PRESENTATION OF THE BNP PARIBAS GROUP 3 1.1 Group presentation 4 1.2 Key figures 4 1.3 History 5 1.4 Presentation of operating divisions and business lines 6 1.5 BNP Paribas and its shareholders 16

CORPORATE GOVERNANCE AND INTERNAL CONTROL 29 2.1 Corporate governance report 30 2.2 Statutory Auditor's report, prepared

in accordance with article L.225-35 of the French Commercial Code, on the Board of directors' report on corporate governance 98

2.3 The Executive Committee 98 2.4 Internal control 99

2019 REVIEW OF OPERATIONS 113 3.1 BNP Paribas consolidated results 114 3.2 Core Business results 116 3.3 Balance sheet 129 3.4 Profit and loss account 132 3.5 Recent events 136 3.6 Outlook 136 3.7 Financial structure 138 3.8 Alternative Performance Measures (APM)

Article 223-1 of the AMF s General regulation 139

CONSOLIDATED FINANCIAL STATEMENTS FOR THE YEAR ENDED 31 DECEMBER 2019 149 4.1 Profit and loss account for the year ended

31 December 2019 152 4.2 Statement of net income and changes in assets

and liabilities recognised directly in equity 153 4.3 Balance sheet at 31 December 2019 154 4.4 Cash flow statement for the year ended

31 December 2019 155 4.5 Statement of changes in shareholders equity

between 1 January 2018 and 31 December 2019 156 4.6 Notes to the financial statements

prepared in accordance with IFRS as adopted by the European Union 158

4.7 Statutory Auditors report on the consolidated financial statements 259

RISKS AND CAPITAL ADEQUACY PILLAR 3 265 5.1 Annual risk survey 268 5.2 Capital management and capital adequacy 288 5.3 Risk management 316 5.4 Credit risk 323 5.5 Securitisation in the banking book 375 5.6 Counterparty credit risk 386 5.7 Market risk 398 5.8 Liquidity risk 416 5.9 Operational risk 430 5.10 Insurance risks 438

Appendix 1: Sovereign exposures 443 Appendix 2: Regulatory capital Detail 446 Appendix 3: Countercyclical capital buffer 452 Appendix 4: Capital requirements of significant subsidiaries 454 Appendix 5: List of tables and figures 460 Appendix 6: Acronyms 463

INFORMATION ON THE PARENT COMPANY FINANCIAL STATEMENTS AT 31 DECEMBER 2019 465 6.1 BNP Paribas SA financial statements 466

Notes to the parent company financial statements 468 6.2 Appropriation of income for the year ended

31 December 2019 and dividend distribution 494 6.3 BNP Paribas SA five-year financial summary 495 6.4 Main subsidiaries and associates of BNP Paribas SA 496 6.5 Disclosures of investments of BNP Paribas SA

in 2019 affecting at least 5% of share capital of french companies 503

6.6 Statutory Auditors report on the financial statements 504

A COMMITTED BANK: INFORMATION CONCERNING THE ECONOMIC, SOCIAL, CIVIC AND ENVIRONMENTAL RESPONSIBILITY OF BNP PARIBAS 511 7.1 Our strategy 513 7.2 Our economic responsibility: financing

the economy in an ethical manner 520 7.3 Our social responsibility: developing and engaging

our people responsibly 535 7.4 Our civic responsibility: being a positive agent for

change 552 7.5. Our environmental responsibility: accelerating the

ecological and energy transition 558 7.6. Duty of care and Modern Slavery Act and human

trafficking statement 569 7.7. Extra-financial performance statement 576 7.8 Table of concordance with GRI, ISO 26000, Global

Compact, Sustainable Development Goals, Principles for Responsible Banking and TCFD 581

7.9 Report by one of the Statutory Auditors, appointed as an independent third party, on the non- financial information statement included in the management report 586

GENERAL INFORMATION 589 8.1 Documents on display 590 8.2 Material contracts 590 8.3 Dependence on external parties 590 8.4 Significant changes 591 8.5 Investments 591 8.6 Information on locations and businesses in 2019 592 8.7 Founding documents and Articles of association 599 8.8 Statutory Auditors special report on related party

agreements and commitments 604

STATUTORY AUDITORS 607 9.1 Statutory Auditors 608

PERSON RESPONSIBLE FOR THE UNIVERSAL REGISTRATION DOCUMENT 609 10.1 Person responsible for the Universal registration

document and the annual financial report 610 10.2 Statement by the person responsible

for the Universal registration document 610

TABLES OF CONCORDANCE 611

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