BPCE - 2018 Risk report / Pillar III
3 CAPITAL MANAGEMENT AND CAPITAL ADEQUACY Detailed quantitative disclosures
12/31/2018
12/31/2017
Phased-in amount
Phase-in measures
Phased-in amount
Phase-in measures
in millions of euros
o/w significant investments in the capital ofother financialsectorentities - Residual amounts deducted from Additional Tier 1 capital with regard to deduction from Tier 2 capital duringthe transitionalperiodpursuant to Article 475 of Regulation (EU) No. 575/2013 o/w non-significant investments in the capital ofother financialsector - entities o/w significant investments in the capital ofother financialsectorentities - Amount tobe deducted from or added to AdditionalTier 1 capitalwith regardto additionalfilters and deductionsrequired pre-CRR Qualifying T2deductions thatexceedthe T2 capital ofthe institution (negativeamount) TOTALREGULATORYADJUSTMENTSTO ADDITIONALTIER 1(AT1) CAPITAL o/w own capital instruments -
41b
- -
(131)
(8)
-
(122)
41c
-
0
42
-
0
43 44 45
(22) 344
(153)
AdditionalTier 1 (AT1)capital Tier 1 capital (T1= CET1+ AT1)
448
62,522
59,490
Tier 2 (T2)capital: instruments and provisions 46
Capital instruments and the relatedsharepremium accounts
15,088
15,132
Amount ofqualifyingitems referredto in Article 484 (5)and therelatedshare premium accounts subjecto phaseout fromT2 Public sectorcapital injectionsgrandfathered untilJanuary 1,2018 Qualifying own funds instruments included in consolidated T2 capital (includingminority interestsand AT1 instruments not included in rows 5or 34) issuedby subsidiaries and heldby third parties
47
25
42
-
0
48 49 50 51
-
0
o/w instruments issuedby subsidiariessubjectto phaseout -
Credit riskadjustments
567
542
Tier 2 (T2)capitalbefore regulatory adjustments
15,680
15,717
Tier 2 (T2)capital: regulatory adjustments
Direct and indirect holdingsby an institution ofown T2 instrumentsand subordinated loans (negativeamount) Holdingsof the T2 instrumentsand subordinated loans ofinancialsector entities wherethoseentitieshave reciprocalcross holdingswith the institution designedto inflate artificiallythe own funds of the institution (negativeamount) Direct and indirect holdingsof the T2 instrumentsand subordinated loans of financial sectorentities wherethe institution does not have a significant investment in those entities (amount above10% thresholdand netof eligible short positions) (negativeamount) o/w new holdings not subject totransitionalarrangements - o/w holdingsexistingbeforeJanuary 1,2013 and subjectto transitional - arrangements Directand indirectholdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institutionhasa significant investment in those entities (net of eligible short p si ions) (negativeamount) Regulatory adjustmentsappliedto Tier 2 in respectof amounts subjectto pre-CRR treatmentand transitional treatmentssubjectto phase out as prescribed in Regulation(EU) No. 575/2013 (i.e. CRR residual amounts) Residual amounts deducted from Tier 2 capital with regard to deduction from CommonEquityTier 1 capitalduring thetransitionalperiodpursuantto Article 472 of Regulation (EU) No. 575/2013 o/w own capital instruments - o/w non-significant investments in the capital ofother financialsector - entities o/w significant investments in the capital ofother financialsectorentities - Residual amounts deducted from Tier 2 capital with regard to deduction from CommonEquityTier 1 capitalduring thetransitionalperiodpursuantto Article 475 of Regulation (EU) No. 575/2013
52
(75)
(75)
53
-
0
54
-
0
54a
54b
55
(1,244)
(1,244)
(1,083)
(1,245)
56
-
0
56a
-
0
56b
-
(2)
o/w own capital instruments -
56
Risk Report Pillar III 2018
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