294 2019 Universal registration document and annual financial report - BNP PARIBAS

5 risks and CaPital adequaCy Pillar 3

5

Capital management and capital adequacy

The following table shows the breakdown of the different categories of assets and liabilities recognised on the Bank s balance sheet by regulatory risk type. The sum of the amounts thus broken down is not necessarily equal to the net carrying values of the prudential scope, because some items may be subject to capital requirements for several types of risk.

➤ TABLE 11: PRUDENTIAL BALANCE SHEET BY RISK TYPE (EU LI1-B)

In millions of euros

31 December 2019

Net carrying values:

prudential scope

Items subject to:

Not subject to capital requirements or

deducted from capital credit risk

framework

counterparty credit risk

framework securitisation

framework market risk framework

ASSETS

Cash and amounts due from central banks 155,400 155,400 - - - -

Financial instruments at fair value through profit or loss

Securities 132,341 7,338 13,358 303 124,139 561

Loans and repurchase agreements 197,910 1,463 193,349 - 196,140 -

Derivative financial instruments 247,521 - 247,521 - 246,684 -

Derivatives used for hedging purposes 12,451 - 12,451 - - -

Financial assets at fair value through equity 56,000 51,981 320 1,075 - 2,944

Financial assets at amortised cost

Loans and advances to credit institutions 21,374 19,373 1,697 - - 329

Loans and advances to customers 830,448 775,365 15,291 37,328 - 2,438

Debt securities 109,472 95,172 1,408 12,049 - 2,251

Remeasurement adjustment on interest-rate risk hedged portfolios 4,351 - - - - 4,351

Current and deferred tax assets 6,816 6,754 - - - 62

Accrued income and other assets 107,048 18,330 80,273 - 8,033 3,919

Equity-method investments 13,740 12,232 - - - 1,508

Property, plant and equipment and investment property 15,597 15,459 - - - 139

Intangible assets 3,499 34 - - - 3,465

Goodwill 6,669 - - - - 6,669

TOTAL ASSETS 1,920,637 1,158,901 565,668 50,755 574,996 28,636