
Institutions
987 1,128
-
- 1,317 33 258
-
-
974
-
-
-
-
- 4,697
Coveredbonds
-
-
-
288 53
-
56
-
-
116
-
-
-
-
-
514
Corporates
104 61
-
- 6,603 242 13,026 120
- 52,317 3,275
-
-
-
141 75,888
Retail customers Equity exposures
- -
- -
- -
- -
- -
- -
- -
- 8,071
-
-
-
-
-
- 8,071
-
-
11
-
-
-
-
-
11
Collective investments undertakings
-
-
-
-
343
-
-
-
-
12
2
-
-
-
573 931
Other exposures
23
-
-
13 12
-
10
-
- 4,746
-
-
-
- 3,254 8,058
Claimson institutionsand corporateswith a short-term credit assessment Secured bymortgageson immovable property Items associated with particularly highrisk
-
-
-
-
10
-
351
-
-
16
5
-
-
-
-
382
-
-
-
-
- 39,851 12,792
- 2,954 314
-
-
-
-
84 55,995
- -
- -
- -
- -
- -
- -
- -
- -
-
-
8
-
-
-
-
8
Exposure atdefault
- 3155 1515
-
-
-
- 4671
TOTAL
98,685 1,189
- 302 70,254 40,126 30,749 120 11,025 64,064 4,995 1,869
-
- 4,068327,444
114
Risk Report Pillar III 2017
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