2912019 Universal registration document and annual financial report - BNP PARIBAS

5risks and CaPital adequaCy Pillar 3

5

Capital management and capital adequacy

In millions of euros

31 December 2019

Accounting scope

Adjustment of insurance

companies

Other adjustments related to

consolidation methods(*)

Prudential scope

Reference to capital table

(see Appendix 2) LIABILITIES Deposits from central banks 2,985 - - 2,985 Financial instruments at fair value through profit or loss

Securities 65,490 - - 65,490 Deposits and repurchase agreements 215,093 - 2 215,095 Issued debt securities 63,758 (4,922) (2) 58,834

of which liabilities qualifying for Tier 1 capital 205 - - 205 4 of which liabilities qualifying for Tier 2 capital 118 - - 118 5

Derivative financial instruments 237,885 498 (169) 238,214 Derivatives used for hedging purposes 14,116 (14) 175 14,277 Financial liabilities at amortised cost

Deposit from credit institutions 84,566 (5,945) (114) 78,507 Deposit from customers 834,667 1,007 6,493 842,167 Debt securities 157,578 2,929 1,101 161,608 Subordinated debt 20,003 (1,685) 1 18,319

of which liabilities qualifying for Tier 1 capital - - - - 4 of which liabilities qualifying for Tier 2 capital 17,353 - - 17,353 5

Remeasurement adjustment on interest-rate risk hedged portfolios 3,989 - - 3,989 Current and deferred tax liabilities 3,566 (219) (245) 3,102 Accrued expenses and other liabilities 102,749 (2,156) (3,099) 97,494 Technical reserves and other insurance liabilities 236,937 (236,937) - - Provisions for contingencies and charges 9,486 (321) (330) 8,835 TOTAL LIABILITIES 2,052,868 (247,765) 3,813 1,808,916 EQUITY

Share capital, additional paid-in capital and retained earnings 97,135 5 (1) 97,139 6 Net income for the period attributable to shareholders 8,173 - - 8,173 7

Total capital, retained earnings and net income for the period attributable to shareholders 105,308 5 (1) 105,312

Changes in assets and liabilities recognised directly in equity 2,145 (6) - 2,140

Shareholders equity 107,453 (1) (1) 107,452 Minority interests 4,392 (121) (2) 4,269 8 TOTAL CONSOLIDATED EQUITY 111,845 (121) (3) 111,721 TOTAL LIABILITIES AND EQUITY 2,164,713 (247,886) 3,810 1,920,637

(*) Adjustment of jointly controlled entities under proportional consolidation for prudential scope, which are consolidated using the equity method within the accounting scope, and of the unregulated entities of BNP Paribas Real Estate and Arval consolidated using the equity method within the prudential scope which are fully consolidated within the accounting scope.