Universal registration document and annual financial report 2019

450 2019 Universal registration document and annual financial report - BNP PARIBAS

5 risks and CaPital adequaCy Pillar 3

Appendix 2: Regulatory capital Detail

In millions of euros 31 December

2019

31 December 2018

Reference to table 10 NotesPhased-in

Transitional arrangements(*)

59a

Risk-weighted assets 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) - - - - -

of which: CET1 instruments of financial sector entities not deducted from CET1 (Regulation (EU) No. 575/2013 residual amounts) - - - - -

of which: Deferred tax assets that rely on future profitability and arising from temporary differences not deducted from CET1 (Regulation (EU) No. 575/2013 residual amounts) - - - - -

of which: AT1 instrument of financial sector entities not deducted from AT1 (Regulation (EU) No. 575/2013 residual amounts) - - - - -

of which: Tier 2 instrument of financial sector entities not deducted from Tier 2 (Regulation (EU) No. 575/2013 residual amounts) - - - - -

60 Total risk-weighted assets 668,828 647,001 -

Capital ratios and buffers

61 Common Equity Tier 1 (as a percentage of risk exposure amount) 12.1% 11.8% 0.0% - -

62 Tier 1 (as a percentage of risk exposure amount) 13.5% 13.1% 0.0% - -

63 Total capital (as a percentage of risk exposure amount) 15.5% 15.0% 0.0% - -

Institution specific buffer requirement (CET1 requirement in accordance with article 92 (1) (a) plus capital conservation and countercyclical buffer requirements, plus systemic risk buffer, plus the systemically important institution buffer (G-SII or O-SII buffer), expressed as a percentage of risk exposure amount) 4.17% 3.445% 0.625% - -

65 of which: capital conservation buffer requirement 2.50% 1.875% 0.625% - -

66 of which: countercyclical buffer requirement 0.17% 0.07% 0.00% - -

67 of which: systemic risk buffer requirement 0.00% 0.00% 0.00% - -

67a of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer 1.50% 1.50% 0.00% - -

68 Common Equity Tier 1 available to meet buffers (as a percentage of risk exposure amount) 7.6% 7.3% - -

69 [non relevant in EU regulation]

70 [non relevant in EU regulation]

71 [non relevant in EU regulation]

Amounts below the thresholds for deduction (before risk weighting)

Direct and indirect holdings of the capital of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions) 4,402 2,564 - 2 (6)

Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 10% threshold and net of eligible short positions) 3,130 3,353 - 1 (6)

74 Empty set in the EU - - -