BPCE - 2018 Risk report / Pillar III
8 MARKET RISKS
MARKET RISK POLICY 8.1
164
QUANTITATIVE DISCLOSURES 8.4
169
Groupe BPCE VaR Stress test results
169 170 171
MARKET RISK MANAGEMENT 8.2
165
Risk-weighted assets and capital requirements
Organization
165 165
Risk monitoring
DETAILED QUANTITATIVE DISCLOSURES 8.5 172 Breakdown of market risk-weighted assets by approach 172 Detailed disclosures on Natixis market risks 172
MARKET RISK MEASUREMENT METHODS 8.3 167 Sensitivities 167 VaR 167 Stress tests 167
163
Risk Report Pillar III 2018
Made with FlippingBook - Online magazine maker