3332019 Universal registration document and annual financial report - BNP PARIBAS

5risks and CaPital adequaCy Pillar 3

5

Credit risk

Exposure In millions of euros

31 December 2018

Europe(*)

North America

Asia Pacific Rest of the World

TOTALTotal Europe France Belgium Luxembourg Italy United

Kingdom Germany Netherlands

Other European countries

Total Asia Pacific Japan North Asia

South- East Asia

(ASEAN)

Indian peninsula

& Pacific

Total Rest of the World Turkey

Mediter- ranean

Gulf States & Africa

Latin America

Other countries

Central governments or central banks 233,150 171,321 10,739 9,855 10,901 6,821 9,536 1,223 12,754 20,313 25,056 12,444 5,845 3,431 3,335 6,292 1 112 2,830 1,563 1,787 284,811

Institutions 25,907 6,898 8,531 334 2,049 2,285 1,076 1,088 3,646 9,728 7,440 1,033 3,838 1,141 1,429 3,784 1,144 479 1,010 886 264 46,859

Corporates 343,357 101,304 64,083 18,753 48,305 39,074 15,084 16,122 40,633 83,119 43,813 4,426 13,381 12,785 13,221 34,116 2,096 237 10,537 9,701 11,546 504,405

Retail 263,188 133,605 74,258 7,171 36,850 155 192 62 10,895 75 81 5 24 36 16 218 5 33 65 24 91 263,561

Other items 833 423 366 43 - 0 0 0 0 - 0 0 - - - - - - - - - 833

TOTAL IRB APPROACH 866,436 413,552 157,977 36,156 98,105 48,335 25,888 18,495 67,928 113,234 76,389 17,907 23,089 17,392 18,001 44,410 3,245 861 14,442 12,174 13,687 1,100,469

Central governments or central banks 17,526 5,546 1,916 18 1,762 38 344 8 7,893 5,787 1,475 1,396 5 3 70 5,886 3,454 1,604 509 25 295 30,673

Regional governments or local authorities 4,747 315 774 - 3,455 13 39 7 145 1,979 1 - - - 1 164 164 - 0 - - 6,892

Public sector entities 4,098 504 298 - 3,195 4 63 2 34 10,076 4 - 4 - - 41 10 1 0 - 30 14,219

Multilateral development banks 120 - - 120 0 - - - - 0 0 - - 0 - - - - - - - 120

International organisations 0 - 0 0 - - - - - - - - - - - - - - - - - 0

Institutions 8,606 5,363 274 144 695 404 483 155 1,088 1,290 604 41 236 50 278 1,414 701 202 180 222 108 11,915

Corporates 70,320 21,901 2,066 913 9,352 7,577 4,623 1,722 22,166 28,998 5,828 38 3,897 1,384 509 15,824 6,057 5,704 1,778 769 1,517 120,970

Retail 97,458 17,585 2,723 51 29,373 11,650 17,842 1,028 17,207 17,800 1,130 1 468 7 653 12,756 5,792 991 1,550 3,973 450 129,143

Exposures secured by mortgages on immovable property 35,674 10,010 1,262 112 1,139 1,988 1,058 7,275 12,830 27,545 428 0 344 79 5 6,203 4,119 1,787 158 9 130 69,850

Exposures in default 10,275 2,410 110 5 4,134 468 543 40 2,566 247 42 - 0 1 41 2,068 604 846 350 139 129 12,632

Exposures in the form of units or shares in collective investment undertakings 603 603 - - - - - - - - - - - - - - - - - - - 603

Equity 1,063 685 - 377 - - - - - - - - - - - - - - - - - 1,063

Other items 29,533 13,864 2,634 727 5,090 1,824 1,594 435 3,364 850 156 11 60 15 71 1,474 416 380 183 348 146 32,013

TOTAL STANDARDISED APPROACH 280,023 78,787 12,055 2,468 58,194 23,966 26,590 10,671 67,292 94,573 9,668 1,487 5,015 1,539 1,627 45,830 21,316 11,514 4,708 5,486 2,806 430,094

TOTAL 1,146,459 492,339 170,032 38,624 156,299 72,302 52,478 29,166 135,219 207,807 86,057 19,395 28,103 18,931 19,628 90,240 24,561 12,375 19,150 17,660 16,493 1,530,563

(*) Within the scope of the European Union and the European Free Trade Association (EFTA).