2020 Universal registration document and annual financial report - BNP PARIBAS 379
5risks and CaPital adequaCy Pillar 3
5
Credit risk
Risk weight In millions of euros
31 December 2019
EAD
0% 20% 35% 50% 75% 100% 150% Other Total of which
unrated(*)
Central governments or central banks 25,369 237 - 1,015 - 5,406 1 - 32,029 13,841
Regional governments or local authorities 363 3,135 - - - 182 - - 3,681 1,292
Public sector entities 11,436 4,315 - 38 - 1,341 - - 17,130 11,623
Multilateral development banks 192 - - - - - - - 192 -
International organisations 9 - - - - - - - 9 9
Institutions 749 6,406 - 1,668 - 2,276 13 - 11,111 1,223
Corporates 815 10,377 19 6,994 - 70,015 1,030 - 89,251 61,496
Retail - - - - 96,687 - - - 96,687 96,687
Exposures secured by mortgages on immovable property - - 31,887 19,394 5,406 2,560 19 - 59,266 40,744
Exposures in default - - - - - 3,632 833 - 4,465 4,372
Items associated with particular high risk (**) - - - - - - 833 - 833 -
Exposures in the form of units or shares in collective investment undertakings 63 34 - - - 53 - - 149 149
Equity - - - - - 156 - - 156 156
Other items 3,857 86 - 58 - 15,646 - 8,667 28,314 25,689
TOTAL 42,853 24,590 31,906 29,168 102,093 101,267 2,730 8,667 343,274 257,282
(*) Exposures to counterparties without a credit rating from external rating agencies. (**) Immovable property financing exposures whose risk profile may be affected by market conditions.
