BPCE - 2018 Risk report / Pillar III
CREDIT RISK Detailed quantitative disclosures
Generalquantitative disclosures on credit risk TABLE 30 – TOTAL AND AVERAGE NET AMOUNT OF EXPOSURES ➡
12/31/2018
2018
12/31/2017
Average net exposures over the period
Net value of exposures
Net value of exposures
in millions of euros
Central governmentsor centralbanks
115,362 12,760 177,198 23,485 28,347 368,436 231,997 43,444 188,554 126,485 34,291 92,194 12,530 686,286 75,310 51,584 21,795 9,955
126,084 13,296 174,670 21,950 27,471 357,495 224,469 41,482 182,887 123,271 34,265 89,006 12,776 684,322 75,944 52,295 21,688 9,755
131,992 13,032 180,985 21,877 27,532 349,772 219,721 40,667 179,054 120,221 33,736 86,485 13,498 689,279 74,586 53,352 21,810 9,829
Institutions Corporates
o/w Specialized lending -
o/w SMEs -
5
Retail
Secured by mortgages on immovable property
SMEs
Non-SMEs
Qualifying revolving
Other retail
SMEs
Non-SMEs
Equity exposures
Total IRB approach
Central governmentsor centralbanks Regionalgovernmentor local authorities
Public sectorentities
Multilateraldevelopment banks Internationalorganizations
207 884
195 788
192 733
Institutions Corporates o/w SMEs -
11,577 109,145 26,502 21,467
9,404
4,748
106,780 25,094 20,833
98,085 23,370 19,972
Retail
o/w SMEs -
2,320
2,162
2,047
Secured bymortgageson immovableproperty
74,065
72,034
69,892
o/w SMEs -
7,164 6,049
7,368 6,028
7,016 5,879
Exposures in default
Items associatedwith particularly highrisk
11
10
8
Covered bonds
280 639 849
420 452 913
514 381 931
Claimson institutionsand corporateswith ashort-termcredit assessment
Collectiveinvestment undertakings
Equity exposures Other exposures
4
7
11
7,704
8,028
8,059
Total standardized approach
381,568
375,819
359,152
TOTAL 1,048,431 Note: net exposures are presentedaccording tothe template recommended by the EBA in its finalreport datedDecember 14,2016, i.e.excluding CCR, CVA and risk exposure amount for contributions tothe default fund ofa CCP. 1,067,854 1,060,141
101
Risk Report Pillar III 2018
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