CFM INDOSUEZ Wealth Management - 2020 Annual Report

88 FINANCING COMMITMENTS AT 31/12/2020 Credit risk categories Amount of commitment Performing commitments (in thousands of euros) Commitments subject to 12-month ECL (Bucket 1) Commitments subject to lifetime ECL (Bucket 2) Impaired commitments (Bucket 3) Total Retail clients PD ≤ 0.5% 825,481 825,481 0.5% < PD ≤ 2% 33,695 750 34,445 2% < PD ≤ 20% 120 1,376 1,496 20% < PD < 100% 1,184 1,184 PD = 100% 0 Total retail clients 860,480 2,126 0 862,606 Non-retail clients PD ≤ 0.6% " 11,087 11,087 0.6% < PD < 12% 45,318 1,976 47,394 12% ≤ PD < 100% 60 60 PD = 100% 0 Total non-retail clients 56,405 2,036 0 58,441 Provisions -453 -185 -638 Total 916,432 3,977 0 920,409 1) Expected and/or confirmed losses related to off-balance sheet commitments are taken into account as provisions on the liabilities side of the balance sheet. FINANCING COMMITMENTS AT 31/12/2019 Credit risk categories Amount of commitment Performing commitments (in thousands of euros) Commitments subject to a 12-month ECL (Bucket 1) Commitments subject to a lifetime ECL (Bucket 2) Impaired commitments (Bucket 3) Total Retail clients PD ≤ 0.5% 951,146 314 951,460 0.5% < PD ≤ 2% 13,074 13,074 2% < PD ≤ 20% 395 395 20% < PD < 100% 97,344 97,344 PD = 100% Total retail clients 1,061,959 314 1,062,273 Non-retail clients PD ≤ 0,6% " 12,849 12,849 0.6% < PD < 12% 19,570 19,570 12% ≤ PD < 100% PD = 100% Total non-retail clients 32,419 32,419 Provisions -317 -342 -659 Total 1,094,061 -28 1,094,033