BPCE - 2018 Risk report / Pillar III
CREDIT RISK Risk measurement and internal ratings
Risk measurement and internal ratings 5.2
Current situation TABLE 20 – SCOPE OF STANDARDIZED AND IRB METHODS USED BY THE GROUP ➡
Crédit Foncier/ Banque Palatine/ BPCE International
Banque Populaire network
Caisse d’Epargne network
BPCE SA group
Customer segment
Natixis
Central banks and othersovereignexposures
F-IRB Standardized Standardized F-IRB Standardized Standardized
A-IRB A-IRB
F-IRB F-IRB
5
Central governments
Public sectorand similar entities
Standardized Standardized Standardized Standardized Standardized
A-IRB/ Standardized
Financialinstitutions
F-IRB Standardized Standardized
F-IRB
F-IRB/ Standardized Standardized
F-IRB/ Standardized
A-IRB/ Standardized Standardized
Corporates(Rev. > €3 million)
Retail customers
A-IRB
A-IRB Standardized Standardized
*
Rev.: revenue.
TABLE 21 – BREAKDOWN OF EAD BY APPROACH FOR THE MAIN CUSTOMER SEGMENTS
12/31/2018
12/31/2017
EAD
EAD
Standardized
F-IRB
A-IRB
Standardized
F-IRB
A-IRB
% breakdown
Central banks and othersovereignexposures
35% 46% 20% 30% 45% 25% 48% 31% 21% 53% 27% 20%
Central governments
Public sectorand similar entities
99% 56%
0%
1% 99%
0%
1%
Financialinstitutions
9% 35% 37% 24% 39%
Corporates
40% 19% 41% 37% 24% 39%
Retail customers
14%
0% 86% 15%
0% 85%
83
Risk Report Pillar III 2018
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