356 2019 Universal registration document and annual financial report - BNP PARIBAS
5 risks and CaPital adequaCy Pillar 3
5
Credit risk
Risk weight In millions of euros
31 December 2018
EAD
0% 20% 35% 50% 75% 100% 150% Other Total of which
unrated(*)
Central governments or central banks 27,167 1,455 - 1,012 - 5,326 - - 34,960 17,237
Regional governments or local authorities 1,466 3,125 - - - 156 - - 4,747 1,306
Public sector entities 8,336 3,067 - 76 - 1,761 - - 13,241 7,711
Multilateral development banks 120 - - - - - - - 120 -
International organisations - - - - - - - - - -
Institutions 804 7,645 - 1,239 - 2,371 7 - 12,066 1,153
Corporates 1,330 7,206 - 6,217 - 78,378 891 - 94,021 66,297
Retail - - - - 96,919 - - - 96,919 96,919
Exposures secured by mortgages on immovable property - - 30,249 18,768 6,108 2,804 27 - 57,956 57,034
Exposures in default - - - - - 3,887 1,355 - 5,242 5,198
Exposures in the form of units or shares in collective investment undertakings 68 54 - - - 66 - - 188 188
Equity - - - - - 213 - - 213 213
Other items 3,622 113 - 90 - 13,343 - 14,845 32,013 30,192
TOTAL 42,912 22,665 30,249 27,403 103,027 108,305 2,281 14,845 351,686 283,447
(*) Exposures to counterparties without a credit rating from external rating agencies.
The following chart shows a breakdown by risk weight of EAD outstandings relating to credit risk for all the Group s business lines, measured using the standardised approach:
➤ FIGURE 9: STANDARDISED EXPOSURE AT DEFAULT BY RISK WEIGHT
% of exposure
Others150%100%75%50%35%20%0%
31 December 2019
31 December 2018
0%
5%
10%
15%
20%
25%
30%
35%
40%
