2020 Universal registration document and annual financial report - BNP PARIBAS 391
5risks and CaPital adequaCy Pillar 3
5
Credit risk
In millions of euros
31 December 2019
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 59 270,296 270,355 (9) (18) 270,328
Institutions 406 57,731 58,137 (320) (39) 57,778
Corporates 11,749 541,523 553,272 (5,804) (985) 546,483
of which specialised lending 1,034 60,589 61,623 (496) (57) 61,070
of which SME 2,723 35,854 38,578 (1,468) (233) 36,877
Retail 9,589 263,904 273,493 (4,877) (1,318) 267,298
Secured by real estate property 3,608 174,149 177,757 (1,075) (203) 176,479
SME 570 11,214 11,784 (183) (50) 11,551
Non-SME 3,039 162,935 165,974 (892) (154) 164,928
Qualifying revolving 1,059 16,780 17,839 (762) (267) 16,810
Other retail 4,921 72,976 77,897 (3,041) (407) 74,449
SME 2,300 25,985 28,285 (1,247) (220) 26,818
Non-SME 2,621 46,991 49,612 (1,794) (628) 47,190
Other items - 459 459 - - 459
TOTAL IRB APPROACH 21,803 1,133,913 1,155,716 (11,010) (2,360) 1,142,346
Central governments or central banks 2 29,518 29,520 (2) (36) 29,482
Regional governments or local authorities 34 5,916 5,950 (7) (5) 5,938
Public sector entities 7 18,176 18,183 (2) (5) 18,176
Multilateral development banks - 192 192 - - 192
International organisations - 9 9 - - 9
Institutions 13 10,813 10,826 (5) (21) 10,800
Corporates 2,432 118,520 120,952 (1,362) (491) 119,099
of which SME 999 26,482 27,481 (544) (188) 26,749
Retail 5,577 130,019 135,596 (3,552) (1,644) 130,400
of which SME 1,741 31,750 33,492 (982) (306) 32,204
Exposures secured by mortgages on immovable property 2,696 70,732 73,429 (1,105) (689) 71,635
of which SME 923 20,636 21,559 (405) (194) 20,960
Exposures in default
Items associated with particular high risk(*) 63 1,187 1,250 (37) (7) 1,206
Exposures in the form of units or shares in collective investment undertakings - 533 533 - - 533
Equity - 782 782 - - 782
Other items - 28,314 28,314 - - 28,314
TOTAL STANDARDISED APPROACH 10,826 414,710 425,536 (6,072) (2,897) 416,567
TOTAL 32,629 1,548,623 1,581,252 (17,082) (5,257) 1,558,913
(*) Immovable property financing exposures whose risk profile may be affected by market conditions.
