BPCE - 2018 Risk report / Pillar III
COUNTERPARTY RISK Quantitative disclosures
TABLE 48 – COUNTERPARTY RISK RELATED TO DERIVATIVE AND REPURCHASE AGREEMENT EXPOSURES ➡
12/31/2018
12/31/2017
Standardized
IRB
Total
Standardized
IRB
Total
in millions of euros
Derivatives Central banks and othersovereignexposures
-
692 462 135
692 524
-
342
342
Central governments
61
8
1,335
1,343
Public sectorand similar entities
921
1,055
827
146
973
Institutions Corporates
16,568
6,631 7,312
23,199
17,518
6,141 7,524
23,659
547
7,858
401
7,926
Retail
3
3
7
4 0
3
7
Securitization
47
1,613
1,660
1,489
1,489
TOTAL
18,147
16,849
34,996
18,759
16,980
35,739
Repurchase agreements Central banks and othersovereignexposures
-
3,246 2,147
3,246 2,216
-
3,743
3,743
Central governments
69 47
130
810
940
Public sectorand similar entities
-
47
77
-
77
Institutions Corporates
3,770
7,561 8,651
11,331
3,875 3,051
14,024
17,900 10,072
6
964
9,615
7,021
Retail
- -
- -
- -
Securitization
TOTAL
4,850
21,606
26,456
7,133
25,599
32,732
139
Risk Report Pillar III 2018
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