PILLAR 3 STATEMENTS AT 30 JUNE 2023

2023

	INTRODUCTION	1
1	COMPOSITION OF REGULATORY OWN FUNDS AT 30 JUNE 2023	2
2	COMPOSITION AND CHANGES IN RISK‑WEIGHTED ASSETS	12
3	INFORMATION ON THE LIQUIDITY REQUIREMENT MODEL	18
4	PILLAR 3 CORRESPONDENCE TABLE	20
5	STATEMENT ON PILLAR 3 DISCLOSURES	22

INTRODUCTION

Amundi's Pillar 3 disclosures are made according to the frequency and deadlines set out in Regulation (EU) 575/2013 of the European Parliament and of the Council of 26 June 2013 (the Capital Requirements Regulation, or CRR), as amended by Regulation (EU) 2019/876. No material, sensitive or confidential information is omitted.

Table EU KM1 – Key metrics for Amundi

This table provides an overview of the key prudential and regulatory metrics covered by Regulation (EU) 575/2013 of the European Parliament and of the Council of 26 June 2013 (CRR), as amended by Regulation (EU) 2019/876, in Article 447 (a) to (g), "Disclosure of key metrics" and Article 438 (b), "Disclosure of own funds requirements and risk-weighted exposure amounts".

	In millions of euros	30/06/2023	31/03/2023
	AVAILABLE OWN FUNDS (amounts)
1	Common Equity Tier 1 (CET1) capital	2,936	2,616
2	Tier 1 capital	2,936	2,616
3	Total capital	3,180	2,861
	RISK-WEIGHTED EXPOSURE AMOUNTS
4	Total risk-weighted exposure amount	14,523	13,486
	CAPITAL RATIOS (as a percentage of risk-weighted exposure amount)
5	Common Equity Tier 1 ratio (%)	20.22%	19.40%
6	Tier 1 ratio (%)	20.22%	19.40%
7	Total capital ratio (%)	21.89%	21.21%
	ADDITIONAL OWN FUNDS REQUIREMENTS TO ADDRESS RISKS OTHER THAN THE RISK OF EXCESSIVE LEVERAGE (as a percentage of risk-weighted exposure amount)
EU 7a	Additional own funds requirements to address risks other than the risk of excessive leverage (%)	-	-
EU 7b	of which: to be made up of CET1 capital (percentage points)	-	-
EU 7c	of which: to be made up of Tier 1 capital (percentage points)	-	-
EU 7d	Total SREP own funds requirements (%)	8.00%	8.00%
	COMBINED BUFFER REQUIREMENT (as a percentage of risk-weighted exposure amount)
8	Capital conservation buffer (%)	2.50%	2.50%
EU 8a	Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%)	-	-
9	Institution specific countercyclical capital buffer (%)	0.34%	0.05%
EU 9a	Systemic risk buffer (%)	-	-
10	Global Systemically Important Institution buffer (%)	-	-
EU 10a	Other Systemically Important Institution buffer	-	-
11	Combined buffer requirement (%)	2.84%	2.55%
EU 11a	Overall capital requirements (%)	10.84%	10.55%
12	CET1 available after meeting the total SREP own funds requirements (%)	13.89%	13.21%
	LEVERAGE RATIO
13	Total exposure measure	16,721	16.663
14	Leverage ratio (%)	17.56%	15.70%
	ADDITIONAL OWN FUNDS REQUIREMENTS TO ADDRESS THE RISK OF EXCESSIVE LEVERAGE (as a percentage of total exposure measure)
EU 14a	Additional own funds requirements to address the risk of excessive leverage (%)	-	-
EU 14b	of which: to be made up of CET1 capital (percentage points)	-	-
EU 14c	Total SREP leverage ratio requirements (%)	3.00%	3.00%
	LEVERAGE RATIO BUFFER AND OVERALL LEVERAGE RATIO REQUIREMENT (as a percentage of total exposure measure)
EU 14d	Leverage ratio buffer requirement (%)	-	-
EU 14e	Overall leverage ratio requirements (%)	3.00%	3.00%

	In millions of euros	30/06/2023	31/03/2023
	LIQUIDITY COVERAGE RATIO
15	Total high-quality liquid assets (HQLA) (Weighted value – average)	1,170	1,224
EU 16a	Cash outflows – Total weighted value	850	828
EU 16b	Cash inflows – Total weighted value	994	1,012
16	Total net cash outflows (adjusted value)	213	207
17	Liquidity coverage ratio (%)	595.46%	605.42%
	NET STABLE FUNDING RATIO
18	Total available stable funding	21,714	19,469
19	Total required stable funding	18,232	17,339
20	NSFR ratio (%)	119.10%	112.29%

Note: the average LCR metrics reported in the table above correspond to the arithmetic mean of the last 12 month-end ratios reported over the observation period, in compliance with the requirements of the European CRR2 regulation.

1. COMPOSITION OF REGULATORY OWN FUNDS AT 30 JUNE 2023

Table EU CC1 – Composition of regulatory own funds

This table provides a breakdown of items comprising regulatory capital, in accordance with Article 437 (a), (d), (e) and (f) of the CRR "Disclosure of own funds".

	In millions of euros	Amounts 30/06/2023	Source based on reference letters of the regulatory balance sheet (EU CC2)
	COMMON EQUITY TIER 1 (CET1) CAPITAL: INSTRUMENTS AND RESERVES
1	Capital instruments and the related share premium accounts	3,078	(a)
	of which: Instrument type 1	3,078
	of which: Instrument type 2	-
	of which: Instrument type 3	-
2	Retained earnings	(0)	(b)
3	Accumulated other comprehensive income (and other reserves)	7,174	(b)
EU-3a	Funds for general banking risk	-
4	Amount of qualifying items referred to in Article 484 (3) CRR and the related share premium accounts subject to phase out from CET1	-
5	Minority interests (amount allowed in consolidated CET1)	3	(c)
EU-5a	Independently reviewed interim profits net of any foreseeable charge or dividend	207	(d)
6	Common Equity Tier 1 (CET1) capital before regulatory adjustments	10,462
	COMMON EQUITY TIER 1 (CET1) CAPITAL: REGULATORY ADJUSTMENTS
7	Additional value adjustments (negative amount)	(70)
8	Intangible assets (net of related tax liability) (negative amount)	(7,048)	(e)
9	Not applicable
10	Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability where the conditions in Article 38 (3) CRR are met) (negative amount)	(5)	(f)
11	Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value	-
12	Negative amounts resulting from the calculation of expected loss amounts	-
13	Any increase in equity that results from securitised assets (negative amount)	-
14	Gains or losses on liabilities valued at fair value resulting from changes in own credit standing	-
15	Defined-benefit pension fund assets (negative amount)	(0)	(g)

