Universal registration document and annual financial report 2019

360 2019 Universal registration document and annual financial report - BNP PARIBAS

5 risks and CaPital adequaCy Pillar 3

Credit risk

➤ TABLE 43: PERFORMING AND NON PERFORMING EXPOSURES AND RELATED PROVISIONS (EU NPL4) [Audited]

In millions of euros

31 December 2019

Gross carrying amount Accumulated impairment, accumulated negative

changes in fair value due to credit risk and provisions

Performing exposures Non-performing exposures Performing exposures Non-performing exposures

of which stage 1

of which stage 2

of which stage 1 and

stage 2 of which

stage 3 of which

stage 1 of which

stage 2

of which stage 1 and

stage 2 of which

stage 3

Loans and advances 992,643 916,056 76,587 33,314 3,050 30,264 (4,310) (1,620) (2,690) (17,051) (489) (16,562)

Central banks 154,017 153,586 431 - - - - - - - - -

General governments 34,855 33,014 1,841 266 135 131 (26) (7) (19) (34) (8) (26)

Credit institutions 18,961 18,565 396 96 3 93 (8) (6) (2) (80) - (80)

Other financial corporations 72,619 69,567 3,052 1,354 6 1,348 (143) (61) (82) (884) - (884)

Non-financial corporations 386,707 345,889 40,818 16,477 610 15,867 (1,597) (638) (959) (8,420) (11) (8,409)

of which SMEs 113,081 96,420 16,661 7,021 145 6,876 (762) (279) (483) (3,289) (4) (3,285)

Households 325,484 295,435 30,049 15,121 2,296 12,825 (2,536) (908) (1,628) (7,633) (470) (7,163)

Debt securities 165,449 164,434 1,015 483 - 483 (74) (35) (39) (282) - (282)

Central banks 3,368 3,324 44 1 - 1 (2) (1) (1) (2) - (2)

General governments 127,683 127,548 135 - - - (28) (22) (6) - - -

Credit institutions 11,809 11,758 51 117 - 117 - - - (112) - (112)

Other financial corporations 18,138 17,415 723 93 - 93 (35) (10) (25) (45) - (45)

Non-financial corporations 4,451 4,389 62 272 - 272 (9) (2) (7) (123) - (123)

Off-balance sheet exposures 480,031 463,578 16,453 2,527 1 2,526 (484) (259) (225) (334) (1) (333)

Central banks 16,851 16,771 80 - - - - - - - - -

General governments 24,963 24,156 807 28 - 28 (4) (1) (3) (12) - (12)

Credit institutions 20,436 19,855 581 19 - 19 (19) (5) (14) - - -

Other financial corporations 68,687 67,827 860 85 - 85 (22) (16) (6) (19) - (19)

Non-financial corporations 288,416 276,543 11,873 2,260 - 2,260 (322) (175) (147) (299) - (299)

Households 60,678 58,426 2,252 135 1 134 (117) (62) (55) (4) (1) (3)

TOTAL 1,638,123 1,544,068 94,055 36,324 3,051 33,273 (4,868) (1,914) (2,954) (17,667) (490) (17,177)