354 2019 Universal registration document and annual financial report - BNP PARIBAS

5 risks and CaPital adequaCy Pillar 3

5

Credit risk

➤ TABLE 38: STANDARDISED CREDIT RISK EXPOSURE BY STANDARD EXPOSURE CLASS (EU CR4)

In millions of euros

31 December 2019

Gross exposure EAD

RWAs RWA

density Balance

sheet Off-balance

sheet Balance

sheet Off-balance

sheet

Central governments or central banks 29,487 31 32,018 10 5,962 19%

Regional governments or local authorities 3,098 2,818 3,023 658 809 22%

Public sector entities 16,163 2,013 16,715 415 2,223 13%

Multilateral development banks 192 - 192 - 0 0%

International organisations 9 0 9 0 0 0%

Institutions 9,290 1,523 10,435 677 4,410 40%

Corporates 84,042 34,478 75,962 13,094 76,063 85%

Retail 97,814 32,205 93,373 3,314 68,010 70%

Exposures secured by mortgages on immovable property 63,441 7,292 57,709 1,558 26,208 44%

Exposures in default 10,453 373 4,381 84 4,882 109%

Items associated with particular high risk(*) 504 683 493 340 1,245 149%

Exposures in the form of units or shares in collective investment undertakings - 533 - 149 59 40%

Equity - 782 - 156 156 100%

Other items 28,314 - 28,314 - 20,462 72%

TOTAL 342,805 82,730 322,624 20,455 210,490 61%

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

In millions of euros

31 December 2018

Gross exposure EAD

RWAs RWA

density Balance

sheet Off-balance

sheet Balance

sheet Off-balance

sheet

Central governments or central banks 30,663 10 34,956 4 6,124 18%

Regional governments or local authorities 4,130 2,762 4,137 610 781 16%

Public sector entities 12,397 1,823 12,855 386 2,413 18%

Multilateral development banks 120 - 120 - - 0%

International organisations - - - - - -

Institutions 10,609 1,306 11,582 483 4,530 38%

Corporates 87,591 33,379 80,838 13,182 83,292 89%

Retail 98,592 30,551 93,768 3,151 68,394 71%

Exposures secured by mortgages on immovable property 62,704 7,146 56,321 1,635 26,082 45%

Exposures in default 12,278 354 5,127 115 5,919 113%

Exposures in the form of units or shares in collective investment undertakings - 603 - 188 77 41%

Equity - 1,063 - 213 213 100%

Other items 32,013 - 32,013 - 22,558 70%

TOTAL 351,097 78,997 331,718 19,968 220,383 63%

Excluding currency effects, outstanding loans under the standardised approach remained stable in 2019, as a result of the decrease from the change in consolidation method, with some of the Group s unregulated entities now consolidated using the equity method within the prudential scope offset by the increase in outstanding loans at BancWest and TEB.