		Amounts	Source based on reference letters of the regulatory balance sheet
	In millions of euros	30/06/2023	(EU CC2)
16	Direct, indirect and synthetic holdings by an institution of own CET1 instruments (negative amount)	(73)
17	Direct, indirect and synthetic holdings of the CET 1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)	-
18	Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	(19)
19	Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	(235)
20	Not applicable
EU-20a	Exposure amount of the following items which qualify for a RW of 1,250%, where the institution opts for the deduction alternative	-
EU-20b	of which: qualifying holdings outside the financial sector (negative amount)	-
EU-20c	of which: securitisation positions (negative amount)	-
EU-20d	of which: free deliveries (negative amount)	-
21	Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in Article 38 (3) CRR are met) (negative amount)	-
22	Amount exceeding the 17,65% threshold (negative amount)	(68)
23	of which: direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities	(43)
24	Not applicable
25	of which: deferred tax assets arising from temporary differences	(25)
EU-25a	Losses for the current financial year (negative amount)	-
EU-25b	Foreseeable tax charges relating to CET1 items except where the institution suitably adjusts the amount of CET1 items insofar as such tax charges reduce the amount up to which those items may be used to cover risks or losses (negative amount)	-
26	Not applicable
27	Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount)	-
27a	Other regulatory adjustments	(8)
28	Total regulatory adjustments to Common Equity Tier 1 (CET1)	(7,526)
29	Common Equity Tier 1 (CET1) capital	2,936
	ADDITIONAL TIER 1 (AT1) CAPITAL: INSTRUMENTS
30	Capital instruments and the related share premium accounts	-
31	of which: classified as equity under applicable accounting standards	-
32	of which: classified as liabilities under applicable accounting standards	-
33	Amount of qualifying items referred to in Article 484 (4) CRR and the related share premium accounts subject to phase out from AT1	-
EU-33a	Amount of qualifying items referred to in Article 494a(1) CRR subject to phase out from AT1	-
EU-33b	Amount of qualifying items referred to in Article 494b(1) CRR subject to phase out from AT1	-
34	Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties	-
35	of which: instruments issued by subsidiaries subject to phase out	-
36	Additional Tier 1 (AT1) capital before regulatory adjustments	-

		Amounts	Source based on reference letters of the regulatory balance sheet
	In millions of euros	30/06/2023	(EU CC2)
37	ADDITIONAL TIER 1 (AT1) CAPITAL: REGULATORY ADJUSTMENTS Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount)	-
38	Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)	-
39	Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	-
40	Direct, indirect and synthetic holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)	-
41	Not applicable
42	Qualifying T2 deductions that exceed the T2 items of the institution (negative amount)	-
42a	Other regulatory adjustments to AT1 capita	-
43	Total regulatory adjustments to Additional Tier 1 (AT1) capital	-
44	Additional Tier 1 (AT1) capital	-
45	Tier 1 capital (T1 = CET1 + AT1)	2,936
	TIER 2 (T2) CAPITAL: INSTRUMENTS
46	Capital instruments and the related share premium accounts	254	(h)
47	Amount of qualifying items referred to in Article 484 (5) and the related share premium accounts subject to phase out from T2 as described in Article 486 (4) CRR	-
EU-47a	Amount of qualifying items referred to in Article 494a (2) subject to phase out from T2	-
EU-47b	Amount of qualifying items referred to in Article 494b (2) subject to phase out from T2	-
48	Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties	-
49	of which: instruments issued by subsidiaries subject to phase out	-
50	Credit risk adjustments	-
51	Tier 2 (T2) capital before regulatory adjustments	254
	TIER 2 (T2) CAPITAL: REGULATORY ADJUSTMENTS
52	Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount)	-
53	Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)	-
54	Direct and indirect holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	(10)
54a	Not applicable	-
55	Direct and indirect holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)	-
56	Not applicable	-
EU-56a	Qualifying eligible liabilities deductions that exceed the eligible liabilities items of the institution (negative amount)	-
EU-56b	Other regulatory adjusments to T2 capital	-
57	Total regulatory adjustments to Tier 2 (T2) capital	(10)
58	Tier 2 (T2) capital	243
59	Total capital (TC = T1 + T2)	3,180
60	Total risk exposure amount	14,523

30/06/2023 (EU CC2) In millions of euros CAPITAL RATIOS AND REQUIREMENTS INCLUDING BUFFERS 61 Common Equity Tier 1 20.22% 62 Tier 1 20.22% 63 Total capital 21.89% 64 Institution CET1 overall capital requirements 7.34% 65 of which: capital conservation buffer requirement 2.50% 66 of which: countercyclical capital buffer requirement 0.34% 67 of which: systemic risk buffer requirement 0.00% EU-67a of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer requirement 0.00% EU-67b of which: additional own funds requirements to address the risks other than the risk of excessive leverage 0.00% 68 Common Equity Tier 1 capital (as a percentage of risk exposure amount) available after meeting the minimum capital requirements 13.89% MINIMUM PER COUNTRY (IF DIFFERENT FROM BASEL III) 69 Not applicable 70 Not applicable 71 Not applicable AMOUNTS BELOW THE THRESHOLDS FOR DEDUCTION (BEFORE RISK WEIGHTING) 72 Direct and indirect holdings of own funds and eligible liabilities of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions) 326 73 Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 17.65% thresholds and net of eligible short positions) 281 74 Not applicable 75 Deferred tax assets arising from temporary differences (amount below 17.65% threshold, net of related tax liability where the conditions in Article 38 (3) are met) 160 APPLICABLE CAPS ON THE INCLUSION OF PROVISIONS IN TIER 2 76 Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap) - 77 Cap on inclusion of credit risk adjustments in T2 under standardised approach - 78 Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to the application of the cap) - 79 Cap for inclusion of credit risk adjustments in T2 under internal ratings‑based approach - CAPITAL INSTRUMENTS SUBJECT TO PHASE-OUT ARRANGEMENTS (ONLY APPLICABLE BETWEEN 1 JAN 2014 AND 1 JAN 2022) 80 Current cap on CET1 instruments subject to phase out arrangements - 81 Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities) - 82 Current cap on AT1 instruments subject to phase out arrangements - 83 Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities) - 84 Current cap on T2 instruments subject to phase out arrangements - 85 Amount excluded from T2 due to cap (excess over cap after redemptions and maturities) -		Amounts	Source based on reference letters of the regulatory balance sheet

Table EU CC2 – Reconciliation of regulatory own funds to balance sheet in the audited financial statements

This table is used to identify differences between the accounting scope of consolidation and the regulatory scope of consolidation and to show the link between the balance sheet published in the financial statements and the figures used in the composition of own funds reported in Table EU CC1, in accordance with Article 437 (a) of the CRR "Disclosure of own funds".

