2020 Universal registration document and annual financial report - BNP PARIBAS320

5 risks and CaPital adequaCy Pillar 3

5

Capital management and capital adequacy

➤ TABLE 17: EFFECT OF THE APPLICATION OF TRANSITIONAL ARRANGEMENTS FOR IFRS 9 ACCOUNTING STANDARD (EU IFRS9-FL)

In millions of euros 31 December 2020(*)

Available capital

1 Common Equity Tier 1 (CET1) capital 88,767

2 Common Equity Tier 1 (CET1) capital as if IFRS 9 transitional arrangements had not been applied 87,732

3 Tier 1 capital 98,806

4 Tier 1 capital as if IFRS 9 transitional arrangements had not been applied 97,772

5 Total capital 113,830

6 Total capital as if IFRS 9 transitional arrangements had not been applied 113,511

Risk-weighted assets

7 Risk-weighted assets 695,523

8 Risk-weighted assets as if IFRS 9 transitional arrangements had not been applied 695,916

Capital ratios

9 Common Equity Tier 1 (CET1) capital 12.8%

10 Common Equity Tier 1 (CET1) capital as if IFRS 9 transitional arrangements had not been applied 12.6%

11 Tier 1 capital 14.2%

12 Tier 1 capital as if IFRS 9 transitional arrangements had not been applied 14.0%

13 Total capital 16.4%

14 Total capital as if IFRS 9 transitional arrangements had not been applied 16.3%

Leverage ratio

15 Leverage ratio total exposure measure 1,998,414

16 Leverage ratio 4.9%

17 Leverage ratio as if IFRS 9 transitional arrangements had not been applied 4.9%

(*) In accordance with the transitional arrangements on the introduction of the IFRS 9 accounting standard (article 473a of Regulation (EU) No. 2017/2395 and Regulation (EU) No. 2020/873).

At 31 December 2020, the Group did not apply the provisions pursuant to Article 468 of the Regulation (EU) No. 2020/873 relating to the temporary treatment of unrealised gains or losses on financial instruments at fair value through equity issued by central, regional or local governments.