CFM INDOSUEZ Wealth Management - 2019 annual report

F i n a n c i a l a s s e t s a t a m o r t i s e d c o s t a t 3 1 / 1 2 / 2 0 1 9 Credit risk categories Book value Performing assets (in thousands of euros) Assets subject to 12-month ECL (Bucket 1) Assets subject to lifetime ECL (Bucket 2) Impaired assets (Bucket 3) Total Retail clients PD ≤ 0.5% 2,652,677 2,652,677 0.5% < PD ≤ 2% 162,236 663 162,899 2% < PD ≤ 20% 8,314 562 8,876 20% < PD < 100% 459,345 2,125 461,470 PD = 100% 25,156 25,156 Total retail clients 3,282,572 3,350 25,156 3,311,078 Non-retail clients PD ≤ 0.6% 1,944,953 1,944,953 0.6% < PD < 12% 56,065 432 56,497 12% ≤ PD < 100% 510 510 PD = 100% 2,360 2,360 Total non-retail clients 2,001,018 942 2,360 2,004,320 Impairment -1,353 -115 -9,215 -10,683 Total 5,282,237 4,177 18,301 5,304,715 F i n a n c i a l a s s e t s a t a m o r t i s e d c o s t a t 3 1 / 1 2 / 2 0 1 8 Credit risk categories Book value Performing assets (in thousands of euros) Assets subject to 12-month ECL (Bucket 1) Assets subject to lifetime ECL (Bucket 2) Impaired assets (Bucket 3) Total Retail clients PD ≤ 0.5% 3,079,426 5,592 3,085,018 0.5% < PD ≤ 2% 2% < PD ≤ 20% 20% < PD < 100% PD = 100% 38,373 38,373 Total retail clients 3,079,426 5,592 38,373 3,123,391 Non-retail clients PD ≤ 0.6% 2,129,001 1,120 2,130,121 0.6% < PD < 12% 12% ≤ PD < 100% PD = 100% 3,211 3,211 Total non-retail clients 2,129,001 1,120 3,211 2,133,332 Impairment -957 -94 -10,351 -11,402 Total 5,207,470 6,618 31,233 5,245,321 82 CFM Indosuez Wealth Management