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 probabilityof-default intervals is set out in detail in the chapter entitled “Risk Factors and Management – Risk Management – Credit Risk” of Crédit Agricole S.A.’s Universal Registration Document. In line with the Crédit Agricole Group’s credit risk management practices, the one-year probability of default threshold for retail customers has been reduced from 20% to 15% as at 31 December 2025. FINANCIAL ASSETS AT AMORTISED COST (EXCLUDING CRÉDIT AGRICOLE INTERNAL TRANSACTIONS) ` AS OF 31 DECEMBER 2025 (in thousands of euro) 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% 3,214,593 -173 604 3,215,024 0.5% < PD ≤ 2% 19,060 -69 32,422 -30 51,383 2% < PD ≤ 20% 1,454 27,558 -117 28,895 20% < PD < 100% 1,499 -112 1,387 PD = 100% 17,303 -8,763 8,540 Total Retail customers 3,235,107 -242 62,083 -259 17,303 -8,763 3,305,229 Non-retail customers PD ≤ 0,6% 3,237,533 -1,143 3,236,390 0.6% < PD < 12% 42,939 -321 4,190 -80 46,728 12% ≤ PD < 100% 171 -9 162 PD = 100% 1,020 -1,020 0 Total non-retail customers 3,280,472 -1,464 4,361 -89 1,020 -1,020 3,283,280 Total 6,515,579 -1,706 66,444 -348 18,323 -9,783 6,588,509 ` AS OF 31 DECEMBER 2024 (in thousands of euro) 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% 0 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% 0 PD = 100% 1,022 -1,022 0 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 Annual Report 2025 107
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