91 3.1.4 Concentration of credit risk The carrying amounts and commitments are reported net of impairment and provisions. EXPOSURE TO CREDIT RISK BY CATEGORY OF CREDIT RISK The credit risk categories are presented by probability of default range. The correspondence between internal ratings and probability of default intervals is described in the chapter on “Risk Management and Pillar III – Credit Risk Management” in the Crédit Agricole SA Universal Registration Document. FINANCIAL ASSETS AT AMORTISED COST (EXCLUDING CRÉDIT AGRICOLE INTERNAL TRANSACTIONS) ` (in thousands of euros) Credit risk categories As of 31/12/2022 As of 31/12/2021 Book value Book value Performing assets Impaired assets Total Performing assets Impaired assets Total Assets subject to a 12-month ECL (Stage 1) Assets subject to ECL at maturity (Stage 2) (Stage 3) Assets subject to a 12-month ECL (Stage 1) Assets subject to ECL at maturity (Stage 2) (Stage 3) Retail customers PD ≤ 0.5% 3,393,766 44,985 0 3,438,751 3,401,405 491 0 3,401,896 0.5% < PD ≤ 2% 163,803 6 0 163,809 139,846 446 0 140,292 2% < PD ≤ 20% 4,811 5,747 0 10,558 6,143 1,907 0 8,050 20% < PD < 100% 0 0 0 0 0 11 0 11 PD = 100% 0 0 14,071 14,071 0 0 7,162 7,162 Total Retail customers 3,562,380 50,738 14,071 3,627,189 3,547,394 2,855 7,162 3,557,411 Non-retail customers PD ≤ 0.6% 1,903,511 879 0 1,904,390 1,536,930 1,228 0 1,538,158 0.6% < PD < 12% 64,121 830 0 64,951 100,069 1,172 0 101,241 12% ≤ PD < 100% 0 1 0 1 0 0 0 0 PD = 100% 0 0 1,036 1,036 0 0 1,038 1,038 Total non-retail customers 1,967,632 1,710 1,036 1,970,378 1,636,999 2,400 1,038 1,640,437 Depreciation -1215 -210 -6071 -7550 -904 -73 -6469 -7446 Total 5,528,797 52,238 9,036 5,590,017 5,183,489 5,182 1,731 5,190,402
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