4592019 Universal registration document and annual financial report - BNP PARIBAS

5risks and CaPital adequaCy Pillar 3

5

Appendix 4: Capital requirements of significant subsidiaries

BGL BNP PARIBAS GROUP

In millions of euros

RWAs Capital

requirements

31 December 2019 31 December 2018 31 December 2019

1 Credit risk 22,849 22,588 1,828

2 Of which standardised approach 16,433 16,183 1,315

4 Of which advanced IRB approach 5,897 5,956 472

5 Of which equity positions under the simple risk-weighted approach 519 449 42

6 Counterparty credit risk 39 37 3

7 Of which mark-to-market 37 35 3

12 Of which CVA 2 2 0

14 Securitisation exposures in the banking book 12 28 1

15 Of which IRB approach (IRB) 12 28 1

18 Of which standardised approach 0 0 0

19 Market risk 13 9 1

20 Of which standardised approach 13 9 1

23 Operational risk 2,061 1,943 165

24 Of which basic indicator approach 156 112 12

25 Of which standardised approach 254 240 20

26 Of which Advanced Measurement Approach (AMA) 1,652 1,591 132

27 Amounts below the thresholds for deduction (subject to 250% risk weight) 172 178 14

29 TOTAL 25,146 24,784 2,012