2020 Universal registration document and annual financial report - BNP PARIBAS 313
5risks 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
LIABILITIES
Deposits from central banks 2,985 - - - - 2,985
Financial instruments at fair value through profit or loss
Securities 65,490 - - - 65,470 21
Deposits and repurchase agreements 215,095 - 209,784 - 209,776 5,311
Issued debt securities 58,834 - - - - 58,834
Derivative financial instruments 238,214 - 238,214 - 236,986 -
Derivatives used for hedging purposes 14,277 - 14,277 - - -
Financial liabilities at amortised cost
Deposit from credit institutions 78,507 - 859 - - 77,648
Deposit from customers 842,167 - 1,174 - - 840,993
Debt securities 161,608 - - - - 161,608
Subordinated debt 18,319 - - - - 18,319
Remeasurement adjustment on interest-rate risk hedged portfolios 3,989 - - - - 3,989
Current and deferred tax liabilities 3,102 - - - - 3,102
Accrued expenses and other liabilities 97,494 - 64,000 - 3,115 32,738
Provisions for contingencies and charges 8,835 818 - - - 8,017
TOTAL LIABILITIES 1,808,916 818 528,308 - 515,347 1,213,565
TOTAL EQUITY 111,721 - - - - 111,721
TOTAL LIABILITIES AND EQUITY 1,920,637 818 528,308 - 515,347 1,325,286
