BPCE_PILLAR_III_2017

14 APPENDICES

Cross-reference Table for the Pillar III report

Cross-reference Table for the Pillar III 14.2 report

CRR Article Topic

Reference in Pillar III report

Page in Pillar III report

435 436 437 438 439 440 441 442 443 444 445 446

Risk management, objectives and policies 4 Risk governance and riskmanagement system

5-12;61-71 32-33; 43-51 34-36; 52-59

Scopeof application

3 Capitalmanagement and capitaladequacy 3 Capitalmanagement and capitaladequacy 3 Capitalmanagement and capitaladequacy

Own funds

Capital requirements

37

Exposure tocounterparty credit risks

6 Counterparty Risk

129-142 30-31; 59

Capital buffers

3 Capitalmanagement and capitaladequacy

BPCE website – Investors/Regulated information section Regulatorypublications

Indicators of global systemic importance

Credit riskadjustments Unencumbered assets

5 Creditrisk 9 Liquidity risk 5 Creditrisk 8 Marketrisks

94-128

180

Use of ECAIs

81-89

Exposure tomarket risk

155-168 197-199

Operational risk

11 Operational risk

Exposures to equitiesnot included in the trading book Exposure to interestrate riskon positions not includedin thetradingbook

447

5 Creditrisk

124

448 449

9 Liquidity, interestrateandexchangeraterisks

176

Exposure tosecuritization positions

7 Securitization transactions

143-154

BPCE website – Investors/Regulated information section Other information

450 451 452 453 454 455 458

Remuneration policy

Leverage

3 Capitalmanagement and capitaladequacy

40; 60 81-86 88-89

Use of IRBapproach to credit risk Use of credit risk mitigation techniques

5 Creditrisk

5 Creditrisk

Use of Advanced Measurement Approaches to operational risk Use of InternalMarket Risk Models Macroprudential supervision measures

11 Operational risk

N/A

8 Marketrisks

159;164-168

3 Capitalmanagement and capitaladequacy

59

214

Risk Report Pillar III 2017