BPCE - 2018 Risk report / Pillar III
5 CREDIT RISK
Detailed quantitative disclosures
TABLE 33 – MATURITY OF EXPOSURES ➡
No stated maturity
Total at 12/31/2018
On demand
< 1 year
< 5 years
> 5 years
in millionsof euros
Central governmentsor centralbanks
78,870
5,769 3,218
25,505
4,366 1,293
- - -
114,510 10,256 104,059 343,152 12,357
Institutions Corporates
3,293 5,197 6,548
2,452
25,430
37,739
35,693
Retail
1,515 4,872
32,190 302,871
27
Equity exposures
-
1,193
186
6,107
Total IRB approach
93,908 48,266
40,804
99,079 344,409
6,134 584,335
Central governmentsor centralbanks Regionalgovernmentor local authorities
4,057 1,289 1,390
8,182 3,675 4,089
9,293
5,505
75,303 47,750 19,182
20
42,284 13,011
481 223
Public sectorentities
469
Multilateraldevelopment banks Internationalorganizations
- -
5
86
96
-
187 884
15
403
465
0
Institutions Corporates
2,593 5,468
449
250
751
7,097 6,782
11,141 78,795
10,493
17,507
38,545
Retail
70
2,039
1,799 4,371
5,055
66
9,029
Secured bymortgageson immovableproperty
1,587
283 565
59,198
3,670
69,109
Exposures in default
226
650
3,627
675
5,744
Items associatedwith particularly highrisk
- -
-
-
- -
11
11
Covered bonds
12
110
158
280
Claimson institutionsand corporateswith ashort-term credit assessment
252
429
-
-
(55)
626 849
Collectiveinvestment undertakings
- -
- -
431
352
66
Equity exposures Other exposures
-
-
1
1
2,679
35
66
203
4,721
7,705
Total standardized approach
61,631 155,539
21,062
41,618 172,881
29,402 326,594 35,536 910,929
TOTAL
61,866 140,697 517,290
Note: On-balancesheet exposures only.
108
Risk Report Pillar III 2018
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