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ECB sets 2017 SREP capital requirement for Groupe BPCE

The ECB set a phased-in common equity Tier 1 requirement of 7.75% for Groupe BPCE in 2017 as part of its Supervisory Review and Evaluation Process.

The figure comprises a Pillar 2 requirement of 1.5%, excluding Pillar 2 guidance; a capital conservation buffer of 1.25%; and a 0.5% capital buffer for global systemically important banks.

The bank is also required to maintain a total capital ratio of 11.25%, excluding Pillar 2 guidance.

The total requirement for the CET1 ratio, including the Pillar 2 guidance, was not disclosed.

The group noted that its phased-in CET1 ratio and total capital ratio stood at 14.0% and 18.4% respectively, as of Sept. 30.

Groupe BPCE said it expects the level of fully loaded CET1 to increase to 9.5% for 2019, excluding Pillar 2 guidance, on the basis of a measured increase in the capital conservation buffer to 2.5% and the assumption that the G-SIB buffer will be 1.0%. The group also estimates that the fully loaded total capital requirement will be 13% in 2019, excluding Pillar 2 guidance.