PRESENTATION OF THE BNP PARIBAS GROUP 3 1.1 Group presentation 4 1.2 Key fi gures 4 1.3 History 5 1.4 Presentation of operating divisions and business lines 6 1.5 BNP Paribas and its shareholders 16

CORPORATE GOVERNANCE AND INTERNAL CONTROL 29 2.1 Corporate governance report 30 2.2 Statutory Auditors report, prepared

in accordance with article L.225-235 of the French Commercial Code, on the Board of directors report on corporate governance 98

2.3 The Executive Committee 98 2.4 Internal Control 99

2018 REVIEW OF OPERATIONS 113 3.1 BNP Paribas consolidated results 114 3.2 Core business results 116 3.3 Balance sheet 128 3.4 Profi t and loss account 131 3.5 Recent events 135 3.6 Outlook 136 3.7 Financial structure 138 3.8 Alternative Performance Measures (APM)

Article 223-1 of the AMF s General regulation 139

CONSOLIDATED FINANCIAL STATEMENTS FOR THE YEAR ENDED 31 DECEMBER 2018 149 4.1 Profi t and loss account for the year ended

31 December 2018 152 4.2 Statement of net income and changes in assets

and liabilities recognised directly in equity 153 4.3 Balance sheet at 31 December 2018 154 4.4 Cash fl ow statement for the year ended

31 December 2018 155 4.5 Statement of changes in shareholders equity

between 1 January 2017 and 31 December 2018 156 4.6 Notes to the fi nancial statements prepared in

accordance with IFRS as adopted by the European Union 158

4.7 Statutory Auditors report on the consolidated fi nancial statements 270

RISKS AND CAPITAL ADEQUACY PILLAR 3 277 5.1 Annual risk survey 280 5.2 Capital management and capital adequacy 296 5.3 Risk management [Audited] 324 5.4 Credit risk 331 5.5 Securitisation in the banking book 374 5.6 Counterparty credit risk 384 5.7 Market risk 396 5.8 Liquidity risk 414 5.9 Operational risk 428 5.10 Insurance risks 436

Appendix 1: Sovereign exposures [Audited] 441 Appendix 2: Regulatory capital Detail 444 Appendix 3: Countercyclical capital buffer 452 Appendix 4: Capital requirements of significant subsidiaries 454 Appendix 5: List of tables and figures 460 Appendix 6: Acronyms 463

INFORMATION ON THE PARENT COMPANY FINANCIAL STATEMENTS 31 DECEMBER 2018 465 6.1 BNP Paribas SA fi nancial statements 466

Notes to the parent company financial statements 468 6.2 Appropriation of income for the year ended

31 December 2018 and dividend distribution 494 6.3 BNP Paribas SA fi ve-year fi nancial summary 495 6.4 Subsidiaries and associated companies

of BNP Paribas SA 496 6.5 Disclosures of investments of BNP Paribas SA

in 2018 affecting at least 5% of share capital of French companies 502

6.6 Statutory Auditors report on the fi nancial statements 503

A COMMITTED BANK: INFORMATION CONCERNING THE ECONOMIC, SOCIAL, CIVIC AND ENVIRONMENTAL RESPONSIBILITY OF BNP PARIBAS 509 7.1 Our strategy 511 7.2 Our economic responsibility: fi nancing

the economy in an ethical manner 517 7.3 Our social responsibility: developing and engaging

our people responsibly 531 7.4 Our civic responsibility: being a positive agent for

change 546 7.5 Our environmental responsibility:

combating climate change 551 7.6 Duty of care and Modern Slavery Act and human

traffi cking statement 557 7.7 Extra-fi nancial performance statement 563 7.8 Table of concordance with GRI, ISO 26000,

UNEP FI, Global Compact, Sustainable Development Goals, Principles for Responsible Banking and TCFD 566

7.9 Report by one of the Statutory Auditors, appointed as an independent third party, on the consolidated non-fi nancial information statement included in the group management report 572

GENERAL INFORMATION 575 8.1 Documents on display 576 8.2 Material contracts 576 8.3 Dependence on external parties 576 8.4 Signifi cant changes 577 8.5 Investments 577 8.6 Information on locations and businesses in 2018 578 8.7 Founding documents and Articles of association 585 8.8 Statutory Auditors special report on related party

agreements and commitments 590

STATUTORY AUDITORS 593 9.1 Statutory Auditors 594

PERSON RESPONSIBLE FOR THE REGISTRATION DOCUMENT 595 10.1 Person responsible for the Registration document

and the annual fi nancial report 596 10.2 Statement by the person responsible

for the Registration document 596

TABLES OF CONCORDANCE 597

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