3292019 Universal registration document and annual financial report - BNP PARIBAS
5risks and CaPital adequaCy Pillar 3
5
Credit risk
BREAKDOWN BY ASSET EXPOSURE CLASS
➤ TABLE 26: CREDIT RISK EXPOSURE BY ASSET CLASS AND APPROCH TYPE (EU CRB-B)
Exposure In millions of euros 31 December 2019 Average 2019 31 December 2018 Average 2018
Central governments or central banks 270,355 285,451 284,811 300,641
Institutions 58,137 51,191 46,859 46,360
Corporates 553,272 536,442 504,405 504,027
Retail 273,493 270,158 263,561 261,004
Secured by real estate property 177,757 173,731 167,907 164,666
of which SME 11,784 11,730 11,742 11,132
of which Non-SME 165,974 162,000 156,164 153,534
Qualifying revolving 17,839 17,920 18,031 18,065
Other retail 77,897 78,507 77,624 78,273
of which SME 28,285 28,274 28,030 28,769
of which Non-SME 49,612 50,234 49,593 49,504
Other items 459 645 833 502
TOTAL IRB APPROACH 1,155,716 1,143,889 1,100,469 1,112,534
Central governments or central banks 29,518 28,460 30,673 31,227
Regional governments or local authorities 5,916 6,027 6,892 6,169
Public sector entities 18,176 16,716 14,219 15,099
Multilateral development banks 192 103 120 31
International organisations 9 4 0 650
Institutions 10,813 10,739 11,915 11,553
Corporates 118,520 120,975 120,970 117,457
of which SME 26,482 22,408 21,389 21,256
Retail 130,019 131,268 129,143 126,318
of which SME 31,750 30,983 29,650 29,173
Exposures secured by mortgages on immovable property 70,732 71,286 69,850 73,185
of which SME 20,636 18,535 17,447 17,145
Exposures in default 10,826 11,972 12,632 12,962
Items associated with particular high risk(*) 1,187 1,024 - -
Exposures in the form of units or shares in collective investment undertakings 533 547 603 641
Equity 782 878 1,063 1,205
Other items 28,314 32,464 32,013 30,807
TOTAL STANDARDISED APPROACH 425,536 432,463 430,094 427,304
TOTAL 1,581,252 1,576,352 1,530,563 1,539,838
(*) Immovable property financing exposures whose risk profile may be affected by market conditions.