	Balance sheet as in published financial statements	Under regulatory scope of consolidation	References to regulatory
In millions of euros	30/06/2023	30/06/2023	statement EU CC1
ASSETS
Cash and central banks	514	514
Financial assets at fair value through profit or loss	20,258	20,258
Financial assets at fair value through equity	836	836
Financial assets at amortised cost	1,484	1,484
Current and deferred tax assets	335	335	(f)
Accruals and sundry assets	2,364	2,364	(g)
Investments in equity-accounted entities	459	459	(e)
Property, plant and equipment	322	322
Intangible assets	420	420	(e)
Goodwill	6,720	6,720	(e)
TOTAL ASSETS	33,711	33,711
LIABILITIES
Financial liabilities at fair value through profit or loss	17,479	17,479
Financial liabilities at amortised cost	1,704	1,704
Current and deferred tax liabilities	339	339	(e), (g)
Accruals, deferred income and sundry liabilities	2,964	2,964
Provisions	88	88
Subordinated debt	305	305	(h)
TOTAL DEBT	22,879	22,879
Equity, Group share	10,776	10,776
Share capital and reserves	3,009	3,009
Of which CET1 capital instruments and the related share premium accounts	3,078	3,078	(a)
Of which AT1 capital instruments	0	0
Consolidated reserves	7,182	7,182	(b)
Gains and losses recognised directly in equity	-6	-6	(b)
Net income for the period	591	591	(d)
Non-controlling interests	57	57	(c)
TOTAL SHAREHOLDERS' EQUITY	10,832	10,832
TOTAL LIABILITIES	33,711	33,711

1.1 Capital adequacy

1.1.1 Solvency ratios and capital requirements

Table EU CCyB1 – Geographical distribution of credit exposures relevant for the calculation of the countercyclical capital buffer.

This table shows the geographical distribution of exposure amounts and risk-weighted exposure amounts of the credit exposures used as the basis for the calculation of the countercyclical capital buffer, in accordance with Article 440 (a) of the CRR "Disclosure of countercyclical capital buffers".

		General credit exposures		Relevant credit exposures – Market risk				Own fund requirements
	30/06/2023 In millions of euros	Exposure value under the standar dised approach	Exposure value under the IRB approach	Sum of long and short positions of trading book exposures for SA	Value of trading book exposures for internal models	Securiti sation exposures Exposure value for non trading book	Total exposure value	Relevant credit risk exposures – Credit risk	Relevant credit exposures – Market risk	Relevant credit exposures – Securiti sation positions in the non trading book	Total	Risk weighted exposure amounts	Own fund require ments weights (%)	Counter cyclical buffer rate (%)
	010 BREAKDOWN BY COUNTRY
1	Armenia	3	-	-	-	-	3	1	-	-	1	7	0.11%	0.00%
2	Australia	-	-	-	-	-	-	-	-	-	-	-	0.00%	1.00%
3	Austria	21	-	-	-	-	21	2	-	-	2	21	0.32%	0.00%
4	Belgium	125	-	-	-	-	125	10	-	-	10	125	1.89%	0.00%
5	Bulgaria	-	-	-	-	-	-	-	-	-	-	-	0.00%	1.50%
6	Canada	5	-	-	-	-	5	1	-	-	1	13	0.20%	0.00%
7	China	30	-	-	-	-	30	42	-	-	42	521	7.87%	0.00%
8	Croatia	-	-	-	-	-	-	-	-	-	-	-	0.00%	0.50%
9	Czech Republic	24	-	-	-	-	24	2	-	-	2	24	0.36%	2.50%
10	Denmark	-	-	-	-	-	-	-	-	-	-	-	0.00%	2.50%
11	Estonia	-	-	-	-	-	-	-	-	-	-	-	0.00%	1.00%
12	FRANCE Overseas territories	-	-	-	-	-	-	-	-	-	-	-	0.00%	0.50%
13	France	6,828	-	-	-	39	6,867	281	-	24	305	3,817	57.59%	0.50%
14	Germany	23	-	-	-	0	23	2	-	0	2	27	0.41%	0.75%
15	Hongkong	10	-	-	-	-	10	1	-	-	1	10	0.16%	1.00%
16	Hungary	1	-	-	-	-	1	0	-	-	0	1	0.01%	0.00%
17	Iceland	-	-	-	-	-	-	-	-	-	-	-	0.00%	2.00%
18	India	-	-	-	-	-	-	43	-	-	43	535	8.07%	0.00%
19	Ireland	40	-	-	-	-	40	3	-	-	3	37	0.56%	0.50%
20	Italy	2,162	-	-	-	2	2,164	63	-	0	63	785	11.85%	0.00%
21	Japan	20	-	-	-	-	20	2	-	-	2	20	0.31%	0.00%
22	Luxembourg	819	-	-	-	0	819	29	-	0	29	368	5.55%	0.50%
23	Malaysia	4	-	-	-	-	4	0	-	-	0	4	0.07%	0.00%
24	Morocco	2	-	-	-	-	2	1	-	-	1	10	0.16%	0.00%
25	Netherlands	-	-	-	-	-	-	-	-	-	-	-	0.00%	1.00%
26	Norway	-	-	-	-	-	-	-	-	-	-	-	0.00%	2.50%
27	Poland	0	-	-	-	-	0	0	-	-	0	0	0.01%	0.00%
28	Romania	0	-	-	-	-	0	0	-	-	0	0	0.00%	0.50%
29	Singapore	79	-	-	-	-	79	2	-	-	2	24	0.36%	0.00%
30	Slovakia	-	-	-	-	-	-	-	-	-	-	-	0.00%	1.00%
31	South Korea	-	-	-	-	-	-	5	-	-	5	62	0.94%	0.00%
32	Spain	65	-	-	-	0	65	4	-	-	4	50	0.76%	0.00%
33	Switzerland	0	-	-	-	-	0	0	-	-	0	0	0.00%	0.00%
34	Sweden	-	-	-	-	-	-	-	-	-	-	-	0.00%	2.00%
35	United Kingdom	32	-	-	-	-	32	3	-	-	3	32	0.48%	1.00%
36	United States	146	-	-	-	-	146	9	-	-	9	114	1.71%	0.00%
37	Taiwan	12	-	-	-	-	12	1	-	-	1	13	0.19%	0.00%
38	Thailand	33	-	-	-	-	33	1	-	-	1	6	0.10%	0.00%
020	TOTAL	10,486	-	-	-	41	10,527	506	-	24	530		6,628 100.00%

Table EU CCyB2 – Amount of institution-specific countercyclical capital buffer

This table provides the amount of the countercyclical capital buffer specific to the institution, in accordance with Article 440 (b) of the CRR "Disclosure of countercyclical capital buffers".

