BPCE - 2018 Risk report / Pillar III
5 CREDIT RISK
Detailed quantitative disclosures
TABLE 36 – CREDIT QUALITY OF EXPOSURES BY GEOGRAPHIC AREA ➡
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
France
12,770
499,450
7,982
504,238
European Institutions Europe(excl. France)
-
65,388 46,592
-
65,388 46,864
761
488
o/w Germany - o/w Italy - o/w Spain -
23
6,820 5,396 4,404 4,065 4,882
24 98
6,819 5,585 4,440 4,072 4,884
287 139
102
o/w Netherlands - o/w United Kingdom - North &SouthAmerica o/w United States -
35 28
28 26
1,084
40,328 32,073 15,303 12,063
850 120
40,563 32,085 15,377 12,298
133 117 374
Asia
44
Africa and theMiddle East
139
Oceania
-
1,558
1
1,557
Total IRB approach
15,107
680,683 338,129
9,504 4,148
686,286 342,512
France
8,531
European Institutions Europe(excl. France)
-
3,294
0
3,294
298
22,716
197
22,817
o/w Germany - o/w Italy - o/w Spain -
62
1,478 5,784 2,443 1,324 5,093 4,200 3,565 3,812 918
63
1,477 5,781 2,477 1,324 5,164 4,267 3,568 3,918 917
5
8
59
24
o/w Netherlands - o/w United Kingdom -
-
1 0 5 4
0
North America
76 71 20
o/w United States -
Asia
16
Africa and theMiddle East
657
551
Oceania
10
297
12
294
Total standardized approach
9,592
376,905
4,929
381,568
TOTAL
24,699
1,057,588
14,433
1,067,854
114
Risk Report Pillar III 2018
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