448 2019 Universal registration document and annual financial report - BNP PARIBAS

5 risks and CaPital adequaCy Pillar 3

5

Appendix 2: Regulatory capital Detail

In millions of euros 31 December

2019

31 December 2018

Reference to table 10 NotesPhased-in

Transitional arrangements(*)

Additional Tier 1 (AT1) capital: instruments

30 Capital instruments and the related share premium accounts 6,940 5,429 - - -

31 of which: classified as equity under applicable accounting standards 6,940 5,429 - - -

32 of which: classified as liabilities under applicable accounting standards - - - - -

33 Amount of qualifying items referred to in article 484 (4) and the related share premium accounts subject to phase out from AT1 1,749 2,801 41 - -

Public sector capital injections grandfathered until 1 January 2018 - - - - -

34

Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties 569 500 4 - -

35 of which: instruments issued by subsidiaries subject to phase out 278 278 4 4 (4)

36 Additional Tier 1 (AT1) capital before regulatory adjustments 9,258 8,731 45 - -

Additional Tier 1 (AT1) capital: regulatory adjustments

37 Direct and indirect holdings by an institution of own AT1 instruments (negative amount) (50) (44) - - -

38

Holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount) - - - - -

39

Direct and indirect holdings by the institution of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) - - - - -

40

Direct and indirect holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount) (450) - - - -

41

Regulatory adjustments applied to Additional Tier 1 in respect of amounts subject to pre-CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No. 575/2013 (i.e. CRR residual amounts) - - - - -

41a

Residual amounts deducted from Additional Tier 1 capital with regard to deduction from Common Equity Tier 1 capital during the transitional period pursuant to article 472 of Regulation (EU) No. 575/2013 - - - - -

41b

Residual amounts deducted from Additional Tier 1 capital with regard to deduction from Tier 2 capital during the transitional period pursuant to article 475 of Regulation (EU) No. 575/2013 - - - - -

41c Amount to be deducted from or added to Additional Tier 1 capital with regard to additional filters and deductions required pre-CRR - - - - -

42 Qualifying T2 deductions that exceed the T2 capital of the institution (negative amount) - - - 4 -

43 Total regulatory adjustments to Additional Tier 1 (AT1) capital (500) (44) - - -

44 Additional Tier 1 (AT1) capital 8,758 8,687 45 - -

45 Tier 1 capital (T1=CET1+AT1) 89,962 84,916 143 - -