4492019 Universal registration document and annual financial report - BNP PARIBAS

5risks 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(*)

Tier 2 (T2) capital: instruments and provisions

46 Capital instruments and the related share premium accounts 16,777 14,857 - 5 (5)

47 Amount of qualifying items referred to in article 484 (5) and the related share premium accounts subject to phase out from T2 50 50 (41) 5 (5)

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

48

Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 and 34) issued by subsidiaries and held by third parties 525 604 (4) 5 (5)

49 of which: instruments issued by subsidiaries subject to phase out 197 81 (4) - -

50 Credit risk adjustments - - - - -

51 Tier 2 (T2) capital before regulatory adjustments 17,351 15,511 (45) - -

Tier 2 (T2) capital: regulatory adjustments

52 Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount) (142) (138) - - -

53

Holdings of the T2 instruments and subordinated loans 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) - - - - -

54

Direct and indirect holdings of the T2 instruments and subordinated loans 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) - - - - -

54a of which new holdings not subject to transitional arrangements - - - - -

54b of which holdings existing before 1 January 2013 and subject to transitional arrangements - - - - -

55

Direct and indirect holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount) (3,456) (3,317) - 1 -

56

Regulatory adjustments applied to Tier 2 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) - - - - -

56a

Residual amounts deducted from Tier 2 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 - 222 - - -

56b

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

56c Amount to be deducted from or added to Tier 2 capital with regard to additional filters and deductions required pre-CRR - - - - -

57 Total regulatory adjustments to Tier 2 (T2) capital (3,598) (3,233) - - -

58 Tier 2 (T2) capital 13,753 12,278 (45) - -

59 Total capital (TC=T1+T2) 103,716 97,194 98 - -