CFM INDOSUEZ Wealth Management - 2019 annual report

83 Annual Financial Statements 2019 F i n a n c i a l a s s e t s a t f a i r v a l u e t h r o u g h o t h e r c o m p r e h e n s i v e i n c o m e r e c y c l a b l e t o i n c o m e a t 3 1 / 1 2 / 2 0 1 9 Credit risk categories Book value Performing assets (in thousands of euros) Assets subject to 12-month ECL (Bucket 1) Assets subject to lifetime ECL (Bucket 2) Impaired assets (Bucket 3) Total Retail clients PD ≤ 0.5% 0.5% < PD ≤ 2% 2% < PD ≤ 20% 20% < PD < 100% PD = 100% Total retail clients 0 0 0 0 Non-retail clients PD < 0.6% 0.6% < PD < 12% 12% ≤ PD < 100% PD = 100% Total non-retail clients 0 0 0 0 Total 0 0 0 0 F i n a n c i a l a s s e t s a t f a i r v a l u e t h r o u g h o t h e r c o m p r e h e n s i v e i n c o m e r e c y c l a b l e t o i n c o m e a t 3 1 / 1 2 / 2 0 1 8 Credit risk categories Book value Performing assets (in thousands of euros) Assets subject to 12-month ECL (Bucket 1) Assets subject to lifetime ECL (Bucket 2) Impaired assets (Bucket 3) Total Retail clients PD ≤ 0.5% 0.5% < PD ≤ 2% 2% < PD ≤ 20% 20% < PD < 100% PD = 100% Total retail clients Non-retail clients PD ≤ 0.6% 214,655 214,655 0.6% < PD < 12% 12% ≤ PD < 100% PD = 100% Total non-retail clients 214,655 214,655 Total 214,655 214,655