2020 Universal registration document and annual financial report - BNP PARIBAS 311

5risks and CaPital adequaCy Pillar 3

5

Capital management and capital adequacy

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

LIABILITIES

Deposits from central banks 1,594 - - - - 1,594

Financial instruments at fair value through profit or loss

Securities 94,263 - - - 94,262 1

Deposits and repurchase agreements 288,595 - 285,134 - 285,129 3,461

Issued debt securities 58,981 - - - - 58,981

Derivative financial instruments 283,118 - 283,118 - 281,615 -

Derivatives used for hedging purposes 13,523 - 13,523 - - -

Financial liabilities at amortised cost

Deposit from credit institutions 140,913 - 991 - - 139,922

Deposit from customers 949,432 - 1,074 - - 948,358

Debt securities 152,144 - - - - 152,144

Subordinated debt 20,709 - - - - 20,709

Remeasurement adjustment on interest-rate risk hedged portfolios 6,153 - - - - 6,153

Current and deferred tax liabilities 2,623 - - - - 2,623

Accrued expenses and other liabilities 101,909 - 64,778 - 2,015 35,768

Provisions for contingencies and charges 8,876 962 - - - 7,914

TOTAL LIABILITIES 2,122,833 962 648,618 - 663,021 1,377,628

TOTAL EQUITY 117,215 - - - - 117,215

TOTAL LIABILITIES AND EQUITY 2,240,048 962 648,618 - 663,021 1,494,843