CFM INDOSUEZ Wealth Management - 2020 Annual Report

86 FINANCIAL ASSETS AT AMORTISED COST AT 31/12/2020 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% 2,994,791 801 2,995,592 0.5% < PD ≤ 2% 160,992 450 161,442 2% < PD ≤ 20% 171 32,696 32,867 20% < PD < 100% 3,459 0 3,459 PD = 100% 0 9,154 9,154 Total retail clients 3,159,413 33,947 9,154 3,202,514 Non-retail clients PD ≤ 0.6% 1,859,441 1,859,441 0.6% < PD < 12% 104,230 500 104,730 12% ≤ PD < 100% 654 654 PD = 100% 1,558 1,558 Total non-retail clients 1,963,671 1,154 1,558 1,966,383 Impairment -1,237 -602 -8,674 -10,513 Total 5,121,847 34,499 2,038 5,158,384 FINANCIAL ASSETS AT AMORTISED COST AT 31/12/2019 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