PRESENTATION OF THE BNP PARIBAS GROUP 3 1.1 Group presentation 4 1.2 Key figures 4 1.3 History 5 1.4 Presentation of operating divisions and business lines 6 1.5 BNP Paribas and its shareholders 18

CORPORATE GOVERNANCE AND INTERNAL CONTROL 31 2.1 Report on Corporate governance 32 2.2 Statutory Auditor s report, prepared in

accordance with article L.22-10-71 of the French Commercial Code, on the Board of directors report on corporate governance 102

2.3 The Executive Committee 102 2.4 Internal control 105

2020 REVIEW OF OPERATIONS 121 3.1 BNP Paribas consolidated results 122 3.2 Core Business results 124 3.3 Balance sheet 139 3.4 Profit and loss account 142 3.5 Recent events 146 3.6 Outlook 146 3.7 Financial structure 148 3.8 Alternative Performance Measures (APM)

Article 223-1 of the AMF s General regulation 149

CONSOLIDATED FINANCIAL STATEMENTS FOR THE YEAR ENDED 31 DECEMBER 2020 161 4.1 Profit and loss account for the year

ended 31 December 2020 164 4.2 Statement of net income and changes in assets

and liabilities recognised directly in equity 165 4.3 Balance sheet at 31 December 2020 166 4.4 Cash flow statement for the year

ended 31 December 2020 167 4.5 Statement of changes in shareholders equity

between 1 January 2019 and 31 December 2020 168 4.6 Notes to the financial statements prepared in

accordance with IFRS as adopted by the European Union 170

4.7 Statutory Auditors report on the consolidated financial statements 272

RISKS AND CAPITAL ADEQUACY PILLAR 3 279 5.1 Annual risk survey 282 5.2 Capital management and capital adequacy 304 5.3 Risk management 336 5.4 Credit risk 344 5.5 Securitisation in the banking book 403 5.6 Counterparty credit risk 414 5.7 Market risk 426 5.8 Liquidity risk 444 5.9 Operational risk 458 5.10 Insurance risks 466

Appendix 1: Sovereign exposures 471 Appendix 2: Regulatory capital Detail 474 Appendix 3: Countercyclical capital buffer 480 Appendix 4: Capital requirements of significant subsidiaries 482 Appendix 5: List of tables and figures 488 Appendix 6: Acronyms 491

INFORMATION ON THE PARENT COMPANY FINANCIAL STATEMENTS AT 31 DECEMBER 2020 493 6.1 BNP Paribas SA financial statements 494

Notes to the parent company financial statements 496 6.2 Appropriation of income for the year ended

31 December 2020 and dividend distribution 522 6.3 BNP Paribas SA five-year financial summary 523 6.4 Main subsidiaries and associates of BNP Paribas SA 524 6.5 Disclosures of investments of BNP Paribas SA

in 2020 affecting at least 5% of share capital of french companies 531

6.6 Statutory Auditors report on the financial statements 532

A COMMITTED BANK: INFORMATION CONCERNING THE ECONOMIC, SOCIAL, CIVIC AND ENVIRONMENTAL RESPONSIBILITY OF BNP PARIBAS 539 7.1 Our strategy 543 7.2 Our economic responsibility: financing

the economy in an ethical manner 550 7.3 Our social responsibility: developing and engaging

our people responsibly 567 7.4 Our civic responsibility: being a positive agent

for change 586 7.5 Our environmental responsibility: accelerating

the ecological and energy transition 594 7.6 Climate-related issues management summary 608 7.7 Duty of Care and Modern Slavery Act and Human

Trafficking statement 615 7.8 Extra-financial performance statement 622 7.9 Grenelle II Table of concordance, GRI, ISO 26000,

Global Compact, Sustainable Development Goals, Principles for Responsible Banking 627

7.10 Report by one of the Statutory Auditors, appointed as an independent third party, on the non-financial performance statement included in the Group's management report 632

GENERAL INFORMATION 635 8.1 Documents on display 636 8.2 Material contracts 636 8.3 Dependence on external parties 636 8.4 Significant changes 637 8.5 Investments 637 8.6 Information on locations and businesses in 2020 638 8.7 Founding documents and Articles of association 645 8.8 Statutory Auditors special report on related party

agreements 650

STATUTORY AUDITORS 653 9.1 Statutory Auditors 654

PERSON RESPONSIBLE FOR THE UNIVERSAL REGISTRATION DOCUMENT 655 10.1 Person responsible for the Universal registration

document and the annual financial report 656 10.2 Statement by the person responsible

for the Universal registration document 656

TABLES OF CONCORDANCE 657

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3

2

5

4

6

7

8

9

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11 APPENDIX 663 Key information regarding the issuer, pursuant to Article 26.4 of European Regulation No 2017/1129 663