BPCE - 2018 Risk report / Pillar III
APPENDICES EDTF cross-reference table
EDTF cross-reference table 14.3
Recommendation INTRODUCTION 1
Page No.
Cross-reference table
228-229
6; 83-90;100; 136-137;152-153; 165-166;178-180; 207-211;215-218; 230; 235
2 3 4
Terminology and risk measurement, key inputs used Descriptionof principal and/or emergingrisks
11
New solvency regulatory framework and Groupe BPCE targets
28-29; 37-39
RISKGOVERNANCE AND RISKMANAGEMENT STRATEGY 5 Organization of risk management and control
21-26; 63-74
6 7
Risk culture
67-69
Risk mapping by business line
8; 36
38; 71-74; 76-77; 167-168;170
8
Management and governance of internal credit and market stress testing
CAPITALREQUIREMENTS AND RISK-WEIGHTED ASSETS 9 Minimum capital requirements
29
10a 10b
Breakdown of regulatory capital
32-34 30-31 33-34 37-39
Reconciliation of the accountingbalancesheetandtheregulatorybalancesheet.
11 12 13 14 15 16 17
Changes in regulatory capital
Capital planning andtargetCRD IV ratios
Risk-weighted assetsby business lineandby typeof risk
36 35
Risk-weighted assetsandcapital requirements by methodandexposureclass
94-95; 101; 110-111;122-129
Exposure tocredit risk by exposure class andinternal rating
Changes in risk-weighted assetsby risktype
35-36
Descriptionof back-testingmodelsandtheirreliability
89; 133
LIQUIDITY 18
Liquidity management and liquidityreserves
177-190
19 20 21
Encumbered assets
188 182 183
Breakdown of financialssetsandliabilitiesby contractualmaturity
Fundingstrategy
MARKETRISKS 22 to24 Market riskmeasurement
163-168 163-168
25
Market riskmanagement techniques
CREDIT RISK 26
Credit risk– maximum exposure, breakdown a ddiversification
94-95 78-82
27 and 28 Provisioning policy and riskhedging
29 30
Derivatives: notional amounts, counterparty risk, clearing
148
Credit riskmitigationmechanisms
91-93; 116-117
OTHER RISKS
Other risks: Insurancesector risks, operationalrisks and legal risks, informationsystem security and business continuity plans
31 32
191-196;197-218 191-196;207-214
Publicly known risksandeffortsto addressoperational and legalrisks
14
229
Risk Report Pillar III 2018
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