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) ` (in thousands of euros) Credit risk categories AS AT 31/12/2023 AS AT 31/12/2022 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 clients PD ≤ 0.5% 2,886,315 8,544 2,894,859 3,393,766 44,985 3,438,751 0.5% < PD ≤ 2% 51,413 55 51,468 163,803 6 163,809 2% < PD ≤ 20% 10,768 8,501 19,269 4,811 5,747 10,558 20% < PD < 100% 0 0 PD = 100% 22,662 22,662 14,071 14,071 Total Retail clients 2,948,496 17,100 22,662 2,988,258 3,562,380 50,738 14,071 3,627,189 Non-retail clients PD ≤ 0.6% 3,477,325 531 3,477,856 1,903,511 879 1,904,390 0.6% < PD < 12% 95,622 316 95,938 64,121 830 64,951 12% ≤ PD < 100% 0 1 1 PD = 100% 1,035 1,035 1,036 1,036 Total non-retail clients 3,572,947 847 1,035 3,574,829 1,967,632 1,710 1,036 1,970,378 Depreciation -1,344 -386 -7,151 -8,881 -1,215 -210 -6,071 -7,550 Total 6,520,099 17,561 16,546 6,554,206 5,528,797 52,238 9,036 5,590,017 Annual Report 2023 95
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