2020 Universal registration document and annual financial report - BNP PARIBAS376
5 risks and CaPital adequaCy Pillar 3
5
Credit risk
➤ TABLE 39: STANDARDISED CREDIT RISK EXPOSURE BY STANDARD EXPOSURE CLASS (EU CR4)
In millions of euros
31 December 2020
Gross exposure Exposure net of provisions EAD
RWAs RWA
density Balance
sheet Off-balance
sheet Balance
sheet Off-balance
sheet Balance
sheet Off-balance
sheet
Central governments or central banks 32,638 20 32,594 20 36,972 5 6,454 17%
Regional governments or local authorities 2,881 3,166 2,876 3,166 2,822 739 746 21%
Public sector entities 15,678 2,263 15,674 2,263 16,218 588 2,256 13%
Multilateral development banks 192 - 192 - 192 - - 0%
International organisations 7 - 7 - 7 - - 0%
Institutions 11,851 1,085 11,842 1,081 13,287 636 4,659 33%
Corporates 81,398 36,004 80,895 35,891 71,272 12,356 67,899 81%
Retail 92,584 30,075 90,772 30,006 87,783 2,835 61,915 68%
Exposures secured by mortgages on immovable property 56,454 6,254 55,694 6,212 51,116 1,492 22,976 44%
Exposures in default 10,347 478 4,615 445 4,483 148 5,112 110%
Items associated with particular high risk(*) 516 556 507 553 451 267 1,068 149%
Exposures in the form of units or shares in collective investment undertakings - 464 - 464 - 171 61 36%
Equity - 648 - 648 - 130 130 100%
Other items 26,891 1,119 26,891 1,119 26,891 862 20,629 74%
TOTAL 331,436 82,130 322,559 81,866 311,494 20,230 193,906 58%
(*) Immovable property financing exposures whose risk profile may be affected by market conditions.