BPCE_REGISTRATION_DOCUMENT_2017

9 ADDITIONAL INFORMATION Glossary

Glossary 9.5

Acronyms

The European Banking Authority, established by an EU regulation on November 24, 2010. It cameinto being on January 1, 2011 in London, superseding the Committeeof EuropeanBanking Supervisors (CEBS). This new body has an expandedmandate. It isin charge of harmonizing prudentialstandards,ensuring coordination amongthevariousnationalsupervisory authorities and performing the roleof mediator. The goal is to establisha Europe-wide supervision mechanism withoutcompromising theability of the nationalauthorities to conductthe day-to-day supervision of credit institutions Autoritéde contrôle prudentielt de résolution , theFrench prudential supervisory authority for the banking and insurance sector (formerly theCECEI, or Comité des établissements de créditet desentreprisesd’investissement /Credit Institutions and InvestmentFirms Committee) See securitization

EBA ABS

ACPR

ADEME

/Agency for theenvironment andcontrolof energyconsumption

Agencede l’environnement et de la maîtrisede l’énergie Associationpour le droit à l’initiativeéconomique

ADIE

/Association for therightto economic initiative

AFEP-MEDEF

Association française des entreprises privées –Mouvementdesentreprisesde France /French business association

AFS

Available for sale

AGIRC

/General association of executivemanagement pension i stitutions

Associationgénéraledes institutions de retraite des cadres

ALM AMF AQR

Asset and liabilitymanagement

Autoritédes marchés financiers /French financial marketsauthority

Asset quality review,which involves the supervisory assessment of risks, thereview of asset quality, and stresstests Associationpour le régime deretraite complémentaire dessalariés /Employee supplementary pensionschemeassociation

ARRCO

AT1

Additional Tier 1

Basel Committee on Banking Supervision, anorganization comprised of thecentral bank governorsof theG20countries,taskedwith strengthening the globalfinancialsystemandimproving the fficacy of prudential supervision and cooperation amongbankregulators

BCBS

ECB

European Central Bank European Investment Bank

EIB

MTN

Medium TermNote

BRRD

BankRecovery and ResolutionDirective

CCF CIC CDD

Credit Conversion Factor

Cooperative investment certificates

Contratde travail à durée déterminée /Fixed-termemployment contract Contratde travail à durée indéterminée /Permanentemployment contract

CDI

CDO

See securitization

CDPC

Credit Derivative ProductCompanies

Credit Default Swap, a creditderivativecontract under which the party wishing to buy protection against acreditevent(e.g. counterparty default) makesregularpayments to a third party andreceivesa pre-determined payment fromthisthird partyshouldthecreditevent occur Customer loan-to-deposit ratio, i.e. a liquidity indicator that enablesa credit institutiontomeasure its autonomy with respectto the financialmarkets

CDS

CLDR

CLO

See securitization See securitization

CMBS CEGC CET1 CHSCT

Compagnie Européenne de Garantieset de Cautions

Common Equity Tier 1

Comité d’Hygiène, de Sécuritéet desConditions de Travail /Committee for Hygiene, Safety andWorkingConditions

CNCE

Caisse Nationale des Caissesd’Epargne

CNIL CPM CRD CRR

Commission Nationale de l’Informatique t desLibertés (an independent administrative authority protecting privacyandpersonal data)

Credit PortfolioManagement Capital Requirements Directive Capital Requirements Regulation

Credit valuation adjustment, i.e. theexpected loss related to therisk of default by a counterparty. TheCVAaims totakeintoaccount the fact thatthefullmarket value of thetransactionsmay not be recovered.The method for determining the CVAis primarilybased on the use of market inputs in connection with thepracticesof market professionals Credit Value-at-Risk, i.e. theworst loss expected tobe suffered aftereliminating the1%worst-case scenarios, used to determine individual counterparty limits DebitValuationAdjustment, symmetrical to theCVA.Represents the expected loss, from thecounterparty’s perspective,on valuations of derivative liabilities. It reflects the impact of the ntity’sowncredit quality on thevaluation of these instruments Exposure at default, i.e. theamount owed by the customerat theeffectivedefault date. It is thesumof the remaining principal, pastdue payments, accrued interestnotyet due, fees and penalties HumanResourcesdepartment

CVA

CVaR

HR

DVA

EAD

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Registration document 2017