	In millions of euros	30/06/2023
1	Total risk exposure amount	14,523
2	Institution specific countercyclical capital buffer rate	0.34%
3	Institution specific countercyclical capital buffer requirement	49

The overall capital requirement came out as follows:

SREP capital requirements	30/06/2023
Pillar 1 minimum CET1 requirement	4.50%
Additional Pillar 2 requirement (P2R) for CET1	0.00%
Combined buffer requirement	2.84%
CET1 requirement	7.34%
Pillar 1 minimum AT1 requirement	1.50%
P2R for AT1	0.00%
Pillar 1 minimum Tier 2 requirement	2.00%
P2R for Tier 2	0.00%
Overall capital requirement	10.84%

Amundi must therefore respect a minimum CET1 ratio of 7.34% and an overall capital requirement of 10.84 %.

1.1.2 Leverage ratio

Table EU LR1 – Summary reconciliation of accounting assets and leverage ratio exposures

This table reconciles total assets reported in the published financial statements to the total exposure measure used for the leverage ratio, in accordance with Article 451 (1)(b) of the CRR "Disclosure of the leverage ratio".

	In millions of euros	Applicable amount
1	Total assets as per published financial statements	33,711
2	Adjustment for entities which are consolidated for accounting purposes but are outside the scope of prudential consolidation	0
3	(Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference)	-
4	(Adjustment for temporary exemption of exposures to central banks (if applicable))	-
5	(Adjustment for fiduciary assets recognised on the balance sheet pursuant to the applicable accounting framework but excluded from the total exposure measure in accordance with point (i) of Article 429a(1) CRR)	-
6	Adjustment for regular-way purchases and sales of financial assets subject to trade date accounting	-
7	Adjustment for eligible cash pooling transactions	-
8	Adjustments for derivative financial instruments	(1,854)
9	Adjustment for securities financing transactions (SFTs)	-
10	Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures)	8,139
11	(Adjustment for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital)	-
EU-11a	(Adjustment for exposures excluded from the total exposure measure in accordance with point (c) of Article 429a(1) CRR)	(15,724)
EU-11b	(Adjustment for exposures excluded from the total exposure measure in accordance with point (j) of Article 429a(1) CRR)	-
12	Other adjustments	(7,552)
13	Total exposure measure	16,721

Table EU LR2 – Leverage ratio common disclosure

This table provides a detailed breakdown of the components of the leverage ratio denominator and information on the effective leverage ratio, minimum requirements and buffers, in accordance with Article 451 (1)(a) and (b) and Article 451 (3) of the CRR "Disclosure of the leverage ratio", while taking into consideration, as applicable, Article 451 (1)(c) and Article 451 (2) of the same Regulation.

		CRR leverage ratio exposures
	In millions of euros	30/06/2023
	ON-BALANCE SHEET EXPOSURES (EXCLUDING DERIVATIVES AND SFTS)
1	On-balance sheet items (excluding derivatives, SFTs, but including collateral)	30,761
2	Gross-up for derivatives collateral provided where deducted from the balance sheet assets pursuant to the applicable accounting framework	-
3	(Deductions of receivables assets for cash variation margin provided in derivatives transactions)	(32)
4	(Adjustment for securities received under securities financing transactions that are recognised as an asset)	-
5	(General credit risk adjustments to on-balance sheet items)	-
6	(Asset amounts deducted in determining Tier 1 capital)	(7,520)
7	TOTAL ON-BALANCE SHEET EXPOSURES (EXCLUDING DERIVATIVES AND SFTS)	23,209
	DERIVATIVE EXPOSURES
8	Replacement cost associated with SA-CCR derivatives transactions (ie net of eligible cash variation margin)	61
EU-8a	Derogation for derivatives: replacement costs contribution under the simplified standardised approach	-
9	Add-on amounts for potential future exposure associated with SA-CCR derivatives transactions	1,036
EU-9a	Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach	-
EU-9b	Exposure determined under Original Exposure Method	-
10	(Exempted CCP leg of client-cleared trade exposures) (SA-CCR)	-
EU-10a	(Exempted CCP leg of client-cleared trade exposures) (simplified standardised approach)	-
EU-10b	(Exempted CCP leg of client-cleared trade exposures) (original Exposure Method)	-
11	Adjusted effective notional amount of written credit derivatives	-
12	(Adjusted effective notional offsets and add-on deductions for written credit derivatives)	-
13	TOTAL DERIVATIVES EXPOSURES	1,096
	SECURITIES FINANCING TRANSACTION (SFT) EXPOSURES
14	Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions	-
15	(Netted amounts of cash payables and cash receivables of gross SFT assets)	-
16	Counterparty credit risk exposure for SFT assets	-
EU-16a	Derogation for SFTs: Counterparty credit risk exposure in accordance with Articles 429e(5) and 222 CRR	-
17	Agent transaction exposures	-
EU-17a	(Exempted CCP leg of client-cleared SFT exposure)	-
18	TOTAL SECURITIES FINANCING TRANSACTION EXPOSURES	-
	OTHER OFF-BALANCE SHEET EXPOSURES
19	Off-balance sheet exposures at gross notional amount	14,766
20	(Adjustments for conversion to credit equivalent amounts)	(6,627)
21	(General provisions deducted in determining Tier 1 capital and specific provisions associated with off‑balance sheet exposures)	-
22	OFF-BALANCE SHEET EXPOSURES	8,139

