2020 Universal registration document and annual financial report - BNP PARIBAS 437
5risks and CaPital adequaCy Pillar 3
5
Market risk
➤ TABLE 87: BREAKDOWN OF TRADING BOOK SECURITISATION POSITIONS OUTSIDE CORRELATION BOOK BY ASSET TYPE
In millions of euros Securitisation positions
Asset category
31 December 2020 31 December 2019
Short positions Long positions Short positions Long positions
Residential mortgages - 152 - 130
Consumer loans - 17 - 26
Credit card receivables - 29 - 28
Loans to corporates - 16 - 51
Finance leases - 199 - 222
Other assets - 0 - 32
TOTAL BALANCE SHEET - 413 - 488
Residential mortgages - 5 - 0
Loans to corporates - 469 - 439
TOTAL OFF-BALANCE SHEET - 474 - 439
TOTAL - 887 - 928
➤ TABLE 88: QUALITY OF TRADING BOOK SECURITISATION POSITIONS OUTSIDE CORRELATION BOOK
In millions of euros Securitisation positions
Tranche quality
31 December 2020 31 December 2019
Short positions Long positions Short positions Long positions
Senior tranche - 578 - 645
Mezzanine tranche - 309 - 283
First-loss tranche - 0 - -
TOTAL - 887 - 928