BPCE - 2018 Risk report / Pillar III
COUNTERPARTY RISK Detailed quantitative disclosures
TABLE 55 – EXPOSURES TO CCPS ➡
EAD post CRM
RWAs
(in millionsof euros)
Exposures toQCCPs (1) (total)
765
Exposures for tradesat QCCPs(excluding initialmargin and default fundcontributions);of which
13,600
270
OTC derivatives (i)
1,672 8,492 3,437
32
Exchange-trade derivatives (ii)
169
SFTs (iii)
69
Netting setswhere cross-productnettinghas beenapproved (iv) Segregatedinitial margin Non-segregated initial margin
4,143
87
Prefunded default fund contributions
349
407
Exposures tonon-QCCPs(total) Exposures for tradesat non-QCCPs(excluding initialmargin and default fundcontributions);of which OTC derivatives (i) Exchange-trade derivatives (ii) SFTs (iii) Netting setswhere cross-productnettinghas beenapproved (iv) Segregatedinitial margin Non-segregated initial margin
6
Prefunded default fund contributions Unfunded default fundcontributions QualifyingCentralClearingCounterparty (1)
149
Risk Report Pillar III 2018
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