		CRR leverage ratio exposures
	In millions of euros	30/06/2023
	EXCLUDED EXPOSURES
EU-22a	(Exposures excluded from the total exposure measure in accordance with point (c) of Article 429a(1) CRR)	(15,724)
EU-22b	(Exposures exempted in accordance with point (j) of Article 429a (1) CRR (on and off balance sheet))	-
EU-22c	(Excluded exposures of public development banks (or units) – Public sector investments)	-
EU-22d	(Excluded exposures of public development banks (or units) – Promotional loans)	-
EU-22e	(Excluded passing-through promotional loan exposures by non-public development banks (or units))	-
EU-22f	(Excluded guaranteed parts of exposures arising from export credits)	-
EU-22g	(Excluded excess collateral deposited at triparty agents)	-
EU-22h	(Excluded CSD related services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR)	-
EU-22i	(Excluded CSD related services of designated institutions in accordance with point (p) of Article 429a(1) CRR)	-
EU-22j	(Reduction of the exposure value of pre-financing or intermediate loans)	-
EU-22K	(TOTAL EXEMPTED EXPOSURES)	(15,724)
	CAPITAL AND TOTAL EXPOSURE MEASURE
23	Tier 1 capital	2,936
24	Total exposure measure	16,721
	LEVERAGE RATIO
25	Leverage ratio	17.56%
EU-25	Leverage ratio (excluding the impact of the exemption of public sector investments and promotional loans) (%)	17.56%
25a	Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves)	17.56%
26	Regulatory minimum leverage ratio requirement (%)	3.00%
EU-26a	Additional own funds requirements to address the risk of excessive leverage (%)	0.00%
EU-26b	of which: to be made up of CET1 capital (percentage points)	0.00%
27	Leverage ratio buffer requirement (%)	0.00%
EU-27a	Overall leverage ratio requirement (%)	3.00%
	CHOICE ON TRANSITIONAL ARRANGEMENTS AND RELEVANT EXPOSURES
EU-27b	Choice on transitional arrangements for the definition of the capital measure	-
	DISCLOSURE OF MEAN VALUES
28	Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables	-
29	Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables	-
30	Total exposure measure (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	16,721
30a	Total exposure measure (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	16,721
31	Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	17.56%
31a	Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	17.56%
*	After adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables.

Table EU LR3 – Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)

This table provides a breakdown of the total exposure measure in the balance sheet used for the leverage ratio calculation, in accordance with Article 451 (1)(b) of the CRR "Disclosure of the leverage ratio".

		CRR leverage ratio
	In millions of euros	exposures
EU-1	Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:	19,433
EU-2	Trading book exposures	-
EU-3	Banking book exposures, of which:	19,433
EU-4	Covered bonds	-
EU-5	Exposures treated as sovereigns	859
EU-6	Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns	-
EU-7	Institutions	4,223
EU-8	Secured by mortgages of immovable properties	-
EU-9	Retail exposures	-
EU-10	Corporates	1,255
EU-11	Exposures in default	1
EU-12	Other exposures (eg equity, securitisations, and other non-credit obligation assets)	13,094

2. COMPOSITION AND CHANGES IN RISK‑WEIGHTED ASSETS

2.1 Summary of risk-weighted assets

Risk-weighted assets for credit risk, market risk and operational risk amounted to €14.5 billion at 30 June 2023.

Table EU OV1 – Overview of risk-weighted exposure amounts

		Risk weighted exposure amounts (RWEAs)	Total own funds requirements
	In millions of euros	30/06/2023	31/03/2023	30/06/2023
1	Credit risk (excluding CCR)	7,077	6,136	566
2	Of which the standardised approach	7,077	6,136	566
3	Of which the Foundation IRB (F-IRB) approach	-	-	-
4	Of which: slotting approach	-	-	-
EU 4a	Of which: equities under the simple riskweighted approach	-	-	-
5	Of which the Advanced IRB (A-IRB) approach	-	-	-
6	Counterparty credit risk – CCR	610	619	49
7	Of which the standardised approach	194	195	15
8	Of which internal model method (IMM)	-	-	-
EU 8a	Of which exposures to a CCP	0	0	0
EU 8b	Of which credit valuation adjustment – CVA	416	424	33
9	Of which other CCR	-	-	-
10	Not applicable	-	-	-
11	Not applicable	-	-	-
12	Not applicable	-	-	-
13	Not applicable	-	-	-
14	Not applicable	-	-	-

		Risk weighted exposure amounts (RWEAs)	Total own funds requirements
	In millions of euros	30/06/2023	31/03/2023	30/06/2023
15	Settlement risk	0	0	0
16	Securitisation exposures in the non-trading book (after the cap)	304	333	24
17	Of which SEC-IRBA approach	-	-	-
18	Of which SEC-ERBA (including IAA)	-	-	-
19	Of which SEC-SA approach	304	333	24
EU 19a	Of which 1,250%	-	-	-
20	Position, foreign exchange and commodities risks (Market risk)	875	777	70
21	Of which the standardised approach	875	777	70
22	Of which IMA	-	-	-
EU 22a	Large exposures	-	-	-
23	Operational risk	5,658	5,621	453
EU 23a	Of which basic indicator approach	-	-	-
EU 23b	Of which standardised approach	2,229	2,193	178
EU 23c	Of which advanced measurement approach	3,428	3,428	274
24	Amounts below the thresholds for deduction (subject to 250% risk weight) (For information)	1,101	981	88
25	Not applicable	-	-	-
26	Not applicable	-	-	-
27	Not applicable	-	-	-
28	Not applicable	-	-	-
29	TOTAL	14,523	13,486	1,162

Credit and counterparty risk

The terms used below have the following meaning:

probability of default (PD): the probability of default of a counterparty over a one-year period;
exposure at default (EAD): the amount of the exposure in the event of default; the notion of exposure includes balance-sheet commitments and a portion of off-balancesheet commitments;
loss given default (LGD): the ratio between the loss experienced on an exposure in the event of counterparty default and the amount of the exposure at the time of default;
gross exposures: amount of exposure (on and off-balance sheet) after netting effects and before applying credit risk mitigation techniques (guarantees and collateral) and the credit conversion factor (CCF);
credit conversion factor (CCF): the ratio between the unused portion of a commitment, which will be drawn and at risk at the time of default, and the unused portion of the

commitment, the amount of which is calculated according to the authorised limit, or, as applicable, the unauthorised limit if this is higher;

expected credit losses (ECL): the average loss the institution estimates it will incur over a one-year period;
risk-weighted assets (RWA): the amount of risk-weighted assets is calculated by applying a weighting to each asset exposed to risk;
value adjustments: individual impairment corresponding to the loss of value of an asset due to credit risk, recognised in the accounts either directly in the form of a partial loss or via a value adjustment account;
external credit assessments: credit assessments by an external credit rating agency recognised under Regulation (EC) 1060/2009.

