3392019 Universal registration document and annual financial report - BNP PARIBAS

5risks and CaPital adequaCy Pillar 3

5

Credit risk

RISK-WEIGHTED ASSETS

➤ TABLE 29: CREDIT RISK-WEIGHTED ASSETS

RWAs In millions of euros 31 December 2019 31 December 2018 Variation

IRB approach 259,552 242,323 17,229

Central governments and central banks 2,984 2,201 783

Corporates 186,710 175,335 11,375

Institutions 9,081 7,184 1,897

Retail 60,599 57,355 3,244

Other items 179 248 (69)

Standardised approach 210,490 220,383 (9,893)

Central governments or central banks 5,962 6,124 (162)

Regional governments or local authorities 809 781 28

Public sector entities 2,223 2,413 (190)

Multilateral development banks 0 - 0

International organisations 0 - 0

Institutions 4,410 4,530 (120)

Corporates 76,063 83,292 (7,229)

Retail 68,010 68,394 (384)

Exposures secured by mortgages on immovable property 26,208 26,082 126

Exposures in default 4,882 5,919 (1,037)

Items associated with particular high risk(*) 1,245 - 1,245

Exposures in the form of units or shares in collective investment undertakings 59 77 (18)

Equity 156 213 (57)

Other items 20,462 22,558 (2,096)

Equity positions under the simple weighting method 54,189 41,146 13,043

Private equity exposures in diversified portfolios 5,224 4,382 842

Listed equity exposures 3,741 3,912 (171)

Other equity exposures 45,224 32,851 12,373

CREDIT RISK 524,231 503,851 20,380

(*) Immovable property financing exposures whose risk profile may be affected by market conditions.