292 2019 Universal registration document and annual financial report - BNP PARIBAS

5 risks and CaPital adequaCy Pillar 3

5

Capital management and capital adequacy

In millions of euros

31 December 2018

Accounting scope

Adjustment of insurance

companies

Other adjustments

related to consolidation

methods(*) Prudential

scope

Reference to capital table (Appendix 2)

ASSETS Cash and amounts due from central banks 185,119 - 232 185,351 Financial instruments at fair value through profit or loss

Securities 121,954 64 (32) 121,986 of which own funds instruments in credit or financial institutions more than 10%-owned 138 64 - 202 1 of which own funds instruments in credit or financial institutions less than 10%-owned 1,478 - - 1,478 2

Loans and repurchase agreements 183,716 2,378 (227) 185,867 Derivative financial instruments 232,895 310 (57) 233,148

Derivatives used for hedging purposes 9,810 (47) - 9,763 Financial assets at fair value through equity

Debt securities 53,838 2,491 917 57,246 of which own funds instruments in credit or financial institutions more than 10%-owned - 2,491 - 2,491 1 of which own funds instruments in credit or financial institutions less than 10%-owned 11 - - 11 2

Equity securities 2,151 - - 2,151 of which own funds instruments in credit or financial institutions more than 10%-owned 439 - - 439 1 of which own funds instruments in credit or financial institutions less than 10%-owned 986 - - 986 2

Financial assets at amortised cost Loans and advances to credit institutions 19,556 - 220 19,776

of which own funds instruments in credit or financial institutions more than 10%-owned 343 - (40) 303 1 of which own funds instruments in credit or financial institutions less than 10%-owned 1 - - 1 2

Loans and advances to customers 765,871 4,209 5,531 775,611 of which own funds instruments in credit or financial institutions more than 10%-owned 33 339 (33) 339 1 of which own funds instruments in credit or financial institutions less than 10%-owned 26 - - 26 2

Debt securities 75,073 15 1,079 76,167 of which own funds instruments in credit or financial institutions more than 10%-owned 99 15 - 114 1 of which own funds instruments in credit or financial institutions less than 10%-owned 62 - - 62 2

Remeasurement adjustment on interest-rate risk hedged portfolios 2,787 - 11 2,798 Financial investments of insurance activities 232,308 (232,308) - - Current and deferred tax assets 7,220 (46) 105 7,279 Accrued income and other assets 103,346 (3,382) 336 100,300 Equity-method investments 5,772 4,482 (115) 10,139

of which investments in credit or financial institutions 5,332 4,203 (84) 9,452 1 of which goodwill 367 279 (29) 618

Property, plant and equipment and investment property 26,652 (551) 73 26,174 Intangible assets 3,783 (238) 18 3,563 3

of which intangible assets excluding mortgage servicing rights 3,751 (239) 18 3,530

Goodwill 8,487 (280) 29 8,236 3 Non-current assets held for sale(**) 498 - (498) - TOTAL ASSETS 2,040,836 (222,903) 7,622 1,825,555