BPCE - 2018 Risk report / Pillar III
COUNTERPARTY RISK Detailed quantitative disclosures
12/31/2017
Total at 12/31/2017
0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1250% Other
in millions of euros Central governments or central banks Regional government or localauthorities
46
-
-
-
-
-
-
-
-
-
-
-
-
-
-
46
96
-
-
-
281 455
-
-
-
-
-
-
-
-
-
-
377
Public sector entities 38
-
-
-
-
1
-
-
27
7
-
-
-
-
528
Multilateral development banks
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
International organizations
137
-
-
-
-
-
-
-
-
-
-
-
-
-
-
137
Institutions
2 18,884 -
-
350
-
398
-
-
-
-
-
-
-
-
19,634
Coveredbonds
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
32
-
-
-
33
-
168
-
-
386
23
-
-
-
-
641
Retail
- -
- -
- -
- -
- -
- -
- -
- -
2
- -
- -
- -
- -
- -
- -
2
Equity exposures Collective investment undertakings
-
-
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
- -
6
Other exposures
Claimson institutions and corporates with a short-termcredit assessment Exposures secured by mortgageson immovable property Items associated with particularlyhighrisk Exposures in default
-
-
-
-
22
-
210
-
-
33
-
-
-
-
-
265
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
- -
- -
- -
- -
- -
- -
- -
- -
-
-
-
-
-
-
-
1
4
-
-
-
-
5
TOTAL
351 18,884 -
- 1,140
- 777
-
2 446
34
-
-
-
-
21,634
143
Risk Report Pillar III 2018
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