2.2 Credit risk quality

Table EU CR1 – Performing and non-performing exposures and related provisions

This table provides a full view of the credit quality of performing and non-performing exposures, including their accumulated impairment, provisions, negative changes in fair value due to credit risk and the amount of collateral and financial guarantees received, by portfolio and by category of exposure, in accordance with Article 442 (c) and (e) of the CRR "Disclosure of exposures to credit risk and dilution risk".

			Gross carrying amount/nominal amount							Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions					Collateral and financial guarantees received
			Performing exposures			Non-performing exposures			Performing exposures – accumulated impairment and provisions			Non-performing exposures – accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions
	30/06/2023		Of which bucket	Of which bucket		Of which bucket	Of which bucket		Of which bucket	Of which bucket		Of which bucket	Of which bucket	Accu mulated partial	On perfor ming expo	On non perfor ming expo
005	In millions of euros Cash balances at central banks and other		1	2		2	3		1	2		2	3	write-off	sures	sures
	demand deposits	1,738	1,738	-	-	-	-	-	-	-	-	-	-	-	-	-
010	Loans and advances	11,747	133	-	-	-	-	-	-	-	-	-	-	-	20	-
020	Central banks	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
030	General governments	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
040	Credit institutions	11,728	113	-	-	-	-	-	-	-	-	-	-	-	-	-
050	Other financial corporations	20	20	-	-	-	-	-	-	-	-	-	-	-	20	-
060	Non-financial corporations	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
070	Of which SMEs	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
080	Households	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
090	Debt Securities	5,928	743	-	-	-	-	(0)	(0)	-	-	-	-	-	-	-
100	Central banks	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
110	General governments	616	616	-	-	-	-	(0)	(0)	-	-	-	-	-	-	-
120	Credit institutions	2,781	127	-	-	-	-	(0)	(0)	-	-	-	-	-	-	-
130	Other financial corporations	2,531	-	-	-	-	-	-	-	-	-	-	-	-	-	-
140	Non-financial corporations	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
150	Off-balance sheet exposures		15,218 14,165	1,053	123	-	123	(1)	-	(1)	(0)	-	(0)	-	-	-
160	Central banks	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
170	General governments	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
180	Credit institutions	574	574	-	-	-	-	-	-	-	-	-	-	-	-	-
190	Other financial corporations		14,643 13,590	1,053	123	-	123	(1)	-	(1)	(0)	-	(0)	-	-	-
200	Non-financial corporations	0	0	-	-	-	-	-	-	-	-	-	-	-	-	-
210	Households	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
220	TOTAL	34,630 16,778		1,053	123	-	123	(2)	(0)	(1)	(0)	-	(0)	-	20	-

Table EU CR1-A – Maturity of exposures

This table provides a breakdown of net exposures by residual maturity and exposure category, in accordance with Article 442 (g) of the CRR "Disclosure of exposures to credit risk and dilution risk".

			Net exposure value
	In millions of euros	On demand	≤ 1 year	> 1 year ≤ 5 years	> 5 years	No stated maturity	Total
1	Loans and advances	0	1,133	3,460	7,155	0	11,747
2	Debt securities	0	496	1,856	1,084	2,492	5,928
3	TOTAL	0	1,629	5,316	8,238	2,492	17,675

Table EU CQ4 – Quality of non-performing exposures by geography

This table provides an overview of the credit quality of on and off-balance sheet exposures by geographical area, in accordance with Article 442 (c) and (e) of the CRR "Disclosure of exposures to credit risk and dilution risk".

				Gross carrying/nominal amount
			Of which	non‑performing	Of which		Provisions on off‑balance sheet commitments	Accumulated negative changes in fair value due to
	In millions of euros			Of which defaulted impairment		Accumulated impairment	and financial guarantees given	credit risk on non performing exposures
10	On-balance sheet exposures	17,675	-	-	875	(0)	-	-
20	Europe	17,608	-	-	854	(0)	-	-
	Austria	6	-	-	6	-	-	-
	Belgium	127	-	-	127	(0)	-	-
	Switzerland	-	-	-	-	-	-	-
	Germany	33	-	-	29	-	-	-
	Spain	93	-	-	93	-	-	-
	France	17,064	-	-	444	(0)	-	-
	United Kingdom	10	-	-	10	-	-	-
	Ireland	107	-	-	107	-	-	-
	Luxembourg	167	-	-	36	-	-	-
	Romania	1	-	-	1	-	-	-
30	Asia and Oceania	40	-	-	22	-	-	-
	China	18	-	-	2	-	-	-
	India	2	-	-	-	-	-	-
	Japan	0	-	-	-	-	-	-
	Malaysia	7	-	-	7	-	-	-
	Singapore	13	-	-	13	-	-	-
40	North America	26	-	-	-	-	-	-
	United States	26	-	-	-	-	-	-
50	Central and Latin America	-	-	-	-	-	-	-
60	Africa and the Middle East	2	-	-	-	-	-	-
	Morocco	2	-	-	-	-	-	-
70	Other countries	-	-	-	-	-	-	-
80	Off-balance sheet exposures	15,341	123	123	-	-	1	-
90	Europe	15,341	123	123	-	-	1	-
	Germany	465	-	-	-	-	-	-
	Spain	199	-	-	-	-	-	-
	France	12,681	-	-	-	-	-	-
	United Kingdom	5	-	-	-	-	-	-
	Ireland	46	-	-	-	-	-	-
	Italy	1,945	123	123	-	-	1	-
100	Asia and Oceania	-	-	-	-	-	-	-
110	North America	-	-	-	-	-	-	-
120	Central and Latin America	-	-	-	-	-	-	-
130	Africa and the Middle East	-	-	-	-	-	-	-
140	Other countries	-	-	-	-	-	-	-
150	TOTAL	33,016	123	123	875	(0)	1	-

2.3 Equity exposures

Table EU CR10.5 – Specialised lending and equity exposures under the simple risk-weighted approach

Amundi is not concerned by tables CR10.1 to CR10.4 as it has no specialised financing exposures.

Table CR10.5 provides quantitative information on equity exposures under the simple risk-weighted approach, in accordance with Article 438 (e) of the CRR, "Disclosure of own funds requirements and risk-weighted exposure amounts".

30/06/2023 In millions of euros	On-balance sheet amount	Off-balance sheet amount	Risk weight	Exposure amount	RWAs	Expected loss amount
Categories
Exchange-traded equity exposures	-	-	190%	-	-	-
Private equity exposures	-	-	290%	-	-	-
Other equity exposures	-	-	370%	-	-	-
TOTAL	-	-	0%	-	-	-

2.4 Credit risk mitigation (CRM) techniques

Table EU CR3 – CRM techniques overview: disclosure of the use of credit risk mitigation techniques

This table provides information on the use of credit risk mitigation (CRM) techniques, in accordance with Article 453 (f) of the CRR "Disclosure of the use of credit risk mitigation techniques".

