2020 Universal registration document and annual financial report - BNP PARIBAS354
5 risks and CaPital adequaCy Pillar 3
5
Credit risk
Exposure In millions of euros
31 December 2019
Europe(*)
North America
Asia Pacific Rest of the World
TOTALTotal Europe France Belgium Luxembourg Italy United
Kingdom Germany Netherlands
Other European countries
Total Asia Pacific Japan North Asia
South- East Asia
(ASEAN)
Indian peninsula &
Pacific
Total Rest of the World Turkey
Mediter- ranean
Gulf States & Africa
Latin America
Other countries
Central governments or central banks 213,344 136,533 10,532 8,957 14,721 7,150 11,406 706 23,340 24,568 26,238 11,754 6,876 4,233 3,375 6,206 0 87 2,940 1,629 1,550 270,355
Institutions 33,308 8,245 8,255 662 2,695 1,324 5,939 1,812 4,376 7,867 10,836 1,886 6,296 1,375 1,280 6,125 1,241 308 2,844 1,489 243 58,137
Corporates 379,138 118,884 61,853 21,038 49,802 44,109 18,620 18,012 46,820 87,298 50,151 5,550 15,645 14,110 14,845 36,685 2,163 411 10,808 10,790 12,513 553,272
Retail 273,045 138,963 78,332 8,004 36,072 123 186 69 11,296 130 86 4 24 37 20 232 5 37 73 17 100 273,493
Other items 459 15 397 47 - 0 - 0 0 - 0 0 - - - - - - - - - 459
TOTAL IRB APPROACH 899,293 402,640 159,369 38,709 103,289 52,706 36,151 20,599 85,831 119,863 87,312 19,195 28,841 19,755 19,521 49,248 3,410 844 16,664 13,925 14,406 1,155,716
Central governments or central banks 17,427 4,410 1,767 14 2,755 26 386 5 8,065 6,055 102 51 5 15 32 5,934 3,091 1,602 671 43 528 29,518
Regional governments or local authorities 4,716 368 909 - 3,241 8 8 9 172 1,016 0 - - - 0 184 184 0 0 - - 5,916
Public sector entities 4,007 711 38 - 2,998 47 18 4 191 14,005 21 - 21 - - 143 10 48 0 - 85 18,176
Multilateral development banks 147 - - 147 - - - - - 31 13 - - 13 - - - - - - - 192
International organisations 9 - 9 - - - - - - - - - - - - - - - - - - 9
Institutions 7,334 3,591 287 169 890 425 839 94 1,040 920 714 136 208 42 328 1,845 1,187 287 111 124 136 10,813
Corporates 69,761 21,131 1,782 1,138 8,789 8,755 5,109 1,436 21,622 28,361 6,409 67 4,432 1,556 354 13,989 4,744 5,336 1,823 565 1,522 118,520
Retail 97,383 15,061 2,921 57 28,401 13,388 18,510 1,106 17,938 17,241 1,023 5 819 12 186 14,372 6,561 1,279 1,774 4,112 647 130,019
Exposures secured by mortgages on immovable property 36,187 10,026 1,976 41 1,121 1,358 1,206 6,631 13,829 29,167 280 1 156 106 17 5,098 3,264 1,507 115 52 161 70,732
Exposures in default 8,233 1,822 68 70 2,854 451 635 62 2,270 311 6 0 0 2 4 2,276 793 926 345 130 82 10,826
Items associated with particular high risk(**) 94 12 - - 0 - - - 82 930 - - - - - 162 11 151 0 - - 1,187
Exposures in the form of units or shares in collective investment undertakings 533 533 - - - - - - - - - - - - - - - - - - - 533
Equity 782 553 - 228 - - - - - - - - - - - - - - - - - 782
Other items 25,452 13,594 2,028 538 3,623 2,075 2,461 78 1,055 1,666 176 42 43 10 81 1,020 265 367 173 124 90 28,314
TOTAL STANDARDISED APPROACH 272,066 71,811 11,786 2,402 54,672 26,533 29,173 9,425 66,263 99,703 8,744 302 5,684 1,756 1,002 45,022 20,110 11,501 5,012 5,149 3,250 425,536
TOTAL 1,171,359 474,451 171,155 41,111 157,961 79,239 65,324 30,024 152,094 219,566 96,056 19,497 34,525 21,511 20,523 94,270 23,520 12,345 21,676 19,074 17,656 1,581,252
(*) Within the scope of the European Union, the European Free Trade Association (EFTA) and the United Kingdom (**) Immovable property financing exposures whose risk profile may be affected by market conditions.
