BPCE_PILLAR_III_2017
7 SECURITIZATION TRANSACTIONS Detailed quantitative disclosures
Detailed quantitative disclosures 7.4
Banking book
TABLE 56 – SECURITIZATION EXPOSURES (EAD) ➡
12/31/2017
Originator
Sponsor
Investor
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
in millions of euros Retail (total) o/w
44 40
- - - - -
44 40
1,134
- 1,134
6,033 3,850 2,183
- 6,033 - 3,850 - 2,183
RMBS
1
-
1
Consumer ABS
4
4
1,133
- 1,133
Other ABS
- -
- -
- -
- -
- -
- -
Re-securitization
Wholesale(total)o/w
181
2,195 2,377 1,202 1,202
3,577
- 3,577
1,015
- 1,015
Corporate loans
-
- -
- -
2
- - - - -
2
CMBS
140
-
140
34
34
CDO/CLO
1
993 995
1,734 1,843
- 1,734 - 1,843
920
920
Other wholesale Re-securitization
40
- -
40
56
56
-
-
-
-
2
2
12/31/2016
Originator
Sponsor
Investor
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
in millions of euros
Retail (total)… ofwhich
148 148
- - - - -
148 148
1,098
- 1,098
8,608 5,668 2,941
- 8,608
RMBS
1
1
5,668 2,941
Consumer ABS
- - -
- - -
1,096
1,096
Other ABS
- -
- -
Re-securitization
Wholesale(total)o/w
29
1,610 1,639 1,610 1,610
3,457
- 3,457
1,652
- 1,652
Corporate loans
-
190
190
33 29
33 29
CMBS
29
- - - -
29
-
-
CDO/CLO
- - -
- - -
1,566 1,702
1,566 1,702
1,497
1,497
Other wholesale Re-securitization
39 54
39 54
-
-
150
Risk Report Pillar III 2017
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