Universal registration document and annual financial report 2019

366 2019 Universal registration document and annual financial report - BNP PARIBAS

5 risks and CaPital adequaCy Pillar 3

Credit risk

➤ TABLE 46: EXPOSURES AND PROVISIONS BY ASSET CLASS (EU CR1-A)

In millions of euros

31 December 2019

Gross exposure

Stage 3 provisions

Stage 1 and stage 2

provisions Defaulted

exposures Non-defaulted

exposures Total

Central governments or central banks 59 270,296 270,355 (9) (18)

Institutions 406 57,731 58,137 (320) (39)

Corporates 11,749 541,523 553,272 (5,804) (985)

Retail 9,589 263,904 273,493 (4,877) (1,318)

Secured by real estate property 3,608 174,149 177,757 (1,075) (203)

of which SME 570 11,214 11,784 (183) (50)

of which non-SME 3,039 162,935 165,974 (892) (154)

Qualifying revolving 1,059 16,780 17,839 (762) (267)

Other retail 4,921 72,976 77,897 (3,041) 407

of which SME 2,300 25,985 28,285 (1,247) (220)

of which non-SME 2,621 46,991 49,612 (1,794) (628)

Other items - 459 459 - -

TOTAL IRB APPROACH 21,803 1,133,913 1,155,716 (11,010) (2,360)

Central governments or central banks 2 29,518 29,520 (2) (36)

Regional governments or local authorities 34 5,916 5,950 (7) (5)

Public sector entities 7 18,176 18,183 (2) (5)

Multilateral development banks - 192 192 - -

International organisations - 9 9 - -

Institutions 13 10,813 10,826 (5) (21)

Corporates 2,432 118,520 120,952 (1,362) (491)

of which SME 999 26,482 27,481 (544) (188)

Retail 5,577 130,019 135,596 (3,552) (1,644)

of which SME 1,741 31,750 33,492 (982) (306)

Exposures secured by mortgages on immovable property 2,696 70,732 73,429 (1,105) (689)

of which SME 923 20,636 21,559 (405) (194)

Exposures in default

Items associated with particular high risk(*) 63 1,187 1,250 (37) (7)

Exposures in the form of units or shares in collective investment undertakings - 533 533 - -

Equity - 782 782 - -

Other items - 28,314 28,314 - -

TOTAL STANDARDISED APPROACH 10,826 414,710 425,536 (6,072) (2,897)

TOTAL 32,629 1,548,623 1,581,252 (17,082) (5,257)

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