BPCE_PILLAR_III_2017

14 APPENDICES

Index to tables in Pillar III report

Index to tables in Pillar III report 14.1

Pillar III report Table no.

Pillar III report Table no.

Title

CAPITAL Table 1 Table 2 Table 3 Table 4 Table 5 Table 6 Table 7 Table 8 Table 9 Table 10 Table 11 Table 12 Table 13 Table 14 Table 15 Table 16 Table 17 Table 18 Table 20 Table 21 Table 22 Table 23 Table 24 Table 25 Table 26 Table 27 Table 28 Table 29 Table 30 Table 31 Table 32 Table 33 Table 34 Table 35 Table 36 Table 37 Table 38 Table 39 Table 40 Table 41 Table 42

Differences between accounting and regulatory scopesof consolidation

32 34 35 35 36 36 37 38 39 40 43 52 56 57 57 58 59 60 81 81 91 92 93 93 93 93 95 96 98

Phased-inregulatory capital Changesin CET1 capital

Breakdownof non-controllinginterests (minority interests)

Changesin AT1 capital Changesin Tier 2 capital

Overview ofRWAs

RWAs by typeof risk and by businessline

Regulatory capital and phased-in Basel III capital ratios Transition from thestatutory balance sheeto leverage exposure

Explanationof differencesbetween statutory and prudential scopesof consolidationat December 31,2016

Breakdownof regulatorycapital by category

Additional Tier 1capital

Issues ofdeeply subordinated notes at December 31, 2017

Tier 2 capital

Issues ofsubordinated notes atDecember 31,2017 Value of exposures and/orRWA used todetermine theCCyB

Leverage ratio

CREDITRISK Table 19

Scopeof standardizedand IRBmethods usedby theGroup Breakdownof EADby approach for themain customercategories

Concentration by borrower

Coverage ofnon-performing loans

Breakdownof non-impairedloans showing pastdue balances

Adjustmentsdue tofinancial hardships Breakdownof gross loan outstandings Geographic region ofcounterparty Total and averagenet exposure Geographic breakdownof exposures

Concentration ofexposures by sectoror counterparty type

Maturityof exposures

102 104 106 108 110 112 114 116 124 125 126 127 128

Credit quality ofexposures by exposureclass Credit quality ofexposures by industry Credit quality ofexposures by geography

Credit riskmitigationtechniques

Credit riskexposure and Credit RiskMitigation(CRM) effects Exposures postconversion factor and post risk mitigationtechniques

Credit riskexposures by exposureclass and PDrange

IRB (specializedlendingand equities) Effect on RWAof credit derivatives

RWA flowstatementsof exposures underIRB Average PDand LGD bygeographic area Backtesting of LGDsby exposureclass

212

Risk Report Pillar III 2017