4572019 Universal registration document and annual financial report - BNP PARIBAS
5risks and CaPital adequaCy Pillar 3
5
Appendix 4: Capital requirements of significant subsidiaries
BANK OF THE WEST GROUP
In millions of euros
RWAs Capital
requirements
31 December 2019 31 December 2018 31 December 2019
1 Credit risk 45,837 44,489 3,677
2 Of which standardised approach 45,714 44,457 3,667
5 Of which equity positions under the simple risk-weighted approach 124 32 10
6 Counterparty credit risk 328 179 26
7 Of which mark-to-market 319 170 26
12 Of which CVA 9 9 1
14 Securitisation exposures in the banking book 9 5 1
14c Of which external ratings based approach (SEC-ERBA) 6 - 0
18 Of which standardised approach 3 5 0
19 Market risk 0 1 0
20 Of which standardised approach 0 1 0
23 Operational risk 3,511 3,396 281
24 Of which basic indicator approach 0 2 0
25 Of which standardised approach 3,511 3,394 281
27 Amounts below the thresholds for deduction (subject to 250% risk weight) 85 1,311 7
29 TOTAL 49,771 49,382 3,992