2020 Universal registration document and annual financial report - BNP PARIBAS 307

5risks and CaPital adequaCy Pillar 3

5

Capital management and capital adequacy

In millions of euros

31 December 2020

Accounting scope

Adjustment of insurance

companies

Other adjustments related to

consolidation methods(*)

Prudential scope

Reference to capital

table (see Appendix 2)

LIABILITIES Deposits from central banks 1,594 - - 1,594 - Financial instruments at fair value through profit or loss

Securities 94,263 - - 94,263 Deposits and repurchase agreements 288,595 - - 288,595 Issued debt securities 64,048 (4,927) (140) 58,981

of which liabilities qualifying for Tier 1 capital 205 - - 205 4 of which liabilities qualifying for Tier 2 capital 52 - - 52 5

Derivative financial instruments 282,608 738 (228) 283,118 Derivatives used for hedging purposes 13,320 (49) 252 13,523 Financial liabilities at amortised cost

Deposit from credit institutions 147,657 (6,860) 116 140,913 Deposit from customers 940,991 1,364 7,077 949,432 Debt securities 148,303 1,660 2,181 152,144 Subordinated debt 22,474 (1,744) (21) 20,709

of which liabilities qualifying for Tier 1 capital - - - - 4 of which liabilities qualifying for Tier 2 capital 19,443 - - 19,443 5

Remeasurement adjustment on interest-rate risk hedged portfolios 6,153 - - 6,153 Current and deferred tax liabilities 3,001 (137) (241) 2,623 Accrued expenses and other liabilities 107,846 (2,610) (3,327) 101,909 Technical reserves and other insurance liabilities 240,741 (240,741) - - Provisions for contingencies and charges 9,548 (419) (253) 8,876 TOTAL LIABILITIES 2,371,142 (253,725) 5,416 2,122,833 EQUITY

Share capital, additional paid-in capital and retained earnings 106,227 4 - 106,231 6 Net income for the period attributable to shareholders 7,067 - - 7,067 7

Total capital, retained earnings and net income for the period attributable to shareholders 113,295 4 - 113,299

Changes in assets and liabilities recognised directly in equity (496) (6) - (502)

Shareholders equity 112,799 (2) - 112,797 Minority interests 4,550 (132) - 4,419 8 TOTAL EQUITY 117,349 (134) - 117,215 TOTAL LIABILITIES AND EQUITY 2,488,491 (253,859) 5,416 2,240,048

(*) Adjustment of jointly controlled entities under proportional consolidation for prudential scope, which are consolidated using the equity method within the accounting scope, of collective investment funds not consolidated within the prudential scope, and of the unregulated entities of BNP Paribas Real Estate and Arval consolidated using the equity method within the prudential scope which are fully consolidated within the accounting scope.