2020 Universal registration document and annual financial report - BNP PARIBAS390

5 risks and CaPital adequaCy Pillar 3

5

Credit risk

➤ TABLE 47: EXPOSURES AND PROVISIONS BY ASSET CLASS (EU CR1-A)

In millions of euros

31 December 2020

Gross exposure

Stage 3 provisions

Stage 1 and stage 2

provisions

Exposure net of

provisions Defaulted

exposures

Non- defaulted

exposures Total

Central governments or central banks 56 429,027 429,083 (9) (18) 429,057

Institutions 284 53,456 53,740 (246) (65) 53,430

Corporates 12,299 589,744 602,043 (5,881) (1,567) 594,596

of which specialised lending 1,521 61,438 62,960 (663) (117) 62,180

of which SME 2,432 39,771 42,203 (1,369) (265) 40,569

Retail 9,150 275,207 284,356 (4,627) (1,201) 278,528

Secured by real estate property 3,530 180,970 184,499 (1,091) (219) 183,189

SME 471 11,519 11,990 (152) (56) 11,783

Non-SME 3,059 169,450 172,509 (939) (163) 171,406

Qualifying revolving 868 15,839 16,707 (605) (207) 15,895

Other retail 4,752 78,398 83,150 (2,931) 281 80,501

SME 2,306 30,523 32,830 (1,363) (247) 31,220

Non-SME 2,446 47,875 50,320 (1,568) (528) 48,224

Other items - 578 578 - - 578

TOTAL IRB APPROACH 21,789 1,348,012 1,369,802 (10,762) (2,851) 1,356,189

Central governments or central banks 2 32,658 32,660 (0) (44) 32,615

Regional governments or local authorities 35 6,047 6,082 (8) (4) 6,070

Public sector entities 16 17,941 17,957 (4) (4) 17,948

Multilateral development banks - 192 192 - (0) 192

International organisations - 7 7 - (0) 7

Institutions 9 12,935 12,945 (5) (12) 12,927

Corporates 2,661 117,402 120,063 (1,473) (549) 118,040

of which SME 708 22,477 23,186 (435) (132) 22,619

Retail 5,345 122,658 128,003 (3,297) (1,842) 122,864

of which SME 1,578 31,280 32,858 (947) (315) 31,595

Exposures secured by mortgages on immovable property 2,758 62,708 65,465 (1,137) (749) 63,579

of which SME 818 10,833 11,651 (378) (141) 11,132

Exposures in default

Items associated with particular high risk(*) 1 1,071 1,072 (5) (6) 1,061

Exposures in the form of units or shares in collective investment undertakings - 464 464 - - 464

Equity - 648 648 - - 648

Other items - 28,010 28,010 - (0) 28,009

TOTAL STANDARDISED APPROACH 10,825 402,741 413,566 (5,930) (3,211) 404,426

TOTAL 32,614 1,750,753 1,783,367 (16,692) (6,061) 1,760,614

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