Universal registration document and annual financial report 2020

2020 Universal registration document and annual financial report - BNP PARIBAS384

5 risks and CaPital adequaCy Pillar 3

Credit risk

➤ TABLE 44: PERFORMING AND NON PERFORMING EXPOSURES AND RELATED PROVISIONS (EU NPL4) [Audited]

In millions of euros

31 December 2020

Gross carrying amount Accumulated impairment, accumulated negative

changes in fair value due to credit risk and provisions

Performing exposures Non-performing exposures Performing exposures Non-performing exposures

of which stage 1

of which stage 2

of which stage 1 and

stage 2 of which

stage 3 of which

stage 1 of which

stage 2

of which stage 1 and

stage 2 of which

stage 3

Loans and advances 1,154,591 1,062,776 91,815 33,492 3,001 30,491 (5,165) (2,369) (2,796) (16,469) (374) (16,095)

Central banks 308,765 308,180 585 - - - (18) (14) (4) - - -

General governments 27,952 26,413 1,539 525 408 117 (20) (7) (13) (37) (10) (27)

Credit institutions 16,036 15,611 425 83 2 81 (26) (18) (8) (73) - (73)

Other financial corporations 76,282 70,790 5,492 1,478 4 1,474 (160) (75) (85) (885) - (885)

Non-financial corporations 402,193 350,376 51,817 17,060 642 16,418 (2,336) (991) (1,345) (8,598) (31) (8,567)

of which SME 120,194 102,546 17,648 6,841 237 6,604 (851) (346) (505) (3,163) (24) (3,139)

Households 323,363 291,406 31,957 14,346 1,945 12,401 (2,605) (1,264) (1,341) (6,876) (333) (6,543)

Debt securities 179,970 178,923 1,047 528 - 528 (82) (28) (54) (267) - (267)

Central banks 4,404 4,337 67 1 - 1 (4) - (4) (1) - (1)

General governments 137,331 136,920 411 8 - 8 (31) (26) (5) - - -

Credit institutions 15,975 15,975 - 101 - 101 - - - (101) - (101)

Other financial corporations 18,506 17,984 522 167 - 167 (40) (1) (39) (41) - (41)

Non-financial corporations 3,754 3,707 47 251 - 251 (7) (1) (6) (124) - (124)

Off-balance-sheet exposures 511,269 488,527 22,742 2,366 3 2,363 (616) (319) (297) (347) - (347)

Central banks 13,391 13,365 26 - - - - - - - - -

General governments 24,134 23,255 879 7 - 7 (5) (1) (4) - - -

Credit institutions 34,149 33,650 499 - - - (15) (7) (8) - - -

Other financial corporations 74,516 72,098 2,418 88 - 88 (28) (19) (9) (14) - (14)

Non-financial corporations 308,478 291,517 16,961 2,097 2 2,095 (436) (213) (223) (323) - (323)

Households 56,601 54,642 1,959 174 1 173 (132) (79) (53) (10) - (10)

TOTAL 1,845,830 1,730,226 115,604 36,386 3,004 33,382 (5,863) (2,716) (3,147) (17,083) (374) (16,709)