Universal registration document and annual financial report 2019

4532019 Universal registration document and annual financial report - BNP PARIBAS

5risks and CaPital adequaCy Pillar 3

Appendix 3: Countercyclical capital buffer

➤ GEOGRAPHICAL DISTRIBUTION OF CREDIT EXPOSURES RELEVANT FOR THE CALCULATION OF THE COUNTERCYCLICAL CAPITAL BUFFER

In millions of euros

31 December 2019 31 December

2020

General credit exposures Securitisation exposures Own funds requirements

Own funds requirement

weights

Countercy- clical capital

buffer rate

Announced countercy-

clical capital buffer rate(**)

Exposure value for

standardised approach

Exposure value for IRB

Exposure value for

standardised approach

Exposure value for IRB

of which: General

credit exposures

of which: Trading book

exposures

of which: Securitisation

exposures Total

010 020 050 060 070 080 090 100 110 120

010 Breakdown by country

Europe(*) 184,738 614,261 3,882 43,646 31,151 1,398 631 33,180 0.75

of which Germany 20,260 14,894 275 2,042 1,626 - 43 1,669 0.04 0.25%

of which Belgium 12,721 127,576 - 4,218 4,108 - 65 4,173 0.09 0.50%

of which Bulgaria 392 313 - - 42 - - 42 0.00 0.50% 1.00%

of which Denmark 1,472 1,901 - - 157 - - 157 0.00 1.00% 2.00%

of which France 48,006 245,175 354 25,825 11,766 1,381 291 13,439 0.30 0.25% 0.50%

of which Ireland 271 7,709 7 749 254 - 19 273 0.01 1.00% 1.00%

of which Iceland 1 12 - - 0 - - 0 0.00 1.75% 2.00%

of which Lithuania 8 5 - - 1 - - 1 0.00 1.00% 1.00%

of which Luxembourg 1,531 33,424 - - 1,193 0 - 1,194 0.03 0.25%

of which Norway 614 2,594 - - 119 - - 119 0.00 2.50% 2.50%

of which Czech Republic 298 937 - - 57 - - 57 0.00 1.50% 2.00%

of which United Kingdom 14,447 39,825 1,380 6,251 1,836 - 132 1,967 0.04 1.00% 2.00%

of which Slovakia 165 243 - - 18 - - 18 0.00 1.50% 2.00%

of which Sweden 2,275 1,941 96 18 217 - 3 220 0.00 2.50% 2.50%

North America 63,825 76,187 2,584 10,406 5,716 21 199 5,935 0.13

Asia Pacific 5,478 44,514 29 957 2,301 - 11 2,312 0.05

of which Hong Kong 1,528 6,931 - 45 330 - 1 331 0.01 2.00% 2.00%

Rest of the World 29,209 32,484 - - 3,023 8 - 3,031 0.07

020 TOTAL 283,251 767,446 6,495 55,009 42,190 1,427 841 44,457 1.00 0.17% 0.35%

(*) Within the European Union and the European Free Trade Association (EFTA). (**) According to the rates published on the ESRB website as at 31 December 2019.