BPCE_PILLAR_III_2017
APPENDICES EDTF cross-reference table
EDTF cross-reference table 14.3
Recommendation INTRODUCTION 1
Page No.
Cross-referencetable
216
14; 81-89;94; 130-131; 144-145; 157-160;171-172; 176-177; 197-200; 201-206; 216-222
2 3 4
Terminologyand risk measurement, key inputsused Descriptionof principal and/oremerging risks
14; 18-27
New solvencyregulatory frameworkand Groupe BPCEtargets
39-42
RISKGOVERNANCEANDRISKMANAGEMENTSTRATEGY 5 Organization ofrisk managementand control
5-12; 61-71
6 7 8
Risk culture
65-67 16; 38
Risk mappingby businessline
Management and governance of internal creditand market stresstesting
41; 69-70;75; 160
CAPITAL REQUIREMENTS AND RISK-WEIGHTEDASSETS 9 Minimum capital requirements
31
10a
Breakdownof regulatorycapital
34-36
Reconciliationof the accountingbalance sheetand the regulatorybalance sheet. Reconciliation of accounting capital and regulatorycapital.
10b
32-33
11 12 13 14 15 16 17
Changesin regulatory capital
35-36; 39
Capitalplanningand target CRD IV ratios
39-42
Risk-weighted assetsby businessline and by typeof risk
38 37
Risk-weighted assetsand capital requirements by method and exposureclass
90-91; 95;104-105; 116-123
Exposureto credit riskby exposureclass and internalrating Changesin risk-weighted assetsby risktype Descriptionof back-testingmodelsand theirreliability
37-38
87; 128
LIQUIDITY 18
Liquiditymanagementand liquidity reserves
170-172
19 20 21
Encumbered assets
180 174 175
Breakdownof financialassetsand liabilities bycontractualmaturity
Funding strategy
MARKET RISKS 22 to 24 Marketrisk measurement
156-160 156-160
25
Marketrisk management techniques
CREDITRISK 26
Credit risk– maximum exposure,breakdownand diversification
90-91; 94-128 76-80;92-93
27 and 28 Provisioningpolicy and riskhedging
29 30
Derivatives: notionalamounts, counterparty risk, clearing
142
Credit riskmitigationmechanisms
88-89; 110-126
OTHER RISKS
Other risks:insurancesector risks,operationalrisks and legal risks, IT systemsecurityand business continuity plans
31 32
181-186; 187-206 181-186; 197-200
Publiclyknown risks and efforts to address operationaland legalrisks
14
215
Risk Report Pillar III 2017
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