BPCE - 2018 Risk report / Pillar III
7 SECURITIZATION TRANSACTIONS Detailed quantitative disclosures
Detailed quantitative disclosures 7.4
Banking book TABLE 60 – SECURITIZATION EXPOSURES (EAD) ➡
12/31/2018
Originator
Sponsor
Investor
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
in millions of euros
Retail (total)…ofwhich
55 32 23
- - -
55 32 23
636 411 225
- - -
636 411 225
5,614 3,262 2,353
- - -
5,614 3,262 2,353
RMBS
ConsumerABS
Other ABS
- -
- -
- -
- -
- -
- -
- -
- -
- -
Re-securitization
Wholesale(total)… of which Corporate loans
277 2,597 2,873 4 2,376 2,380
5,197
-
5,197
510
-
510
- -
- -
- -
-
-
-
CMBS
215
-
215 278
30
- - -
30
CDO/CLO
57
220
3,342 1,855
-
3,342 1,855
373 107
373 107
Other wholesale Re-securitization
- -
- -
- -
-
-
-
-
0
-
0
12/31/2017
Originator
Sponsor
Investor
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
Conventional
Synthetic Sub-total
in millions of euros
Retail (total)…ofwhich
44 40
- -
44 40
1,134
-
1,134
6,033
-
6,033
RMBS
1
-
1
3,850
-
3,850
Consumer ABS
4
- - -
4
1,133
-
1,133
2,183
-
2,183
Other ABS
- -
- -
- -
- -
- -
- -
Re-securitization Wholesale(total)… of which Corporate loans
181 2,195 2,377
3,577
-
3,577
1,015
-
1,015
-
1,202 1,202
- -
- -
2
- - - - -
2
CMBS
140
-
140 995
34
34
CDO/CLO
1
993
1,734 1,843
-
1,734 1,843
920
920
Other wholesale Re-securitization
40
-
40
-
56
56
-
-
-
-
-
2
2
158
Risk Report Pillar III 2018
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