BPCE_PILLAR_III_2017
7 SECURITIZATION TRANSACTIONS Detailed quantitative disclosures
Trading book
TABLE 60 – 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
- - - - - - - - - - -
- - - - - - - - - - -
- - - - - - - - - - -
- - - - - - - - - - -
- - - - - - - - - - -
- - - - - - - - - - -
560 135 307 118
- - - - - - - - - - -
560 135 307 118
RMBS
Consumer ABS
Other ABS
Re-securitization
-
-
Wholesale(total)o/w
102
102
Corporate loans
- -
- -
CMBS
CDO/CLO
46 54
46 54
Other wholesale Re-securitization
1
1
12/31/2016
Originator
Sponsor
Investor
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
in millions of euros Retail (total) o/w
- - - - - - - - - - -
- - - - - - - - - - -
- - - - - - - - - - -
- - - - - - -
- - - - - - - - - - -
- - - - - - - - - - -
108
- - - - - - - - - - -
108
RMBS
76 33
76 33
Consumer ABS
Other ABS
- -
Re-securitization
-
Wholesale(total)o/w
139
139
Corporate loans
-
- -
CMBS
CDO/CLO
- - -
51 88
51 88
Other wholesale Re-securitization
0
0
154
Risk Report Pillar III 2017
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