BPCE - 2018 Risk report / Pillar III
5 CREDIT RISK
Detailed quantitative disclosures
TABLE 39 – EXPOSURES POST CONVERSION FACTOR AND POST RISK MITIGATION TECHNIQUES ➡
12/31/2018 0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1250% Other Total
in millions of euros
Central governments or centralbanks 84,913 - Regional governmentor local authorities 1,263 -
-
-
525
-
117
-
- 659 4 2,072 -
-
- 88,289
-
- 55,204
- 2,653
-
-
9 -
-
-
-
- 59,128
Public sector entities Multilateral development banks International organizations
10,185 -
-
- 4,498
- 1,605
-
- 1,952 127 -
-
-
12 18,379
249 -
-
-
-
-
-
-
-
-
-
-
-
-
-
249
884 -
-
-
-
-
-
-
-
-
-
-
-
-
-
884
Institutions
4,919 1,652 -
- 3,829 69 52
-
316
-
- 920 - - 158 -
-
-
-
- 11,635
Covered bonds
-
-
-
-
-
-
-
-
-
-
280
Corporates
23 23 -
- 4,891 333 16,821
197 -58,208 3,156 -
-
-
50 83,702
Retail
-
-
-
-
-
-
-
- 8,575 -
-
-
-
-
- 8,575
Equity exposures
-
-
-
-
-
-
-
-
-
4 -
-
-
-
-
4
Collective investment undertakings
-
-
-
-
328
-
-
-
-
12 -
-
-
- 509 849 - 1,823 7,706
Other exposures Claimson institutions and corporates with a short-term credit assessment
9 -
-
41 14
-
16
-
- 5,804 -
-
-
-
-
-
-
101
-
326
-
- 209 22 -
-
-
-
658
Secured by mortgageson immovable property
-
-
-
-
- 42,822 14,357
- 2,621 388 -
-
-
-
87 60,276
Items associated with particularly high risk
-
-
-
-
-
-
-
-
-
-
11 -
-
-
-
11
Exposures in default
-
-
-
-
-
-
-
-
- 3,129 1,558 -
-
-
- 4,688
TOTAL
102,444 1,675 - 110 69,442 43,155 36,211
19711,19571,453 4,878 2,072 -
- 2,481 345,313
120
Risk Report Pillar III 2018
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