BPCE_PILLAR_III_2017
CREDIT RISK Detailed quantitative disclosures
12/31/2016
European Instit- utions
Europe (excl. France)
o/w Nether- lands
North & South America
o/w the United States
Africaand theMiddle
o/w Germany o/w Italy o/w Spain
o/wUnited Kingdom
France
Asia
East Oceania
Total
in millions of euros Central governments or centralbanks
27,696 53,537 7,185 1,008 1,310 1,039 440 137 26,574 25,914 1,161 1,323
1 117,476
Institutions Corporates
4,749
- 2,357 332 203 477 213 316 2,195 2,011 3,062 1,639 - 36,718 6,861 4,764 3,035 3,348 4,041 26,497 19,648 9,639 8,464 2,103 178,859 83 14,086
95,438
Retail customers Equity exposures
327,379 11,523
-
12
1
1
1
-
-
-
-
-
-
- 327,391
0 734 9 12,798 Total IRB approach 466,785 53,537 47,005 8,215 6,288 4,554 4,000 4,566 55,567 47,812 13,900 11,619 2,196 650,609 Central governments or centralbanks 68,175 2,887 7,194 45 3,878 921 336 - 149 149 612 230 - 79,247 Regional government or localauthorities 49,829 - 3,042 152 1,504 503 - - 2,529 2,280 2,236 12 - 57,648 Public sector entities 20,858 - 319 45 - 5 186 - 48 0 - 72 0 21,297 Multilateral development banks 47 489 45 - - - - - 271 - 44 36 - 932 13 10 1 0 72 301 238 38 192
5
International organizations Institutions Corporates
1
824
-
-
-
-
-
-
-
-
-
-
-
825
1,995
-
1,425
400
24
7
-
122
437
188
41
156
0 4,055
82,566
- 3,326 406 417 202 204 316 1,977 1,484 401 1,892
16 90,179
Retail customers
18,570
-
672
-
2
2
2
-
0
-
-
629
- 19,870
Secured bymortgages on immovable property 67,589
-
780
9
1
133
0
-
0
-
0
21
- 68,390
Exposures in default Items associated with particularlyhighrisk
5,677
-
170
1
4
41
-
2
13
10
-
259
-
6,120
10
-
-
-
-
-
-
-
-
-
-
6
-
16
Coveredbonds
101
-
54
-
-
54
-
-
-
-
-
241
-
395
Claimson institutions and corporates with a short-termcredit assessment Collective investment undertakings Equity exposures
743
-
862
-
-
92
-
750
282
282
419
-
-
2,306
918
-
588
-
357
-
-
8
13
-
-
-
-
1,519
71
-
6
-
-
-
-
-
3
3
-
96
-
176
Other exposures
7,237
7,237
Total standardized approach
324,386 4,201 18,482 1,058 6,187 1,959 728 1,198 5,723 4,395 3,753 3,651
17 360,213
TOTAL
791,171 57,737 65,488 9,273 12,475 6,513 4,728 5,764 61,290 52,207 17,653 15,269 2,2131,010,822
97
Risk Report Pillar III 2017
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