BPCE_PILLAR_III_2017
CREDIT RISK Detailed quantitative disclosures
12/31/2016
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
88,002
-
-
-
500
-
238
-
-
363
- 2,902
-
-
- 92,005
1,604
-
-
- 61,159 - 3,158
- 2,260 - 1,428
- -
-
9
-
-
-
-
- 65,033
Public sector entities
11,391
-
-
- 2,008 153
-
-
-
19 18,157
Multilateraldevelopment banks
949
-
-
-
11
-
-
-
-
-
-
-
-
-
-
960
Internationalorganizations
825
-
-
-
-
-
-
-
-
-
-
-
-
-
-
825
Institutions
341 370
-
- 1,807 28 287
-
-
979
1
-
-
-
- 3,813
Coveredbonds
-
-
-
80 54
-
67
-
-
195
-
-
-
-
-
395
Corporates
1,296 80
-
- 4,818 207 11,644 188
- 49,646 3,189
-
-
-
- 71,068
Retail customers Equity exposures
34
-
-
-
-
-
-
- 8,297
-
-
-
-
-
- 8,331 53 176
5
-
-
-
-
-
-
-
-
-
123
-
-
-
-
Collective investments undertakings
-
-
-
-
-
-
-
-
-
282
-
-
-
- 1,237 1,519
Other exposures
403
-
2
1 11
-
1
-
- 6,650
-
-
-
-
168 7,237
Claimson institutionsand corporateswith a short-term credit assessment Secured bymortgageson immovable property Items associated with particularly highrisk
- 1,904
-
-
398
9
2
-
-
-
1
-
-
-
- 2,315
64
-
-
-
- 40,143 11,878
- 2,444 360
-
-
-
-
59 54,949
-
-
-
-
-
-
-
-
-
-
16
-
-
-
-
16
Exposures in default
19
-
-
-
-
-
-
-
- 3,564 1,277
-
-
-
- 4,860
TOTAL
104,928 2,354 2 81 71,916 40,387 27,807 188 10,741 64,178 4,638 2,902 -
- 1,537331,659
115
Risk Report Pillar III 2017
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