3672019 Universal registration document and annual financial report - BNP PARIBAS

5risks and CaPital adequaCy Pillar 3

5

Credit risk

In millions of euros

31 December 2018

Gross exposure

Stage 3 provisions

Stage 1 and stage 2

provisions Defaulted

exposures Non-defaulted

exposures Total

Central governments or central banks 103 284,708 284,811 (9)

Institutions 315 46,544 46,859 (206)

Corporates 13,028 491,378 504,405 (7,049)

Retail 10,574 252,988 263,561 (5,716)

Secured by real estate property 3,969 163,938 167,907 (1,305)

of which SME 687 11,055 11,742 (216)

of which non-SME 3,282 152,882 156,164 (1,089)

Qualifying revolving 1,150 16,881 18,031 (869)

Other retail 5,454 72,169 77,624 (3,542)

of which SME 2,478 25,552 28,030 (1,462)

of which non-SME 2,976 46,618 49,593 (2,080)

Other items - 833 833 -

TOTAL IRB APPROACH 24,019 1,076,450 1,100,469 (12,979) (2,365)

Central governments or central banks 2 30,673 30,675 (2)

Regional governments or local authorities 42 6,892 6,934 (9)

Public sector entities 8 14,219 14,228 (4)

Multilateral development banks - 120 120 -

International organisations - - - -

Institutions 35 11,915 11,950 (15)

Corporates 3,287 120,970 124,257 (1,859)

of which SME 875 21,389 22,264 (487)

Retail 5,827 129,143 134,970 (3,654)

of which SME 1,684 29,650 31,334 (968)

Exposures secured by mortgages on immovable property 3,430 69,850 73,280 (1,531)

of which SME 1,068 17,447 18,515 (548)

Exposures in default

Exposures in the form of units or shares in collective investment undertakings - 603 603 -

Equity - 1,063 1,063 -

Other items - 32,013 32,013 -

TOTAL STANDARDISED APPROACH 12,632 417,462 430,094 (7,073) (3,075)

TOTAL 36,651 1,493,912 1,530,563 (20,052) (5,440)