2972019 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 2018

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

LIABILITIES

Deposits from central banks 1,354 - - - - 1,354

Financial instruments at fair value through profit or loss

Securities 75,189 - - - 75,162 27

Deposits and repurchase agreements 204,039 - 196,366 - 196,365 7,671

Issued debt securities 51,121 - - - - 51,124

Derivative financial instruments 226,040 - 226,040 - 224,839 -

Derivatives used for hedging purposes 11,738 - 11,738 - - -

Financial liabilities at amortised cost

Deposit from credit institutions 73,524 - 681 - - 72,843

Deposit from customers 803,037 - 553 - - 802,485

Debt securities 156,153 - - - - 156,153

Subordinated debt 15,966 - - - - 15,966

Remeasurement adjustment on interest-rate risk hedged portfolios 2,470 - - - - 2,470

Current and deferred tax liabilities 2,205 - - - - 2,205

Accrued expenses and other liabilities 87,740 - 55,261 - 4,341 28,215

Provisions for contingencies and charges 9,360 998 - - - 8,363

TOTAL LIABILITIES 1,719,936 998 490,639 - 500,707 1,148,873

TOTAL CONSOLIDATED EQUITY 105,619 - - - - 105,619

TOTAL LIABILITIES AND EQUITY 1,825,555 998 490,639 - 500,707 1,254,493