2020 Universal registration document and annual financial report - BNP PARIBAS398
5 risks and CaPital adequaCy Pillar 3
5
Credit risk
➤ TABLE 51: EXPOSURES SUBJECT TO LEGISLATIVE AND NON LEGISLATIVE MORATORIA(1) [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
Gross carrying amount -
inflows to non performing exposuresTotal
Performing exposure Non performing exposure
Total
Performing exposure Non performing exposure
of which exposures
with forbearance
measures of which
stage 2
of which exposures
with forbearance
measures
of which unlikely to
pay that are not past-due
or past-due ≤ 90 days
of which exposures with
forbearance measures
of which stage 2
of which exposures with
forbearance measures
of which unlikely to
pay that are not past-due
or past-due ≤ 90 days
Loans and advances subject to moratorium 54,125 52,845 1,693 10,249 1,280 712 501 (1,009) (708) (90) (448) (301) (144) (121) 396
of which households 16,972 16,286 524 3,387 686 370 233 (496) (316) (29) (187) (181) (74) (65) 267
of which collateralised by residential immovable property 8,098 7,827 341 1,560 271 160 110 (102) (70) (18) (55) (32) (18) (15) 79
of which non-financial corporations 35,533 34,954 1,139 6,619 579 332 261 (495) (380) (60) (253) (115) (65) (55) 127
of which SME 20,057 19,675 748 3,692 382 210 160 (329) (251) (43) (168) (78) (41) (31) 88
of which collateralised by commercial immovable property 8,574 8,364 223 1,908 210 160 152 (95) (67) (6) (46) (28) (20) (20) 85
(1) Moratoria qualified as Covid-19 General moratorium measure meeting the criteria defined in EBA Guidelines published on 2 April 2020.
➤ TABLE 52: BREAKDOWN OF EXPOSURES SUBJECT TO LEGISLATIVE AND NON LEGISLATIVE MORATORIA(1) BY RESIDUAL MATURITY OF MORATORIA [Audited]
In millions of euros
31 December 2020
Number of obligors
Gross carrying amount
of which legislative moratoria
of which expired
moratoria
Residual maturity of moratoria
≤ 3 months > 3 months ≤ 6 months
> 6 months ≤ 9 months
> 9 months ≤ 12 months > 12 months
Loans and advances for which moratorium was offered 945,424 54,371
Loans and advances subject to moratorium (granted) 943,617 54,125 11,697 43,964 7,456 2,206 217 187 95
of which households 16,972 4,228 13,948 1,505 1,230 107 136 46
of which collateralised by residential immovable property 8,098 2,208 6,691 771 352 105 134 45
of which non-financial corporations 35,533 7,448 28,553 5,796 974 110 51 49
of which SME 20,057 5,318 16,203 3,235 479 92 45 3
of which collateralised by commercial immovable property 8,574 2,904 7,118 1,399 35 22 0 -
The breakdown of the residual maturities of the moratoria reflects the measures taken in the countries where the Group operates. At 31 December 2020, 95% of the unexpired moratoria have a residual maturity of less than six months. At 31 December 2020, moratoria have
been granted for EUR 17.0 billion to households and EUR 35.5 billion to non-financial corporates.
