2020 Universal registration document and annual financial report - BNP PARIBAS402
5 risks and CaPital adequaCy Pillar 3
5
Credit risk
➤ TABLE 54: IRBA CREDIT RISK MITIGATION FOR SOVEREIGN, FINANCIAL INSTITUTION, CORPORATE AND SPECIALISED FINANCING PORTFOLIOS [Audited](1)
(1) The audit does not cover the breakdown between the IRBA and standardised approach.
In millions of euros
31 December 2020 31 December 2019
Gross exposure
Risk mitigation
Gross exposure
Risk mitigation
Guarantees and credit
derivatives Collateral
Total guarantees
and collateral
Guarantees and credit
derivatives Collateral
Total guarantees
and collateral
Central governments and central banks 429,083 3,088 53 3,142 270,355 3,586 25 3,611
Corporates 602,043 93,587 85,648 179,234 553,272 87,503 75,629 163,132
Institutions 53,740 4,533 974 5,507 58,137 6,459 577 7,036
TOTAL 1,084,867 101,208 86,675 187,883 881,764 97,549 76,230 173,779
➤ TABLE 55: STANDARDISED APPROACH CREDIT RISK MITIGATION FOR SOVEREIGN, FINANCIAL INSTITUTION, CORPORATE AND SPECIALISED FINANCING PORTFOLIOS [Audited](1)
In millions of euros
31 December 2020 31 December 2019
Gross exposure
Risk mitigation
Gross exposure
Risk mitigation
Guarantees and credit
derivatives Collateral
Total guarantees
and collaterals
Guarantees and credit
derivatives Collateral
Total guarantees
and collaterals
Central governments and central banks 44,053 0 561 561 41,454 0 700 700
Corporates 140,265 11,425 27,602 39,027 144,388 8,573 26,114 34,687
Institutions 26,696 33 54 87 23,266 258 63 321
TOTAL 211,014 11,458 28,217 39,675 209,109 8,832 26,876 35,708
