2020 Universal registration document and annual financial report - BNP PARIBAS 361

5risks and CaPital adequaCy Pillar 3

5

Credit risk

RISK-WEIGHTED ASSETS

➤ TABLE 30: CREDIT RISK-WEIGHTED ASSETS

RWAs In millions of euros 31 December 2020 31 December 2019 Variation

IRB approach 278,202 259,552 18,650

Central governments and central banks 3,559 2,984 575

Corporates 201,088 186,710 14,378

Institutions 11,032 9,081 1,951

Retail 62,240 60,599 1,641

Other items 284 179 105

Standardised approach 193,906 210,490 (16,584)

Central governments or central banks 6,454 5,962 492

Regional governments or local authorities 746 809 (63)

Public sector entities 2,256 2,223 33

Multilateral development banks - - -

International organisations - - -

Institutions 4,659 4,410 249

Corporates 67,899 76,063 (8,164)

Retail 61,915 68,010 (6,095)

Exposures secured by mortgages on immovable property 22,976 26,208 (3,232)

Exposures in default 5,112 4,882 231

Items associated with particular high risk(*) 1,068 1,245 (176)

Exposures in the form of units or shares in collective investment undertakings 61 59 2

Equity 130 156 (27)

Other items 20,629 20,462 167

Equity positions under the simple weighting method 55,081 54,189 892

Private equity exposures in diversified portfolios 4,811 5,224 (412)

Listed equity exposures 3,508 3,741 (234)

Other equity exposures 46,762 45,224 1,538

CREDIT RISK 527,189 524,231 2,958

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