2020 Universal registration document and annual financial report - BNP PARIBAS408
5 risks and CaPital adequaCy Pillar 3
5
Securitisation in the banking book
SECURITISATION POSITIONS
➤ TABLE 60: SECURITISATION POSITIONS IN THE BANKING BOOK BY TYPE OF ASSET(*) (EU SEC1)
In millions of euros
31 December 2020
Originator Sponsor Investor
Total
Traditional
Synthetic Total
Traditional
Synthetic Total
Traditional
Synthetic Total of which
STS of which
STS of which
STS
Retail exposures 803 233 - 803 11,597 984 - 11,597 4,528 12 - 4,528 16,928
Residential mortgages 11 - - 11 369 - - 369 3,879 12 - 3,879 4,260
Credit card receivables - - - - 2,869 - - 2,869 56 - - 56 2,925
Other retail exposures 792 233 - 792 8,359 984 - 8,359 593 - - 593 9,744
of which re-securitisation - - - - - - - - - - - - -
Corporate exposures 66 53 33,772 33,838 11,233 987 - 11,233 4,459 - - 4,459 49,530
Loans to corporates 14 - 33,772 33,785 637 67 - 637 4,195 - - 4,195 38,617
Commercial mortgages - - - - - - - - 16 - - 16 16
Finance leases 53 53 - 53 4,370 920 - 4,370 229 - - 229 4,651
Other assets - - - - 6,226 - - 6,226 19 - - 19 6,245
of which re-securitisation - - - - - - - - - - - - -
TOTAL 870 285 33,772 34,641 22,830 1,972 - 22,830 8,987 12 - 8,987 66,458
(*) Based on the predominant asset class in the asset pool of the securitisation in which the position is held.
In millions of euros
31 December 2019
Originator Sponsor Investor
Total
Traditional
Synthetic Total
Traditional
Synthetic Total
Traditional
Synthetic Total of which
STS of which
STS of which
STS
Retail exposures 1,250 225 1,411 2,661 11,395 - - 11,395 3,785 - - 3,785 17,842
Residential mortgages 15 - - 15 2,074 - - 2,074 2,829 - - 2,829 4,918
Credit card receivables - - - - 2,549 - - 2,549 20 - - 20 2,569
Other retail exposures 1,236 225 1,411 2,647 6,773 - - 6,773 936 - - 936 10,355
of which re-securitisation - - - - - - - - - - - - -
Corporate exposures 72 - 27,482 27,554 10,750 - - 10,750 5,130 - - 5,130 43,434
Loans to corporates 15 - 27,482 27,497 481 - - 481 4,813 - - 4,813 32,791
Commercial mortgages - - - - 34 - - 34 - - - - 34
Finance leases 56 - - 56 3,642 - - 3,642 141 - - 141 3,839
Other assets 1 - - 1 6,593 - - 6,593 176 - - 176 6,770
of which re-securitisation - - - - - - - - - - - - -
TOTAL 1,323 225 28,893 30,216 22,145 - - 22,145 8,915 - - 8,915 61,276
(*) Based on the predominant asset class in the asset pool of the securitisation in which the position is held.
