BPCE - 2018 Risk report / Pillar III
SECURITIZATION TRANSACTIONS Quantitative disclosures
Quantitative disclosures 7.3
Breakdown of exposures and risk-weighted assets TABLE 56 – BREAKDOWN OF EXPOSURES BY TYPE OF SECURITIZATION ➡
12/31/2018
12/31/2017
Exposures
EAD
Exposures
EAD
in millions of euros Bankingbook
15,055 12,307
14,886 12,289
15,710 13,388
14,180 11,984
Traditionalsecuritization Syntheticsecuritization
2,748
2,597
2,322
2,195
Trading book
603
603
663
663
TOTAL
15,658
15,489
16,373
14,843
Note: Post-guaranteeexposures.
TABLE 57 – BREAKDOWN OF EAD AND RWA BY TYPE OF PORTFOLIO ➡
12/31/2018
12/31/2017
Change
7
EAD
RWAs
EAD
RWAs
EAD
RWAs
in millions of euros Bankingbook
14,886
5,135 2,545
14,180
5,310 3,485
706
(175) (940)
Investor
6,124 2,928 5,833
7,048 2,421 4,711
(924)
Originator Sponsor
620
324
507
296 469
1,970
1,501
1,122
Trading book
603 603
254 254
663 663
259 259
(60) (60)
(5) (5)
Investor Sponsor TOTAL
0
0
0
0
0
0
15,489
5,389
14,843
5,569
646
(180)
Note: Post-guaranteeexposures.
155
Risk Report Pillar III 2018
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