	In millions of euros	Unsecured carrying amount	Secured carrying amount	Of which: secured by collateral	Of which: secured by financial guarantees	Of which: secured by credit derivatives
1	Loans and advances	13,485	-	-	-	-
2	Debt securities	5,928	-	-	-	-
3	TOTAL	19,412	-	-	-	-
4	Of which non-performing exposures	-	-	-	-	-
5	Of which defaulted	-	-	-	-	-

Credit risk – Standardised approach

Table EU CR4 – Standardised approach – credit risk exposure and CRM effect

This table provides information on the effects of credit risk mitigation techniques on exposure amounts by exposure category (information on risk-weighted assets (RWA) and RWA density), in accordance with Article 453 (g), (h) and (i) of the CRR, "Disclosure of the use of credit risk mitigation techniques" and Article 444 (e) of the CRR "Disclosure of the use of the Standardised Approach".

	Exposures before CCF and before CRM		Exposures post CCF and post CRM		RWAs and RWAs density
Exposure classes 30/06/2023 (€ millions)	On-balance sheet exposures	Off-balance sheet exposures	On-balance sheet exposures	Off-balance sheet exposures	RWEA	RWEA density (%)
Central governments or central banks	833	-	833	-	400	48%
Regional government or local authorities	-	-	-	-	-	0%
Public sector entities	-	-	-	-	-	0%
Multilateral development banks	26	-	26	-	-	0%
International organisations	-	-	-	-	-	0%
Institutions	16 255	-	16 255	-	353	2%
Corporates	1 243	0	1 243	0	817	66%
Retail	-	-	-	-	-	0%
Secured by mortgages on immovable property	-	-	-	-	-	0%
Exposures in default	1	-	1	-	1	100%
Exposures associated with particularly high risk	-	-	-	-	-	0%
Covered bonds	-	-	-	-	-	0%
Institutions and corporates with a short-term credit assessment	-	-	-	-	-	0%
Collective investment undertakings	2 912	15 620	2 912	4 690	3 445	45%
Equity	591	-	591	-	1 013	171%
Other items	1 049	-	1 049	-	1 049	100%
TOTAL	22 910	15 621	22 910	4 690	7 077	26%

3. INFORMATION ON THE LIQUIDITY REQUIREMENT MODEL

3.1 Liquidity Coverage Ratio

Table EU LIQ1 – Quantitative information on LCR

This table shows the breakdown of cash inflows and outflows and high-quality liquid assets (HQLA) as defined and measured according to the LCR (simple arithmetic average of month-end figures for the twelve months preceding the end of each quarter), as per Article 451a (2) of the CRR "Disclosure of liquidity requirements".

Scope of consolidation: consolidated		Total unweighted value (average)		Total weighted value (average)
	In millions of euros	2023.06	2023.03	2023.06	2023.03
	HIGH-QUALITY LIQUID ASSETS
1	Total high-quality liquid assets (HQLA), after application of haircuts in line with Article 9 of regulation (EU) 2015/61			1,170	1,224
	CASH – OUTFLOWS
2	Retail deposits and deposits from small business customers, of which:	-		-
3	Stable deposits	-		-
4	Less stable deposits	-		-
5	Unsecured wholesale funding	219	281	219	281
6	Operational deposits (all counterparties) and deposits in networks of cooperative banks	-	-	-	-
7	Non-operational deposits (all counterparties)	148	171	148	171
8	Unsecured debt	71	110	71	110
9	Secured wholesale funding			-	-
10	Additional requirements	564	546	564	546
11	Outflows related to derivative exposures and other collateral requirements	564	546	564	546
12	Outflows related to loss of funding on debt products	-	-	-	-
13	Credit and liquidity facilities	-	-	-	-
14	Other contractual funding obligations	66	0	66	0
15	Other contingent funding obligations	-	-	-	-
16	TOTAL CASH OUTFLOWS			850	828
	CASH – INFLOWS
17	Secured lending (e.g. reverse repos)	-	-	-	-
18	Inflows from fully performing exposures	1,501	1,443	994	978
19	Other cash inflows	1	34	1	34
EU-19a	(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non‑convertible currencies)			-	-
EU-19b	(Excess inflows from a related specialised credit institution)			-	-
20	TOTAL CASH INFLOWS	1,502	1,477	994	1,012
EU-20a	Fully exempt inflows	-	-	-	-
EU-20b	Inflows subject to 90% cap	-	-	-	-
EU-20c	Inflows subject to 75% cap	1,502	1,477	994	1,012
	TOTAL ADJUSTED VALUE
21	LIQUIDITY BUFFER			1,170	1,224
22	TOTAL NET CASH OUTFLOWS			213	207
23	LIQUIDITY COVERAGE RATIO			595,46%	605,42%

3.2 Net Stable Funding Ratio

Tableau EU LIQ2 – Net stable funding ratio

This table provides the quantitative information needed to calculate the net stable funding ratio (NSFR) in accordance with Article 451a (3) of the CRR "Disclosure of liquidity requirements".

