BPCE - 2018 Risk report / Pillar III
CREDIT RISK Quantitative disclosures
GEOGRAPHIC BREAKDOWN OF GROSS EXPOSURES 12/31/2018 ➡
Central governments/Central banks and other sovereign exposures
Corporates
Institutions
4%
Africa and the Middle East 2%
Africa and the Middle East 1%
Africa and the Middle East
Asia/Oceania 1%
4%
Asia/Oceania 7%
Asia/Oceania
North & South America 7%
North & South America 8%
10%
North & South America
France 47%
Europe (excl. France) 16%
France 67%
15%
France 68%
Europe (excl. France) 43%
Europe (excl. France)
5
12/31/2017 ➡
Institutions
Central governments/Central banks and other sovereign exposures
Corporates
Africa and the Middle East 1%
Asia/Oceania 1%
Africa and the Middle East 1%
Africa and the Middle East 4%
Asia/Oceania 6%
Asia/Oceania 4%
North & South America 7%
North & South America 9%
North & South America 9%
Europe (excl. France) 15%
France 68%
Europe (excl. France) 15%
Europe (excl. France) 46%
France 69%
France 45%
Gross exposures arevery predominantly located inEurope, especiallyin France, for all asset classes (66%of corporates).
CONCENTRATION TABLE 22 – CONCENTRATION BY BORROWER ➡
12/31/2018
12/31/2017
Breakdown Gross amount/Total large risk exposures (1)
Breakdown Gross amount/Total large risk exposures (1)
Percentage of capital Gross amount/ Capital (2)
Percentage of capital Gross amount/ Capital (2)
Concentration by borrower
No. 1 borrower Top 10 borrowers Top 50 borrowers Top 100borrowers
3.4%
7.1%
4.2%
8.6%
21.3% 54.8% 74.9%
44.2%
21.5% 55.7% 76.3%
43.9%
113.6% 155.5%
113.8% 155.9%
Total large risksexcludingGroupeBPCEsovereignexposures(€159.6 bnat 12/31/2018). (1) GroupeBPCEregulatorycapital (CorepCA4 row 11at 12/31/2018):€76.8 bn. (2) The percentage of the Top 100 borrowersheld relatively steady in2018 and did not showany particular concentration.
95
Risk Report Pillar III 2018
Made with FlippingBook - Online magazine maker