(including country risk)
Risk of loss from the failure of a counterparty and its resulting inability to meet commitments.
Risk of loss arising from changes in market parameters.
VAR (99 % – 1 DAY) MUTUALISED
OF CRÉDIT AGRICOLE S.A. : €9m AT END-DECEMBER 2020
PERCENTAGE OF RISK-WEIGHTED ASSETS (1)
- Groupe Crédit Agricole : 1.8%
- Crédit Agricole S.A. : 2.9%
Risk of loss resulting from inadequate or failed processes, personnel, information systems (including information security and privacy, as well as cyberspace risks that deliver telecommunications systems and means), or external events.
PERCENTAGE OF RISK-WEIGHTED ASSETS (1)
- Groupe Crédit Agricole : 10.0%
- Crédit Agricole S.A. : 10.2%
Risk of loss arising from inadequate pricing, claims reserving or reinsurance.
Risks arising from failure to comply with regulations and legislation governing banking and financial activities. Risks arising from exposure to civil or criminal legal proceedings.
PROVISIONS FOR LITIGATION
- GROUPE CRÉDIT AGRICOLE : €808m
- CRÉDIT AGRICOLE S.A. : €583m
Risk of loss arising from structural balance sheet risks, interest rate risk, exchange rate risk and liquidity and funding risk.
CRÉDIT AGRICOLE GROUP
- SURPLUS OF STABLE RESOURCES > €265bn AS AT 31/12/2020, IN ACCORDANCE WITH THE MTP TARGET
- LIQUIDITY RESERVES €438bn AS AT 31/12/2020
Risks related to losses, revenue or income decreases due to decisions related to our strategic choices and/or competitive positioning, as well as the macroeconomic, political and regulatory environment.
Environmental, social and governance risks relate to the Group’s exposure to counterparties which can potentially be negatively affected by these factors; they are taken into consideration as risk factors that influence other categories of existing risks, notably credit, operational, legal risks, etc.
Environmental risks include transition risks, related to the development of a low carbon and more sustainable economy, the physical risks, intensive or chronic, other risks, notably environmental degradation, the depletion of natural resources or the loss of biodiversity.
The Group uses climate scenarios to guide its strategy, notably the SDS (Sustainable Development Scenario) of the International Energy Agency to set the main points of alignment of our portfolios with the Paris Agreement.
(1) Fully-loaded Basel 3 risk-weighted assets.
(2) Environmental, social and governance.
