3652019 Universal registration document and annual financial report - BNP PARIBAS
5risks and CaPital adequaCy Pillar 3
5
Credit risk
The following tables show the breakdown by regulatory asset class, geographic area, and economic sector of doubtful assets and impairments limited to the scope of exposures subject to credit risk (see Table 11:
Prudential balance sheet by risk type (EU LI1-B)). The exposure amounts are gross of impairments and before accounting for credit risk mitigation techniques (funded or unfunded credit protection).
In millions of euros
31 December 2018
Gross carrying value
Impairments
Net carrying
value
BNP Paribas rating or equivalent
TOTAL1 to 3 4 to 5 6 to 8 9 to 10 Defaulted
Central Banks 177,283 1,381 2,897 183 - 181,744 (15) 181,729
Stage 1 177,283 1,381 2,897 - - 181,561 (14) 181,547
Stage 2 - - - 183 - 183 (1) 182
Stage 3 - - - - - - - -
Debt securities at fair value through equity 52,878 1,690 2,443 261 114 57,386 (140) 57,246
Stage 1 52,878 1,680 2,221 - - 56,779 (7) 56,772
Stage 2 - 10 222 261 - 493 (21) 472
Stage 3 - - - - 114 114 (112) 2
Loans and advances at amortised cost 181,102 238,038 349,087 16,971 34,662 819,860 (24,473) 795,387
Stage 1 181,102 221,165 294,071 - - 696,338 (1,544) 694,794
Stage 2 - 16,873 55,016 16,971 - 88,860 (3,356) 85,504
Stage 3 - - - - 34,662 34,662 (19,573) 15,089
Debt securities at amortised cost 68,488 5,661 1,884 70 194 76,297 (130) 76,167
Stage 1 68,488 5,218 1,628 - - 75,334 (21) 75,313
Stage 2 - 443 256 70 - 769 (31) 738
Stage 3 - - - - 194 194 (78) 116
Financing and guarantee commitments 214,378 121,557 109,592 3,322 1,929 450,778 (775) 450,003
Stage 1 214,378 117,554 99,693 - - 431,625 (237) 431,388
Stage 2 - 4,003 9,899 3,322 - 17,224 (220) 17,004
Stage 3 - - - - 1,929 1,929 (318) 1,611
TOTAL 694,129 368,327 465,903 20,807 36,899 1,586,065 (25,533) 1,560,532
