4092019 Universal registration document and annual financial report - BNP PARIBAS
5risks and CaPital adequaCy Pillar 3
5
Market risk
➤ TABLE 83: BREAKDOWN OF TRADING BOOK SECURITISATION POSITIONS OUTSIDE CORRELATION BOOK BY ASSET TYPE
In millions of euros Securitisation positions
Asset category
31 December 2019 31 December 2018
Short positions Long positions Short positions Long positions
Residential mortgages - 130 - 84
Consumer loans - 26 - 116
Credit card receivables - 28 - 92
Loans to corporates - 51 - 12
Finance leases - 222 - 267
Other assets - 32 - 5
TOTAL BALANCE SHEET - 488 - 574
Residential mortgages - 0 - 0
Loans to corporates - 439 - 379
TOTAL OFF-BALANCE SHEET - 439 - 379
TOTAL - 928 - 953
➤ TABLE 84: QUALITY OF TRADING BOOK SECURITISATION POSITIONS OUTSIDE CORRELATION BOOK
In millions of euros Securitisation positions
Tranche quality
31 December 2019 31 December 2018
Short positions Long positions Short positions Long positions
Senior tranche - 645 - 641
Mezzanine tranche - 283 - 313
First-loss tranche - - - -
TOTAL - 928 - 953