I finally got what I wanted but not by using BCP, but SQLCMD.

For each tables containing at least one record in my table, it creates a file with "inserts"

EXEC sp_configure 'show advanced options', 1

GO

RECONFIGURE

GO

EXEC sp_configure 'xp_cmdshell', 1

GO

RECONFIGURE

GO

DECLARE @databasename NVARCHAR(200)=N'dbname'

DECLARE @servername NVARCHAR(50)=N'host\instance'

DECLARE @location NVARCHAR(1000)=N'D:\path_to_folder\'

DECLARE @filename NVARCHAR(200)

DECLARE @strTablename NVARCHAR(50)

DECLARE @variable VARCHAR(1000)

DECLARE MyCursor CURSOR FOR

SELECT b.name

FROM dbname.sys.partitions a

join dbname.sys.tables b

ON a.object_id=b.object_id

WHERE b.type='u'

and a.rows > 0

OPEN MyCursor

FETCH Next FROM MyCursor INTO @strTablename

WHILE @@Fetch_Status = 0

BEGIN

SET NOCOUNT ON

SET @filename = @location+@strTablename+'.sql'

SET @variable = 'sqlcmd -S '+@servername+' -E -d'+@databasename+' -Q "select ''SET IDENTITY_INSERT '+@strTablename+' ON''" >> '+@filename+''

EXEC xp_cmdshell @variable

SET @variable = ''

SET @variable = 'sqlcmd -S '+@servername+' -E -d'+@databasename+' -Q "exec '+@databasename+'.dbo.InsertGenerator '+@strTablename+'" >> '+@filename+''

EXEC xp_cmdshell @variable

SET @variable = ''

SET @variable = 'sqlcmd -S '+@servername+' -E -d'+@databasename+' -Q "select ''SET IDENTITY_INSERT '+@strTablename+' OFF''" >> '+@filename+''

EXEC xp_cmdshell @variable

SET @variable = ''

FETCH Next FROM MyCursor INTO @strTablename

END

CLOSE MyCursor

DEALLOCATE MyCursor

GO

EXEC sp_configure 'show advanced options', 1

GO

RECONFIGURE

GO

EXEC sp_configure 'xp_cmdshell', 0

GO

RECONFIGURE

GO

Franck.