CFM INDOSUEZ Wealth Management - 2020 Annual Report

89 GUARANTEE COMMITMENTS AT 31/12/2020 Credit risk categories Amount of commitment Performing commitments (in thousands of euros) Commitments subject to12-month ECL (Bucket 1) Commitments subject to a lifetime ECL (Bucket 2) Impaired commitments (Bucket 3) Total Retail clients PD ≤ 0.5% 30,836 30,836 0.5% < PD ≤ 2% 19,797 19,797 2% < PD ≤ 20% 116 1,342 1,458 20% < PD < 100% 94 94 PD = 100% 0 Total retail clients 50,843 1,342 0 52,185 Non-retail clients PD ≤ 0,6% " 39,766 39,766 0.6% < PD < 12% 48,526 48,526 12% ≤ PD < 100% 100 100 PD = 100% 2,087 2,087 Total non-retail clients 88,292 100 2,087 90,479 Provisions -263 -122 -385 Total 138,872 1,320 2,087 142,279 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. GUARANTEE COMMITMENTS AT 31/12/2019 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% 88,892 298 89,190 0.5% < PD ≤ 2% 17,409 17,409 2% < PD ≤ 20% 1,031 1,031 20% < PD < 100% 15,562 15,562 PD = 100% 7 7 Total retail clients 122,894 298 7 123,199 Non-retail clients PD ≤ 0.6% " 103,518 103,518 0.6% < PD < 12% 43,512 43,512 12% ≤ PD < 100% PD = 100% Total non-retail clients 147,030 147,030 Provisions (1) -299 -208 -507 Total 269,625 90 7 269,722