2020 Universal registration document and annual financial report - BNP PARIBAS 485
5risks and CaPital adequaCy Pillar 3
5
Appendix 4: Capital requirements of significant subsidiaries
BANK OF THE WEST GROUP
In millions of euros
RWAs Capital
requirements
31 December 2020 31 December 2019 31 December 2020
1 Credit risk 40,311 45,837 3,225
2 Of which standardised approach 40,255 45,714 3,220
5 Of which equity positions under the simple risk-weighted approach 56 124 4
6 Counterparty credit risk 538 328 43
7 Of which mark-to-market 445 319 36
12 Of which CVA 93 9 7
14 Securitisation exposures in the banking book 9 9 1
14b Of which standard approach (SEC-SA) 4 - 0
14c Of which external ratings-based approach (SEC-ERBA) 5 6 0
18 Of which standardised approach 3
19 Market risk 0 0 0
20 Of which standardised approach 0 0 0
23 Operational risk 3,560 3,511 285
25 Of which standardised approach 3,560 3,511 285
27 Amounts below the thresholds for deduction (subject to 250% risk weight) 70 85 6
29 TOTAL 44,488 49,771 3,559