ourexpertise - Crédit Agricole CIB

32010 MANAGEMENT REPORT• SENSITIVE EXPOSURES BASED ONTHE FINANCIAL STABILITY BOARDRECOMMENDATIONSThe following disclosures are made in accordance with the recommendationsof the Financial Stability Forum. They form anintegral part of Crédit Agricole CIB ‘s consolidated fi nancial statementsfor the period ended 31 December 2010 and are coveredby the Statutory Auditors’ report on 2010 fi nancial information.Summary table of exposures€ millionAssets recognised in loans and receivablesGrossexposureDiscountCollectivereservesNetexposureAccountingcategoryAssets measured at fair valueGrossexposureDiscountNetexposureRMBS 1,508 (399) (31) 1,078504 (352) 152(1)CMBS 195 17Unhedged super senior CDOs 3,382 (1,343) (643) 1,3966,112 (4,866) 1,246(4)Unhedged mezzanine CDOs (2)1,164 (1,164) 0Unhedged CLOs 247 (27) (9) 211 99 (12) 87Protections purchased from monolines 511 (352) 159(5)Protections purchased from CDPC 780 (108) 672LBO - fi nal shares 4,990 (384) 4,606 (3)LBO - units to be sold 263 (6)Cash facilities sponsored by CACIBand provided to ABCP conduits15,182Cash facilities sponsored by CACIBand provided to other ad'hoc entitiesCash facilities sponsored by a thirdparty and provided to other specialpurposeentitiesOtherAccountingcategory(1) Due from banks and loans and advances to customers- securities not traded in an active market ( cf. note 6.5 to the consolidated fi nancial statements)(2) Due from banks and loans and advances to customers - securities not traded in an active market ( cf, note 6.5 to the consolidated fi nancial statements)(3) Due from banks and loans and advances to customers - Other loans/ Financing commitments given to customers (cf. notes 6.5 and 8 to the consolidated fi nancial statements)(4) Financial assets at fair value through profi t and loss- bonds and other fi xed-income securities and derivative fi nancial instruments (cf. note 6.2 to the consolidated fi nancial statements)(5) Financial assets at fair value through profi t and loss - derivative fi nancial instruments (cf. note 6.2 to the consolidated fi nancial statements)(6) Financial assets at fair value through profi t and loss - Loans and advances to customers (cf. note 6.2 to the consolidated fi nancial statements)(7) Financing commitments given to customers (cf. note 8 to the consolidated fi nancial statements)1,121542(7)108SHELF-REGISTRATION DOCUMENT CRÉDIT AGRICOLE CIB 2010