BPCE_PILLAR_III_2017
CREDIT RISK Detailed quantitative disclosures
Generalquantitative disclosures on credit risk
TABLE 27 – TOTAL AND AVERAGE NET AMOUNT OF EXPOSURES ➡
12/31/2017
2017
12/31/2016
Net exposures
Average
Net exposures
in millions of euros
Central governmentsor centralbanks
131,992 13,032 180,985 349,772 13,498 689,279 74,586 53,352 21,810
130,205 12,628 177,597 343,820 13,687 677,937 76,169 53,927 22,441
117,476 14,086 178,859 327,391 12,798 650,609 79,247 57,648 21,297
Institutions Corporates
Retail customers Equity exposures
Total IRB approach
5
Central governmentsor centralbanks Regionalgovernmentor local authorities
Public sectorentities
Multilateraldevelopment banks International organizations
192 733
178 728
932 825
Institutions Corporates
4,748
4,385
4,055
98,085 19,972 69,892
94,564 19,970 69,147
90,179 19,870 68,390
Retail customers
Secured bymortgageson immovableproperty
Exposureat default
5,879
5,990
6,120
Items associatedwith particularly highrisk
8
14
16
Covered bonds
514 381 931
447 812
395
Claimson institutionsand corporateswith ashort-termcredit assessment
2,306 1,519
Collective investment undertakings
1,086
Equity exposures Other exposures
11
190
176
8,059
7,987
7,237
Total standardized approach
359,152
358,035
360,213
TOTAL 1,010,822 Note: net exposures are presentedaccording tothe model recommended by the EBA in its finalreport datedDecember 14,2016, i.e.excluding counterparty risk, CVA and risk associated with the contribution to thecentral counterpartydefault fund. 1,048,431 1,035,972
95
Risk Report Pillar III 2017
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