2020 Universal registration document and annual financial report - BNP PARIBAS312

5 risks and CaPital adequaCy Pillar 3

5

Capital management and capital adequacy

In millions of euros

31 December 2019

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 155,400 155,400 - - - -

Financial instruments at fair value through profit or loss

Securities 132,341 7,338 13,358 303 124,139 561

Loans and repurchase agreements 197,910 1,463 193,349 - 196,140 -

Derivative financial instruments 247,521 - 247,521 - 246,684 -

Derivatives used for hedging purposes 12,451 - 12,451 - - -

Financial assets at fair value through equity 56,000 51,981 320 1,075 - 2,944

Financial assets at amortised cost

Loans and advances to credit institutions 21,374 19,373 1,697 - - 329

Loans and advances to customers 830,448 775,365 15,291 37,328 - 2,438

Debt securities 109,472 95,172 1,408 12,049 - 2,251

Remeasurement adjustment on interest-rate risk hedged portfolios 4,351 - - - - 4,351

Current and deferred tax assets 6,816 6,754 - - - 62

Accrued income and other assets 107,048 18,330 80,273 - 8,033 3,919

Equity-method investments 13,740 12,232 - - - 1,508

Property, plant and equipment and investment property 15,597 15,459 - - - 139

Intangible assets 3,499 34 - - - 3,465

Goodwill 6,669 - - - - 6,669

TOTAL ASSETS 1,920,637 1,158,901 565,668 50,755 574,996 28,636