BPCE - 2018 Risk report / Pillar III
3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Regulatory capital requirements and risk-weighted assets
TABLE 8 – RWAS BY TYPE OF RISK AND BY BUSINESS LINE ➡ Groupe BPCE redefined its business lines in the TEC 2020 strategic plan announced on November business lines:Retail Banking &Insurance, Asset &Wealth Management,and Corporate & InvestmentBanking. The segment reporting informationof Groupe BPCEhas been restated accordingly for previous reporting periods.
29, 2017. The Group now has three core
Basel III phased-in
Operational risk
Credit risk (1)
CVA Market risk
Total
in millions of euros
December 31, 2017 December 31,2018 December 31,2017 December 31,2018 December 31,2017 December 31,2018 December 31,2017 December 31,2018 December 31,2017
250,837 262,922
393
962
26,266
278,458
564
1,154
25,804
290,444
Retail Banking & Insurance
6,935 7,041
- -
- -
4,424 4,656
11,359 11,697
Asset & WealthManagement
42,930 1,162 43,755 1,660
7,577 7,292 2,161 2,158
6,866 7,053
58,535 59,760
Corporate & InvestmentBanking
35,026 27,724
293
499 544
37,979 30,519
93
Other
335,728 1,848
10,700
38,055
386,331
TOTALRISK-WEIGHTED ASSETS DECEMBER 31,2018
341,442 2,317
10,604
38,057
392,420
(1)
includingsettlement-deliveryrisk.
TABLE 9 – NON-DEDUCTED PARTICIPATIONS IN INSURANCE UNDERTAKINGS ➡ Insurance subsidiary in millions of euros
Siren
VaR 322 644
RWA amount
PREPAR VIE
323087379 552069791 343158036 350663860 324154863 341737062 349004341 352259717 401380472 484066980 200343668
1,192 1,866
COFACE
PREPAR IARD
33
122
BPCE ASSURANCES
449
1,661
MURACEF
55
204
CNP ASSURANCES
2,430 1,753
7,048 6,487
BPCEVIE
BPCEPRÉVOYANCE
57 87 80 10
213 321 295
BPCE IARD SURASSUR
NEXGEN
36
36
Risk Report Pillar III 2018
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