2020 Universal registration document and annual financial report - BNP PARIBAS 351

5risks and CaPital adequaCy Pillar 3

5

Credit risk

BREAKDOWN BY REGULATORY ASSET CLASS

➤ TABLE 27: CREDIT RISK EXPOSURE BY ASSET CLASS AND APPROACH TYPE (EU CRB-B)

Exposure In millions of euros 31 December 2020 Average 2020 31 December 2019 Average 2019

Central governments or central banks 429,083 400,631 270,355 285,451

Institutions 53,740 59,740 58,137 51,191

Corporates 602,043 591,267 553,272 536,442

Retail 284,356 280,515 273,493 270,158

Secured by real estate property 184,499 181,603 177,757 173,731

SME 11,990 11,870 11,784 11,730

Non-SME 172,509 169,732 165,974 162,000

Qualifying revolving 16,707 17,283 17,839 17,920

Other retail 83,150 81,629 77,897 78,507

SME 32,830 31,689 28,285 28,274

Non-SME 50,320 49,940 49,612 50,234

Other items 578 699 459 645

TOTAL IRB APPROACH 1,369,802 1,332,852 1,155,716 1,143,889

Central governments or central banks 32,658 34,359 29,518 28,460

Regional governments or local authorities 6,047 6,143 5,916 6,027

Public sector entities 17,941 17,929 18,176 16,716

Multilateral development banks 192 161 192 103

International organisations 7 4 9 4

Institutions 12,935 12,528 10,813 10,739

Corporates 117,402 115,216 118,520 120,975

of which SME 22,477 22,114 26,482 22,408

Retail 122,658 124,616 130,019 131,268

of which SME 31,280 31,348 31,750 30,983

Exposures secured by mortgages on immovable property 62,708 67,623 70,732 71,286

of which SME 10,833 15,965 20,636 18,535

Exposures in default 10,825 10,971 10,826 11,972

Items associated with particular high risk(*) 1,071 1,146 1,187 1,024

Exposures in the form of units or shares in collective investment undertakings 464 486 533 547

Equity 648 710 782 878

Other items 28,010 26,693 28,314 32,464

TOTAL STANDARDISED APPROACH 413,566 418,585 425,536 432,463

TOTAL 1,783,367 1,751,436 1,581,252 1,576,352

(*) Immovable property financing exposures whose risk profile may be affected by market conditions.