380 2019 Universal registration document and annual financial report - BNP PARIBAS
5 risks and CaPital adequaCy Pillar 3
5
Securitisation in the banking book
SECURITISATION POSITIONS
➤ TABLE 56: SECURITISATION POSITIONS IN THE BANKING BOOK BY TYPE OF ASSET(*) (EU SEC1)
In millions of euros
31 December 2019
Originator Sponsor Investor
Total
Traditional
Synthetic Total
Traditional
Synthetic Total
Traditional
Synthetic Total of which
STS of which
STS of which
STS
Retail exposures 1,250 225 1,411 2,661 11,395 - - 11,395 3,785 - - 3,785 17,842
Residential mortgages 15 - - 15 2,074 - - 2,074 2,829 - - 2,829 4,918
Credit card receivables - - - - 2,549 - - 2,549 20 - - 20 2,569
Other retail exposures 1,236 225 1,411 2,647 6,773 - - 6,773 936 - - 936 10,355
Of which re-securitisation - - - - - - - - - - - - -
Corporates exposures 72 - 27,482 27,554 10,750 - - 10,750 5,130 - - 5,130 43,434
Loans to corporates 15 - 27,482 27,497 481 - - 481 4,813 - - 4,813 32,791
Commercial mortgages - - - - 34 - - 34 - - - - 34
Finance leases 56 - - 56 3,642 - - 3,642 141 - - 141 3,839
Other assets 1 - - 1 6,593 - - 6,593 176 - - 176 6,770
Of which re-securitisation - - - - - - - - - - - - -
TOTAL 1,323 225 28,893 30,216 22,145 - - 22,145 8,915 - - 8,915 61,276
(*) Based on the predominant asset class in the asset pool of the securitisation in which the position is held.
In millions of euros
31 December 2018
Originator Sponsor Investor
Total
Traditional
Synthetic Total
Traditional
Synthetic Total
Traditional
Synthetic Total of which
STS of which
STS of which
STS
Retail exposures 1,379 - 2,216 3,595 7,020 - - 7,020 3,619 - - 3,619 14,234
Residential mortgages 18 - 2,216 2,234 118 - - 118 2,155 - - 2,155 4,507
Credit card receivables - - - - 1,826 - - 1,826 40 - - 40 1,866
Other retail exposures 1,361 - - 1,361 5,077 - - 5,077 1,425 - - 1,425 7,863
Of which re-securitisation - - - - - - - - - - - - -
Corporates exposures 1 - 15,323 15,324 12,201 - - 12,201 1,848 - - 1,848 29,373
Loans to corporates - - 15,323 15,323 2,678 - - 2,678 1,587 - - 1,587 19,588
Commercial mortgages - - - - 54 - - 54 - - - - 54
Finance leases - - - - 4,115 - - 4,115 182 - - 182 4,297
Other assets 1 - - 1 5,355 - - 5,355 79 - - 79 5,435
Of which re-securitisation - - - - - - - - - - - - -
TOTAL 1,380 - 17,539 18,919 19,222 - - 19,222 5,467 - - 5,467 43,608
(*) Based on the predominant asset class in the asset pool of the securitisation in which the position is held.
