Universal registration document and annual financial report 2020

2020 Universal registration document and annual financial report - BNP PARIBAS 475

5risks and CaPital adequaCy Pillar 3

Appendix 2: Regulatory capital Detail

In millions of euros 31 December

2020(*) 31 December

2019(**) Reference to table 10 Notes

Holdings of the CET1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to artificially inflate the own funds of the institution (negative amount) - - - -

Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) - - - -

Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) - - - -

20 Empty set in the EU - - - -

20a Exposure amount of the following items which qualify for a RW of 1,250%, where the institution opts for the deduction alternative (186) (232) - -

20b of which: qualifying holdings outside the financial sector (negative amount) - - - -

20c of which: securitisation positions (negative amount) (186) (232) - -

20d of which: free deliveries (negative amount) - - - -

Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in article 38 (3) are met) (negative amount) - - - -

22 Amount exceeding the 17.65% threshold (negative amount) - - - -

of which: direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities - - - -

24 Empty set in the EU - - - -

25 of which: deferred tax assets arising from temporary differences - - - -

25a Losses for the current financial year (negative amount) - - - -

25b Foreseeable tax charges relating to CET1 items (negative amount) - - - -

25c Additional adjustment with regards to article 3 of CRR (negative amount)(****) (1,922) (585)

26 Regulatory adjustments applied to Common Equity Tier 1 in respect of amounts subject to pre-CRR treatment - - - -

26a Regulatory adjustments relating to unrealised gains and losses pursuant to articles 467 and 468 - - - -

of which: unrealised gains (phase out) - - - -

of which: unrealised losses (phase out) - - - -

of which: unrealised gains linked to exposures to central administrations (phase out) - - - -

of which: unrealised losses linked to exposures to central administrations (phase out) - - - -

26b Amount to be deducted from or added to Common Equity Tier 1 capital with regard to additional filters and deductions required pre-CRR - - - -

27 Qualifying AT1 deductions that exceed the AT1 capital of the institution (negative amount) - - - -

28 Total regulatory adjustments to Common Equity Tier 1 (CET1) (15,701) (15,837) - -

29 Common Equity Tier 1 (CET1) capital 88,767 81,204 - -