BPCE_REGISTRATION_DOCUMENT_2017
3 RISK REPORT
Liquidity, interest rate and foreign exchange risks
CUSTOMER LOAN-TO-DEPOSIT RATIO The Group’s customer loan/depositratio (1) was 120%at December31, 2017 (compared to 120% at December
31, 2016).
SOURCES AND USES OF FUNDS BY MATURITY ➡
Less than 1 month 1 to 3 months
3 months to 1 year
No fixed maturity
Total at 12/31/2017
in millions of euros
1 to 5 years Over 5 years
Cash andamountsdue from central banks Financialassetsat fair value throughprofit or loss – tradingbook Financialassetsat fair value throughprofit or loss – fair value option Available-for-salefinancial assets Loans and receivablesdue from credit institutions Loans and receivablesdue from customers Revaluation differenceson interestrate risk-hedged portfolios Held-to-maturity financial assets Financial assetsby maturity Amount due tocentralbanks Financialliabilities atfair value through profit or loss– trading book Financialliabilities atfair value through profit or loss– fair value option Hedgingderivatives
94,696
6
-
-
-
-
94,702
-
-
-
-
-
104,665 104,665
12,506
9,875
7,272
4,953
7,718
22,779
65,103
-
-
-
-
-
9,809
9,809
2,866
2,095
7,773
33,687
36,173
22,075 104,669
69,500
12,604
3,757
2,996
851
2,353
92,061
72,293
32,036
52,771 196,646 316,987
22,395 693,128
-
-
-
-
-
5,805
5,805 7,834
145
122
750
3,353
3,464
0
252,006
56,738
72,323 241,635 365,193 189,881 1,177,776
-
-
-
-
-
-
-
-
-
-
-
-
74,660
74,660
22,362
11,415
2,247
7,313
14,363
3,557
61,257
Hedgingderivatives
-
-
-
-
-
14,725
14,725
Amounts dueto credit institutions
27,527 447,660
9,080
6,894
34,461 52,832
13,719 19,004
464
92,145
Amounts dueto customers
20,987
28,334
1,062 569,879
Subordinated debt
409
24
197
589
15,670
521
17,410
Debt securities
20,303
26,054
50,286
61,544
53,758
5,012 216,957
Revaluation differenceson interestrate risk-hedged portfolios Financial liabilitiesby maturity Loan commitmentsgiven to credit institutions Loan commitmentsgiven to customers
-
-
-
-
-
367
367
518,261
67,560
87,958 156,739 116,514 100,368 1,047,400
549
23
128
532
-
1
1,233
28,511
5,907 5,930
15,141 15,269
46,773 47,305
18,126 18,126
1,454 115,912 1,455 117,145
TOTALLOANCOMMITMENTS GIVEN 29,060 Guaranteecommitments given to credit institutions Guaranteecommitments given to customers TOTALGUARANTEECOMMITMENTS GIVEN Note: accountingbalancesheetby contractual maturity date.
333
507
715
613
3,975
713
6,856
3,092
3,025
5,503
14,136
7,019
5,375
38,150
3,425
3,532
6,218
14,749
10,994
6,088
45,006
Financial instrumentsmarkedto market on the incomestatementand held in the trading book, variable-incomeavailable-for-salefinancial assets, non-performingloans, hedgingderivativesand remeasurement adjustmentson interest rate risk-hedgedportfolios are placed in the “No fixed maturity”column. Thesefinancial instruments are:
either held for saleor redeemedprior to their contractual maturity; ● or held for sale or redeemedat an indeterminabledate (particularly ● where they have nocontractual maturity);
Excluding SCF (Compagnie de Financement Foncier, the Group’s “société de crédit foncier”, a French covered bond issuer). (1)
186
Registration document 2017
Made with FlippingBook - professional solution for displaying marketing and sales documents online