		Unweighted value by residual maturity
	In millions of euros	No maturity	< 6 months	6 months to < 1 year	≥ 1 year	Weighted value
	AVAILABLE STABLE FUNDING (ASF) ITEMS
1	Capital items and instruments	6,291	0	0	254	6,545
2	Own funds	6,291	0	0	254	6,545
3	Other capital instruments		0	0	0	0
4	Retail deposits		0	0	0	0
5	Stable deposits		0	0	0	0
6	Less stable deposits		0	0	0	0
7	Wholesale funding:		971	783	14,778	15,169
8	Operational deposits		0	0	0	0
9	Other wholesale funding		971	783	14,778	15,169
10	Interdependent liabilities		0	0	0	0
11	Other liabilities:		1,550	0	0	0
12	NSFR derivative liabilities	0
13	All other liabilities and capital instruments not included in the above categories		1,550	0	0	0
14	Total available stable funding (ASF)					21,714
	REQUIRED STABLE FUNDING (RSF) ITEMS
15	Total high-quality liquid assets (HQLA)					21
EU-15a	Assets encumbered for a residual maturity of one year or more in a cover pool		0	0	0	0
16	Deposits held at other financial institutions for operational purposes		694	0	0	347
17	Performing loans and securities:		3,454	897	13,336	14,157
18	Performing securities financing transactions with financial customerscollateralised by Level 1 HQLA subject to 0% haircut		0	0	0	0
19	Performing securities financing transactions with financial customer collateralised by other assets and loans and advances to financial institutions		2,095	411	9,891	10,307
20	Performing loans to non- financial corporate clients, loans to retail and small business customers, and loans to sovereigns, and PSEs, of which:		0	0	0	0
21	With a risk weight of less than or equal to 35% under
	the Basel II Standardised Approach for credit risk		0	0	0	0
22	Performing residential mortgages, of which:		0	0	0	0
23	With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk		0	0	0	0
24	Other loans and securities that are not in default and do not qualify as HQLA, including exchange-traded equities and trade finance on-balance sheet products		1,359	485	3,444	3,851
25	Interdependent assets		0	0	0	0
26	Other assets:	0	3,972	0	1,868	3,707
27	Physical traded commodities				0	0
28	Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs		16	0	528	462
29	NSFR derivative assets		364			364
30	NSFR derivative liabilities before deduction of variation margin posted		504			25
31	All other assets not included in the above categories		3,089	0	1,341	2,856
32	Off-balance sheet items		0	0	0	0
33	Total RSF					18,232
34	Net Stable Funding Ratio (%)					119.10%

4. PILLAR 3 CORRESPONDENCE TABLE

CRR Articles	Title	Concordance - Pillar 3 sections or URD sections	Concordance - Template
Article 431	Disclosure requirements and policies	5.6 Pillar 3 - DECLARATION ON INFORMATION PUBLISHED UNDER PILLAR III
Article 432	Non-material, proprietary or confidential information	5.6 Pillar 3 - INTRODUCTION
Article 433	Frequency and scope of disclosures	5.6 Pillar 3 - INTRODUCTION
Article 437	Disclosure of own funds
a		5.6 Pillar 3 - 1.5.1. Position as of 30 June 2023	CC1 + CC2
d-e-f		5.6 Pillar 3 - 1.5.1. Position as of 30 June 2023	CC1
Article 438	Disclosure of own funds requirements
b	and risk-weighted exposure amounts	5.6 Pillar 3 - INTRODUCTION	KM1
c		Not applicable: no request from regulator
d		5.6 Pillar 3 - 2.1. Summary of risk weighted assets	OV1
e		Regarding templates CR10.1 to CR10.4: not applicable none specialized lending exposures. Regarding templates CR10.5: 5.6 Pillar 3 - 2.3. Equity exposures	CR10.5
h		Not applicable: no IRB approach	CR8 (N/A) + CCR7 (N/A) + MR2-B (N/A)
Article 440	Disclosure of
a	countercyclical capital buffers	5.6 Pillar 3 - 1.6.1.1. Prudential requirements	CCyB1
b		5.6 Pillar 3 - 1.6.1.1. Prudential requirements	CCyB2
Article 442	Disclosure of
c	exposures to credit risk and dilution risk	5.6 Pillar 3 - 2.2. Quality of credit risk exposures	CR1 + CR2a (N/A) + CQ1 (N/A) + CQ2 (N/A) + CQ4 + CQ5 (N/A) + CQ6 (N/A) + CQ7 (N/A) + CQ8 (N/A)
e		5.6 Pillar 3 - 2.2. Quality of credit risk exposures	CR1 + CQ1 (N/A) + CQ4 + CQ5 (N/A) + CQ7 (N/A)
f		5.6 Pillar 3 - 2.2. Quality of credit risk exposures	CR1 + CR2 (N/A) + CR2a (N/A) + CQ1 (N/A) + CQ2 (N/A) + CQ4 + CQ5 (N/A) + CQ6 (N/A) + CQ7 (N/A) + CQ8 (N/A)
g		5.6 Pillar 3 - 2.2. Quality of credit risk exposures	CR1-A

Title	Concordance - Pillar 3 sections or URD sections	Concordance - Template
Disclosure of the use
Approach	Not applicable
	5.6 Pillar 3 - 2.2. Quality of credit risk exposures	CR4 + CR5 (N/A)
Disclosure of key metrics	5.6 Pillar 3 - INTRODUCTION	KM1
Disclosure of
	5.6 Pillar 3 - 1.5.2. Leverage ratio	LR2
	5.6 Pillar 3 - 1.5.2. Leverage ratio	LR1+LR2+LR3
	5.6 Pillar 3 - 1.5.2. Leverage ratio	LR2 in case
	5.6 Pillar 3 - 1.5.2. Leverage ratio	LR2 in case
Article 451 bis Disclosure of liquidity
	5.6 Pillar 3 - 3.2. Liquidity Coverage Ratio	LIQ1
	5.6 Pilier 3 - 3.3. Net Stable Funding Ratio	LIQ2
Disclosure of the use of the IRB Approach to credit risk	Not applicable: no IRB approach	CRE (N/A) + CR6 (N/A) + CR6-A (N/A) + CCR4 (N/A) + CR9 (N/A) + CR9.1 (N/A)
Disclosure of the

	Concerns Standardised Credit Risk approach : 5.6 Pillar 3 - 2.4. Credit Risk Mitigation techniques Not applicable for IRB approach (article 452)	CR4 + CR7-A (N/A)
	Not applicable for IRB approach (article 452)	CR7 (N/A)
	of the Standardised the leverage ratio requirements use of credit risk	mitigation techniques 5.6 Pillar 3 - 2.4. Credit risk mitigation (CRM) techniques CR3

5. STATEMENT ON PILLAR 3 DISCLOSURES

I certify that Amundi Group publishes in its Pillar 3 Report the information required under section 8 of Regulation (EU) 575/2013 subsequently amended by Regulation (EU) 2019/876 (and its subsequent amendments), in accordance with formal policies and internal procedures, systems and controls.

After taking all reasonable measures to this effect, I confirm that the information published as at 30 June 2023 was subject to the same level of internal verification as other information provided in the Management Report included in the Universal Registration Document available on the websites of Amundi (http://le-groupe.amundi.com) and the AMF (www.amf-france.org).

Paris, 18 September 2023

Nicolas Calcoen, Deputy Chief Executive Officer, Head of Finance, Strategy and Control

AMUNDI

A French limited company with share capital of €509,650,327.50 Registered office: 91-93, boulevard Pasteur, 75015 Paris, France SIREN number: 314 222 902 RCS PARIS LEI: 9695 00 10FL2T1TJKR5 31

Website: about.amundi.com/

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