BPCE - 2018 Risk report / Pillar III
CREDIT RISK Quantitative disclosures
Non-performing and forborne exposures TABLE 28 – NON-PERFORMING AND FORBORNE EXPOSURES ➡
Gross carrying values of performing and non-performing exposures
Accumulated impairment and provisions and negative fairvalue adjustments due to credit risk Collaterals received and financial guarantees received o/w Performing o/w Non-Performing
o/w Performing
o/w Non-Performing
o/w perfor- ming past due
Accumulated impairment and provisions on performing exposures
Accumulated impairment and provisions on non- performing exposures
Total gross carrying value of non- performing exposures
Total gross carrying value of exposures
> 30 days ≤ 90 days
o/w perfor- ming forborne
On non- performing exposures
o/w defaulted
o/w impaired
o/w forborne
o/w forborne
o/w forborne
o/w forborne
in millions of euros
5
Debtsecurities
76,305
-
47
346
337
327 116
(26)
(6)
(207)
(42)
57
57
Loans and advances
842,565 2,058 2,307 23,999 21,767 21,571 6,459
(2,841)
(116)
(9,932)
(1,721)
12,927 5,815
Off-balancesheet exposures
173,205
-
-
1,697 1,402
-
16
354
0
323
4
22
18
TABLE 29 – CHANGES IN THE STOCK OF GENERAL AND SPECIFIC CREDIT RISK ADJUSTMENTS ➡
Accumulated specific credit risk adjustment
Accumulated general credit risk adjustment (2)
in millionsof euros
Opening balance
13,735 2,112 (1,860) (1,234)
Increases due toamounts setaside for estimated loan losses during theperiod Decreasesdue to amountsreversedfor estimatedloan losses duringthe period Decreasesdue to amountstaken against accumulated credit risk adjustments
Transfersbetweencredit riskadjustments
705
Other adjustments (incl. IFRS 5)
(456)
Closing balance (1)
13,003
Recoveries on credit riskadjustments recordeddirectlyto the statementof profit or loss Specificcredit riskadjustments directly recordedto the statement ofprofit or loss 226 Differencesin the total amountof provisionsbetweenthe aboveTable 34(Creditqualityof exposuresby exposureclass)and Table35 (Creditqualityof exposuresby industry)can be predominantly (1) attributedto differencesin scope.The above tabledoesnot show impairmentson equity interestsor provisionson guaranteecommitmentsgiven. The heading“Accumulatedgeneralcreditrisk adjustment”cannotbe usedundercurrent IFRS. (2) (68)
99
Risk Report Pillar III 2018
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