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 detailed in the chapter entitled "Risks and Pillar Three - Credit Risk Management" in Crédit Agricole S.A.'s Universal Registration Document. FINANCIAL ASSETS AT AMORTISED COST (EXCLUDING CRÉDIT AGRICOLE INTERNAL TRANSACTIONS) ` AS AT 31/12/2024 (in thousands of euros) Credit risk categories Book value Performing assets Impaired assets (Stage 3) Total Assets subject to a 12-month ECL (Stage 1) Impairment of assets at amortised cost (Stage 1) Assets subject to lifetime ECL (Stage 2) Impairment of assets at amortised cost (Stage 2) Impaired assets (Stage 3 Impairment of assets at amortised cost (Stage 3) Retail customers PD ≤ 0.5% 3,122,113 -149 864 -5 3,122,823 0.5% < PD ≤ 2% 73,707 -115 32,492 -118 105,966 2% < PD ≤ 20% 330 - 1,338 -146 1,522 20% < PD < 100% PD = 100% 15,078 -5,749 9,329 Total Retail customers 3,196,150 -264 34,694 -269 15,078 -5,749 3,239,640 Non-retail customers PD ≤ 0.6% 2,516,141 -661 2,515,480 0.6% < PD < 12% 409,228 -424 5,515 -99 414,220 12% ≤ PD < 100% PD = 100% 1,022 -1,022 Total non-retail customers 2,925,369 -1,085 5,515 -99 1,022 -1,022 2,929,700 Total 6,121,519 - 1,349 40,209 - 368 16,100 - 6,771 6,169,340 ` AS AT 31/12/2023 (in thousands of euros) Credit risk categories Book value Performing assets Impaired assets (Stage 3) Total Assets subject to 12-month ECL (Stage1) Assets subject to lifetime ECL (Stage 2) Impaired assets (Stage 3 Retail customers PD ≤ 0.5% 2,886,315 8,544 2,894,859 0.5% < PD ≤ 2% 51,413 55 51,468 2% < PD ≤ 20% 10,768 8,501 19,269 20% < PD < 100% PD = 100% 22,662 22,662 Total Retail customers 2,948,496 17,100 22,662 2,988,258 Non-retail customers PD ≤ 0.6% 3,477,325 531 3,477,856 0.6% < PD < 12% 95,622 316 95,938 12% ≤ PD < 100% PD = 100% 1,035 1,035 Total non-retail customers 3,572,947 847 1,035 3,574,829 Depreciation -1,344 -386 -7,151 -8,881 Total 6,520,099 17,561 16,546 6,554,206 Annual Report 2024 95
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