BPCE_REGISTRATION_DOCUMENT_2017
3 RISK REPORT Market risks
RISK-WEIGHTED ASSETS AND CAPITAL REQUIREMENTS
RWA AND CAPITAL REQUIREMENTS BY TYPE OF RISK ➡
12/31/2017
12/31/2016
RWA Capital requirements
RWA Capital requirements
in millions of euros Interest rate risk
2,150
172
2,287
183
Ownership securities risk
443
35
438
35
UCI position risk
46
4
47
4
Foreign exchange risk
2,853
228
3,209
257
Commodity risk
720
58
709
57
Settlement/deliveryrisk Major tradingbook risks
10
1
27
2
-
-
-
-
Specificrisk on securitization positions
259
21
79
6
IML risk TOTAL
4,229
338 856
5,437
435 979
10,710
12,233
CHANGE IN RISK-WEIGHTED ASSETS BY IMPACT ➡
in billionsof euros Market risks– 12/31/2016
12.2
VaR impact
(1.21)
Interestrate risk
0.02
Foreign exchange risk
(0.33) (0.03)
Other
Market risks– 12/31/2017
10.7
182
Registration document 2017
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