BPCE_PILLAR_III_2017
9 LIQUIDITY, INTEREST RATE AND FOREIGN EXCHANGE RISKS Detailed quantitative disclosures on liquidity risk
TABLE 82 – 2017 ENCUMBERED ASSETS ➡
Carrying amount of encumbered assets
Fair value of encumbered assets
Carrying amount of unencumbered assets
Fair value of unencumbered assets
in millionsof euros
Assets
234,749 19,400 59,723 156,597
0
912,725 27,146 57,029 829,023
0
Equity instruments
19,400 59,404
21,854 42,797
Debt securities Other assets
0
0
Fair value of encumbered collateral received or encumbered own debt securities issued
Fair value of the collateral received or own debt securities issued for encumbering
in millionsof euros
Collateral received Equity instruments
119,910 34,347 85,066
112,060 41,980 52,662 16,099
Debt securities
Other
0
Own debt securities issued, other than own coveredbonds or own asset-backedsecurities
0
0
Assets, collateral received and own debt securities issued, other than own covered bonds or own encumbered asset-backed securities
Corresponding liabilities, contingent liabilities or securities loaned
in millionsof euros
Carrying amount ofselected financialiabilities
280,836
356,585
In reference to the publication of the Ministerial Order of December 19, 2014 in the Official Bulletin (Journal Officiel) of the French Republic, the publicationof disclosuressince this Order based on data calculatedas a median value observed on a continuousbasis containsat the very least quarterlydata over the previous12 months, as stipulatedin Article 3. At December 31, 2017, total balance sheet assets and encumbered collateralreceivedfrom Groupe BPCE totaled € 356,585 million. These can be broken downby typeand source of costs:
securities transactions, including in particular securities lending ● and repurchase agreements, for atotal of € 184,370million; encumberedreceivables in vehicles other than covered bond asset ● pools, such as central bank refinancingor other market vehicles,for a total of € 61,435million; encumberedreceivablessecuring covered bond vehicles (BPCE SFH, ● BP Covered Bonds, SCF and Natixis Pfandbriefbank),for a total of € 92,199 million; assets encumbered by the payment of margin calls on derivative ● positions, for atotal of € 16,681million.
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Risk Report Pillar III 2017
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