BPCE - 2018 Risk report / Pillar III
5 CREDIT RISK
Detailed quantitative disclosures
Credit quality TABLE 34 – CREDIT QUALITY OF EXPOSURES BY EXPOSURE CLASS ➡
12/31/2018
Gross carrying values of
Exposures in default
Non-defaulted exposures
Specific credit risk adjustment
Net value of exposures
in millions of euros
Central governmentsor centralbanks
94 29
115,318
50 50
115,362
Institutions Corporates
12,782
12,760
5,407 9,574
175,060 364,995
3,270 6,134
177,198 368,436
Retail
Equity exposures
2
12,527
-
12,530
Total IRB approach
15,107
680,683
9,504
686,286
Central governmentsor centralbanks Regionalgovernmentor local authorities
- - - - - - - - -
75,312 51,604 21,842
2
75,310 51,584 21,795
20 47
Public sectorentities
Multilateraldevelopment banks Internationalorganizations
207 884
0
207 884
-
Institutions Corporates
11,582 110,084 21,617 74,285
5
11,577
938 150 220
109,145
Retail
21,467 74,065
Secured bymortgageson immovableproperty
Exposures in default
9,592
-
3,543
6,049
Items associatedwith particularly highrisk
- -
11
-
11
Covered bonds
280
0
280
Claimson institutionsand corporateswith ashort-termcredit assessment
- - - -
639 852
0 3
639 849
Collectiveinvestment undertakings
Equity exposures Other exposures
4
-
4
7,704
0
7,704
Total standardized approach
9,592
376,905
4,929
381,568
TOTAL 1,067,854 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. 24,699 1,057,588 14,433
110
Risk Report Pillar III 2018
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