2020 Universal registration document and annual financial report - BNP PARIBAS310
5 risks and CaPital adequaCy Pillar 3
5
Capital management and capital adequacy
The following table shows the breakdown of the different categories of assets and liabilities recognised on the Bank s regulatory balance sheet by regulatory risk type. The sum of the amounts thus broken down is not necessarily equal to the net carrying values of the prudential scope, because some items may be subject to capital requirements for several types of risk.
➤ TABLE 11: PRUDENTIAL BALANCE SHEET BY RISK TYPE (EU LI1-B)
In millions of euros
31 December 2020
Net carrying values:
prudential scope
Items subject to:
Not subject to capital requirements or
deducted from capital credit risk
framework
counterparty credit risk
framework securitisation
framework market risk framework
ASSETS
Cash and balances at central banks 309,291 309,291 - - - -
Financial instruments at fair value through profit or loss
Securities 169,080 7,823 5,890 210 160,491 555
Loans and repurchase agreements 247,276 1,107 242,134 - 245,769 -
Derivative financial instruments 277,042 - 277,042 - 276,414 -
Derivatives used for hedging purposes 15,569 - 15,569 - - -
Financial assets at fair value through equity 61,116 57,302 434 860 - 2,954
Financial assets at amortised cost
Loans and advances to credit institutions 18,950 16,265 2,250 - - 435
Loans and advances to customers 840,884 781,788 21,193 35,571 - 2,332
Debt securities 119,218 104,012 2,269 11,659 - 3,546
Remeasurement adjustment on interest-rate risk hedged portfolios 5,552 - - - - 5,552
Current and deferred tax assets 6,535 6,199 - - - 336
Accrued income and other assets 133,820 17,831 104,689 - 8,627 4,045
Equity-method investments 14,785 13,022 - - - 1,763
Property, plant and equipment and investment property 11,096 10,608 - - - 488
Intangible assets 3,487 1,322 - - - 2,165
Goodwill 6,347 - - - - 6,347
TOTAL ASSETS 2,240,048 1,326,570 671,470 48,300 691,301 30,518
