2020 Universal registration document and annual financial report - BNP PARIBAS378
5 risks and CaPital adequaCy Pillar 3
5
Credit risk
➤ TABLE 40: STANDARDISED CREDIT EXPOSURE AT DEFAULT (EU CR5)
Risk weight In millions of euros
31 December 2020
EAD
0% 20% 35% 50% 75% 100% 150% Other Total of which
unrated(*)
Central governments or central banks 30,306 121 - 242 - 6,307 1 - 36,977 12,424
Regional governments or local authorities 351 3,081 - - - 130 - - 3,562 1,119
Public sector entities 10,958 3,994 - 793 - 1,061 - - 16,806 11,111
Multilateral development banks 192 - - - - - - - 192 -
International organisations 7 - - - - - - - 7 7
Institutions 1,412 7,684 - 3,437 - 1,362 28 - 13,923 425
Corporates 2,085 9,451 2,324 7,192 - 61,575 1,001 - 83,628 57,228
Retail - - 4,179 - 86,440 - - - 90,619 90,619
Exposures secured by mortgages on immovable property - - 29,324 17,416 3,495 2,348 26 - 52,609 36,184
Exposures in default - - - - - 3,667 964 - 4,631 4,575
Items associated with particular high risk(**) - - - - - - 718 - 718 -
Exposures in the form of units or shares in collective investment undertakings 50 74 - - - 46 - - 171 171
Equity - - - - - 130 - - 130 130
Other items 3,517 108 - 98 - 16,181 - 7,848 27,753 25,020
TOTAL 48,879 24,513 35,827 29,178 89,935 92,806 2,738 7,848 331,724 239,014
(*) Exposures to counterparties without a credit rating from external rating agencies. (**) Immovable property financing exposures whose risk profile may be affected by market conditions.
