BPCE - 2018 Risk report / Pillar III
14 APPENDICES
Cross-reference table for the Pillar III Report
Cross-reference table for the Pillar III 14.2 Report
CRR Article
Topic
Reference in Pillar III report
Page in Pillar III report
435 436 437 438 439 440 441 442 443 444 445 446 447
Risk management, objectives and policies
4 Risk governance and riskmanagement system 21-26; 63-74
Scopeof application
3 Capitalmanagement and capitaladequacy 3 Capitalmanagement and capitaladequacy 3 Capitalmanagement and capitaladequacy
30-31; 40-53 32-34; 54-60
Capital
Capital requirements
35-36
Exposure tocounterparty credit risks
6 Counterparty Risk
135-149 28-29; 61
Capital buffers
3 Capitalmanagement and capitaladequacy
BPCE website – Investors/Regulated information section Regulatory publications
Indicators of global systemic importance
Credit riskadjustments Encumbered assets
5 Creditrisk 9 Liquidity risk 5 Creditrisk 8 Marketrisks
100-134
188
Use of ECAIs
83-93
Exposure tomarket risk
164-176 207-211
Operational
11 Operational risk
Exposures to equitiesnot included in thetrading book Exposure to interestrate riskon positions not included in thetrading book
130
448 449
9 Liquidity, interestrateandexchangeraterisks
184
Exposure tosecuritization positions
7 Securitization transactions
152-162
BPCE website – Investors/Regulated information section Other information
450 451 452 453 454 455 458
Remuneration policy
Leverage
3 Capitalmanagement and capitaladequacy
38; 62 83-90 91-93
Use of IRBapproach to credit risk Use of credit risk mitigation techniques
5 Creditrisk 5 Creditrisk
Use of Advanced Measurement Approaches to operational risk Use of InternalMarket Risk Models Macroprudential supervision measures
11 Operational risk
N/A
8 Marketrisks
167; 172-176
3 Capitalmanagement and capitaladequacy
61
228
Risk Report Pillar III 2018
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